BHEL
Bhel
235.3
-6.95 (-2.87%)
Option Chain for BHEL
20 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 2625 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 94.95 | 0.00 | 190 | 0.05 | 0.15 | - | 38 | -9 | 53 | - |
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| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 195 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 8 | 0 | 4 | - | 43.00 | 0.90 | 200 | 0.00 | 0.15 | - | 113 | -55 | 406 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 42.80 | 0.00 | 205 | 0.05 | 0.15 | 56.65 | 4 | 0 | 176 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 30.70 | 0.00 | 210 | 0.05 | 0.25 | 53.71 | 171 | 8 | 372 | -0.04 |
| - | 0 | 0 | 0 | - | 35.90 | 0.00 | 215 | 0.05 | 0.30 | 46.64 | 226 | -3 | 456 | -0.05 |
| - | 60 | -1 | 37 | - | 15.75 | -7.25 | 220 | 0.25 | 0.55 | 43.47 | 1,150 | 90 | 811 | -0.09 |
| 0.94 | 31 | 2 | 79 | 25.29 | 12.00 | -6.10 | 225 | 0.25 | 0.85 | 38.07 | 2,369 | 163 | 762 | -0.14 |
| 0.85 | 206 | -14 | 424 | 22.21 | 7.35 | -5.65 | 230 | 0.65 | 1.75 | 36.38 | 4,378 | -184 | 982 | -0.26 |
| 0.59 | 267 | 56 | 1,912 | 27.41 | 4.30 | -4.65 | 235 | 1.50 | 3.55 | 36.59 | 5,709 | -95 | 694 | -0.42 |
| 0.36 | 1,079 | 99 | 4,671 | 28.35 | 2.10 | -3.55 | 240 | 2.75 | 6.50 | 39.07 | 5,156 | -93 | 1,322 | -0.59 |
| 0.21 | 1,313 | 247 | 5,979 | 31.62 | 1.10 | -2.30 | 245 | 3.90 | 10.50 | 44.65 | 1,889 | -107 | 539 | -0.71 |
| 0.13 | 2,928 | -269 | 4,403 | 36.53 | 0.70 | -1.45 | 250 | 4.45 | 14.75 | 48.59 | 901 | -190 | 1,226 | -0.80 |
| 0.08 | 1,663 | -110 | 1,690 | 40.65 | 0.45 | -0.80 | 255 | 5.10 | 19.45 | 55.06 | 124 | -21 | 769 | -0.84 |
| 0.06 | 2,539 | -249 | 2,206 | 45.88 | 0.35 | -0.45 | 260 | 5.05 | 23.85 | 54.43 | 155 | -69 | 922 | -0.90 |
| 0.04 | 678 | -104 | 1,131 | 49.72 | 0.25 | -0.30 | 265 | 0.00 | 25.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 989 | 0 | 703 | 54.15 | 0.20 | -0.15 | 270 | 5.90 | 34.00 | - | 11 | -7 | 229 | - |
| - | 425 | -231 | 550 | - | 0.20 | -0.05 | 275 | 0.00 | 32.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,309 | -65 | 434 | - | 0.15 | -0.10 | 280 | 5.50 | 44.50 | - | 40 | -8 | 195 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 285 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 841 | -13 | 95 | - | 0.05 | -0.05 | 290 | 4.70 | 53.55 | - | 47 | -29 | 474 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 295 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 25.75 | 0.00 | 300 | 0.00 | 39.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 305 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 22.25 | 0.00 | 310 | 0.00 | 46.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 315 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 156 | -2 | 5 | - | 0.05 | 0.00 | 320 | 0.00 | 52.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 14,492 | 10,388 | |||||||||||||
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 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.
