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Option Chain For BANKBARODA - BANK OF BARODA
Last updated on 01 Oct 2020 12:25 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
- - - - - 30 - - - - 155,800
- - - - - 31 - - - - -
- - - - - 32 - - - - 16,400
- - - - - 33 - - - - -
- - - - - 34 - - - - -
8,200 - - - - 35 -0.10 0.25 51.62 -16,400 1,115,200
- - - - - 36 -0.15 0.30 48.05 -24,600 155,800
- - - - - 37 -0.20 0.45 47.84 24,600 393,600
57,400 8,200 60.94 5.20 1.25 38 -0.25 0.65 47.61 8,200 861,000
32,800 - - - - 39 -0.35 0.85 45.80 24,600 762,600
672,400 -114,800 42.59 3.15 0.40 40 -0.35 1.20 46.37 -16,400 1,410,400
721,600 -73,800 43.79 2.60 0.35 41 -0.45 1.60 46.34 106,600 475,600
1,016,800 -24,600 44.24 2.10 0.30 42 -0.50 2.10 46.87 -41,000 565,800
1,025,000 32,800 45.18 1.70 0.25 43 -0.45 2.65 46.89 8,200 360,800
680,600 57,400 44.55 1.30 0.15 44 -1.35 3.15 44.24 - 90,200
3,829,400 -49,200 47.05 1.05 0.10 45 -1.20 4.05 49.28 -41,000 1,607,200
787,200 32,800 47.15 0.85 0.10 46 - - - - -
590,400 -24,600 48.72 0.70 0.10 47 - - - - 24,600
451,000 -8,200 49.30 0.55 0.10 48 - - - - -
24,600 - 50.57 0.45 0.10 49 - - - - -
3,542,400 82,000 50.99 0.35 0.05 50 - - - - 336,200
32,800 - 47.69 0.20 -0.25 51 - - - - -
123,000 - - - - 52 - - - - 8,200
24,600 - - - - 53 - - - - -
49,200 - - - - 54 - - - - 24,600
869,200 24,600 61.23 0.20 - 55 - - - - 8,200
16,400 - - - - 56 - - - - 16,400
8,200 - - - - 57 - - - - -
- - - - - 58 - - - - -
- - - - - 59 - - - - -
311,600 - 66.97 0.10 - 60 - - - - 49,200
- - - - - 61 - - - - -
- - - - - 62 - - - - -
196,800 - - - - 63 - - - - 229,600
Total 15,071,600 8,667,400
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 ltp, 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.