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Option Chain For BHEL - BHEL
Last updated on 03 Jul 2020 02:54 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
- - - - - 10 - - - - -
- - - - - 11 - - - - -
- - - - - 12 - - - - -
- - - - - 13 - - - - -
- - - - - 14 - - - - 62,400
- - - - - 15 - - - - -
- - - - - 16 - - - - -
- - - - - 17 - - - - -
- - - - - 18 - - - - 20,800
- - - - - 19 - - - - -
- - - - - 20 - - - - -
- - - - - 21 - - - - 52,000
- - - - - 22 - - - - 104,000
- - - - - 23 -0.05 0.05 92.59 20,800 93,600
- - - - - 24 - - - - 41,600
- - - - - 25 -0.05 0.10 89.03 104,000 842,400
- - - - - 26 -0.05 0.10 82.19 - 218,400
72,800 - - 11.35 2.05 27 -0.10 0.05 75.56 - 124,800
62,400 - - 9.00 -1.20 28 -0.05 0.15 74.89 - 270,400
31,200 - - - - 29 -0.20 0.20 72.72 -10,400 249,600
249,600 - - - - 30 -0.20 0.25 69.59 145,600 1,216,800
- - - - - 31 -0.25 0.35 68.66 52,000 291,200
72,800 - - - - 32 -0.30 0.50 68.68 41,600 624,000
187,200 - 67.33 6.50 1.60 33 -0.40 0.65 67.07 83,200 832,000
166,400 20,800 58.95 5.50 1.25 34 -0.55 0.85 67.66 145,600 624,000
509,600 -176,800 58.69 4.75 1.25 35 -0.60 1.15 66.58 280,800 936,000
457,600 -208,000 65.14 4.35 1.35 36 -0.70 1.45 66.92 114,400 1,060,800
540,800 -83,200 67.73 3.75 1.25 37 -0.85 1.80 68.30 93,600 561,600
769,600 72,800 67.43 3.15 1.05 38 -0.95 2.40 68.16 426,400 603,200
1,164,800 280,800 66.99 2.80 1.05 39 -1.20 2.95 69.08 - 135,200
6,250,400 665,600 66.43 2.30 0.85 40 -1.25 3.50 68.70 -20,800 166,400
1,424,800 145,600 65.79 1.95 0.75 41 - - - - 20,800
1,487,200 384,800 66.37 1.65 0.65 42 - - - - 31,200
530,400 218,400 67.12 1.40 0.60 43 - - - - -
2,433,600 561,600 66.80 1.15 0.55 44 -1.70 6.25 68.90 - 20,800
Total 16,411,200 9,204,000
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.