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Option Chain For BEL - BHARAT ELECTRONICS LTD
Last updated on
10 Jul 2020 01:00 PM
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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 | |
| - | - | - | - | - | 42.5 | - | - | - | - | 24,000 |
| - | - | - | - | - | 45 | - | - | - | - | - |
| - | - | - | - | - | 47.5 | - | - | - | - | - |
| - | - | - | - | - | 50 | - | - | - | - | - |
| - | - | - | - | - | 52.5 | - | - | - | - | - |
| - | - | - | - | - | 55 | - | - | - | - | 24,000 |
| - | - | - | - | - | 56 | - | - | - | - | - |
| - | - | - | - | - | 57 | - | - | - | - | - |
| - | - | - | - | - | 57.5 | - | - | - | - | 6,000 |
| - | - | - | - | - | 58 | - | - | - | - | - |
| - | - | - | - | - | 59 | - | - | - | - | - |
| - | - | - | - | - | 60 | - | 0.05 | 92.41 | - | 216,000 |
| - | - | - | - | - | 61 | - | - | - | - | - |
| - | - | - | - | - | 62 | - | - | - | - | - |
| - | - | - | - | - | 62.5 | - | - | - | - | 6,000 |
| - | - | - | - | - | 63 | - | - | - | - | - |
| - | - | - | - | - | 64 | - | - | - | - | - |
| 12,000 | - | - | - | - | 65 | - | - | - | - | 150,000 |
| - | - | - | - | - | 66 | - | - | - | - | - |
| - | - | - | - | - | 67 | - | - | - | - | - |
| - | - | - | - | - | 67.5 | - | - | - | - | 60,000 |
| - | - | - | - | - | 68 | - | - | - | - | - |
| - | - | - | - | - | 69 | - | - | - | - | 6,000 |
| 54,000 | - | - | - | - | 70 | -0.05 | 0.10 | 73.73 | -6,000 | 432,000 |
| 12,000 | - | - | - | - | 71 | - | - | - | - | - |
| - | - | - | - | - | 72 | - | - | - | - | 12,000 |
| - | - | - | - | - | 72.5 | - | - | - | - | 18,000 |
| - | - | - | - | - | 73 | - | - | - | - | - |
| - | - | - | - | - | 74 | -0.20 | 0.15 | 67.91 | - | 18,000 |
| 240,000 | - | - | 24.50 | -2.85 | 75 | -0.05 | 0.20 | 68.71 | -12,000 | 558,000 |
| 6,000 | - | - | - | - | 76 | - | - | - | - | - |
| 6,000 | - | - | - | - | 77 | - | - | - | - | 6,000 |
| - | - | - | - | - | 77.5 | - | - | - | - | 24,000 |
| - | - | - | - | - | 78 | - | - | - | - | 30,000 |
| - | - | - | - | - | 79 | - | - | - | - | 12,000 |
| 330,000 | - | - | 19.00 | -1.35 | 80 | - | 0.25 | 58.07 | -18,000 | 1,236,000 |
| 12,000 | - | - | - | - | 81 | - | - | - | - | 48,000 |
| 6,000 | - | - | - | - | 82 | - | - | - | - | 24,000 |
| 24,000 | - | - | - | - | 82.5 | - | - | - | - | 144,000 |
| 66,000 | - | - | - | - | 83 | - | - | - | - | 108,000 |
| 48,000 | - | - | - | - | 84 | - | - | - | - | 192,000 |
| 336,000 | -18,000 | - | 14.70 | -1.20 | 85 | -0.05 | 0.55 | 55.72 | -60,000 | 1,002,000 |
| 48,000 | - | - | - | - | 86 | - | - | - | - | 84,000 |
