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Option Chain For BANKBARODA - BANK OF BARODA
Last updated on 03 Jul 2020 02:49 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 22.5 - - - - 10,800
- - - - - 25 - - - - 16,200
- - - - - 27.5 - - - - -
- - - - - 29 - - - - -
- - - - - 30 - - - - 37,800
- - - - - 31 - - - - -
- - - - - 32 - - - - -
- - - - - 32.5 -0.10 0.10 87.11 - 16,200
- - - - - 33 - - - - 5,400
- - - - - 34 - - - - 10,800
- - - - - 35 - 0.15 80.30 - 237,600
- - - - - 36 - - - - 10,800
- - - - - 37 - - - - 32,400
- - - - - 37.5 -0.05 0.20 71.95 - 75,600
- - - - - 38 - - - - 21,600
- - - - - 39 - - - - 10,800
194,400 - - - - 40 0.05 0.40 70.54 - 1,344,600
- - - - - 41 - - - - 16,200
5,400 - - - - 42 - 0.70 71.02 - 32,400
- - - - - 42.5 0.05 0.65 69.69 16,200 367,200
- - - - - 43 - - - - 64,800
- - - - - 44 0.15 1.00 66.49 32,400 118,800
189,000 -5,400 56.64 7.00 -1.30 45 0.15 1.20 67.89 610,200 2,170,800
- - - - - 46 0.10 1.45 65.85 81,000 135,000
70,200 - 61.11 5.75 -0.70 47 0.20 1.80 66.41 10,800 205,200
232,200 -21,600 61.65 5.45 -0.30 47.5 0.25 2.00 65.81 21,600 356,400
75,600 - - - - 48 0.15 2.20 67.03 43,200 221,400
113,400 -5,400 59.82 4.45 -1.20 49 0.20 2.60 66.76 27,000 140,400
1,420,200 -16,200 62.56 4.00 -0.40 50 0.25 3.10 67.55 -48,600 1,085,400
286,200 10,800 65.22 3.70 -0.25 51 0.20 3.60 67.52 -5,400 113,400
356,400 5,400 66.12 3.30 -0.25 52 0.40 4.15 67.63 - 113,400
372,600 16,200 66.28 3.10 -0.25 52.5 0.70 4.65 71.49 5,400 172,800
367,200 32,400 63.52 2.75 -0.40 53 0.65 4.90 70.64 16,200 135,000
318,600 37,800 63.81 2.45 -0.35 54 0.65 5.55 71.16 -5,400 124,200
3,132,000 264,600 66.21 2.15 -0.30 55 0.70 6.15 71.97 5,400 253,800
286,200 10,800 66.10 1.90 -0.25 56 0.20 6.70 67.33 10,800 59,400
172,800 - 64.26 1.55 -0.35 57 - - - - 64,800
129,600 - 67.78 1.60 -0.20 57.5 - - - - 21,600
32,400 - - - - 58 - - - - 5,400
48,600 -10,800 67.10 1.25 -0.30 59 - - - - -
2,597,400 70,200 67.83 1.10 -0.20 60 - - - - 81,000
118,800 - - - - 61 - - - - 5,400
27,000 - - - - 62 - - - - -
286,200 - 68.11 0.75 -0.25 62.5 - - - - -
- - - - - 63 - - - - -
- - - - - 64 - - - - -
977,400 27,000 68.23 0.50 -0.15 65 - - - - -
183,600 - 73.68 0.45 -0.10 67.5 - - - - -
1,085,400 21,600 70.68 0.25 -0.05 70 - - - - 27,000
129,600 - 73.43 0.20 - 72.5 - - - - -
464,400 27,000 75.02 0.15 -0.05 75 - - - - 118,800
37,800 - 75.04 0.10 -0.05 77.5 - - - - -
351,000 16,200 79.70 0.10 -0.05 80 - - - - 43,200
Total 14,061,600 8,083,800
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike prices, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.