| 72,000 | - | - | - | - | 87 | - | - | - | - | 84,000 |
| 108,000 | -18,000 | 45.09 | 13.00 | -1.00 | 87.5 | 0.15 | 0.95 | 55.69 | - | 204,000 |
| 114,000 | - | - | - | - | 88 | - | 1.00 | 55.02 | - | 246,000 |
| 78,000 | - | - | - | - | 89 | - | - | - | - | 78,000 |
| 798,000 | -84,000 | 28.89 | 11.10 | -0.50 | 90 | 0.05 | 1.30 | 53.49 | -102,000 | 1,638,000 |
| 102,000 | - | - | - | - | 91 | -0.90 | 1.05 | 45.93 | - | 42,000 |
| 90,000 | - | - | - | - | 92 | - | - | - | - | 138,000 |
| 132,000 | - | - | - | - | 92.5 | 0.10 | 2.00 | 54.57 | - | 168,000 |
| 102,000 | 12,000 | 69.77 | 10.40 | 1.25 | 93 | - | - | - | - | 132,000 |
| 84,000 | - | - | - | - | 94 | 0.25 | 2.50 | 55.00 | - | 48,000 |
| 900,000 | -30,000 | 40.56 | 6.75 | -1.15 | 95 | - | 2.65 | 52.60 | 48,000 | 1,158,000 |
| 78,000 | - | 43.20 | 6.30 | -1.15 | 96 | 0.40 | 3.40 | 56.98 | - | 36,000 |
| 120,000 | -6,000 | 47.98 | 6.10 | -0.65 | 97 | 0.10 | 3.45 | 56.81 | -18,000 | 204,000 |
| 396,000 | -6,000 | 46.17 | 5.65 | -0.60 | 97.5 | 0.35 | 3.90 | 55.49 | -6,000 | 144,000 |
| 198,000 | - | 47.62 | 5.50 | -0.55 | 98 | 0.65 | 4.40 | 58.52 | -6,000 | 150,000 |
| 156,000 | 6,000 | 55.59 | 5.30 | -0.65 | 99 | 0.15 | 4.45 | 53.86 | -6,000 | 114,000 |
| 2,364,000 | 120,000 | 50.63 | 4.90 | -0.20 | 100 | - | 4.80 | 57.06 | -6,000 | 948,000 |
| 276,000 | 30,000 | 46.44 | 4.50 | -0.15 | 101 | 0.05 | 5.55 | 54.53 | - | 66,000 |
| 228,000 | 6,000 | 52.12 | 4.00 | -0.20 | 102 | 0.75 | 6.70 | 60.83 | -12,000 | 198,000 |
| 174,000 | 18,000 | 49.90 | 3.40 | -0.50 | 103 | 0.85 | 7.35 | 61.47 | -12,000 | 66,000 |
| 162,000 | - | 48.93 | 2.95 | -0.65 | 104 | 0.30 | 6.90 | 49.69 | - | 36,000 |
| 1,650,000 | 108,000 | 51.00 | 3.00 | -0.20 | 105 | - | 7.90 | 63.06 | - | 120,000 |
| 96,000 | -6,000 | 50.49 | 2.45 | -0.55 | 106 | - | - | - | - | - |
| 234,000 | -6,000 | 56.83 | 2.40 | -0.25 | 107 | - | - | - | - | - |
| 156,000 | 6,000 | 51.52 | 2.00 | -0.35 | 108 | - | - | - | - | - |
| 606,000 | -12,000 | 53.25 | 1.90 | -0.20 | 109 | - | - | - | - | - |
| 1,194,000 | 120,000 | 53.47 | 1.70 | -0.20 | 110 | - | - | - | - | 66,000 |
| - | - | - | - | - | 111 | - | - | - | - | - |
| 102,000 | 6,000 | 49.90 | 1.45 | -0.05 | 112 | - | - | - | - | - |
| 24,000 | - | 50.66 | 1.00 | -0.30 | 113 | - | - | - | - | - |
| 720,000 | 90,000 | 52.13 | 0.95 | -0.25 | 114 | - | - | - | - | - |
| 114,000 | 72,000 | 54.40 | 0.95 | -0.15 | 115 | - | - | - | - | - |
| 120,000 | 48,000 | 54.73 | 0.85 | -0.05 | 116 | - | - | - | - | - |
| Total | 12,948,000 | 10,524,000 | ||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.