BHEL
Bhel
200.19
-6.30 (-3.05%)
Option Chain for BHEL
24 Jan 2025 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 | 0 | 0 | - | 83.60 | 0.00 | 160 | -0.05 | 0.10 | - | 19 | -6 | 98 | - |
| - | 0 | 0 | 0 | - | 79.10 | 0.00 | 165 | 0.00 | 0.10 | 0.00 | 0 | -24 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 74.85 | 0.00 | 170 | 0.00 | 0.20 | - | 30 | -11 | 166 | - |
| - | 0 | 0 | 0 | - | 80.75 | 0.00 | 175 | 0.10 | 0.35 | - | 142 | 33 | 250 | - |
| 0.00 | 0 | 4 | 0 | 0.00 | 27.15 | 0.00 | 180 | 0.10 | 0.55 | 61.79 | 550 | 36 | 662 | -0.07 |
| 0.00 | 0 | 6 | 0 | 0.00 | 22.50 | 0.00 | 185 | 0.20 | 0.95 | 58.27 | 732 | 25 | 490 | -0.12 |
| 0.81 | 184 | -2 | 87 | 53.68 | 12.65 | -4.65 | 190 | 0.35 | 1.55 | 53.85 | 1,573 | 166 | 1,620 | -0.20 |
| 0.69 | 271 | 36 | 201 | 53.92 | 9.05 | -4.15 | 195 | 0.75 | 2.75 | 51.95 | 1,993 | 31 | 494 | -0.31 |
| 0.55 | 845 | 281 | 1,489 | 52.90 | 6.00 | -3.85 | 200 | 1.35 | 4.70 | 51.22 | 3,132 | -254 | 1,526 | -0.45 |
| 0.40 | 1,066 | 311 | 3,382 | 53.23 | 3.80 | -2.95 | 205 | 2.25 | 7.50 | 51.58 | 1,626 | -84 | 793 | -0.60 |
| 0.28 | 1,659 | 128 | 3,157 | 53.93 | 2.30 | -2.10 | 210 | 3.10 | 10.95 | 51.54 | 732 | -64 | 823 | -0.73 |
| 0.18 | 1,320 | 139 | 1,714 | 54.99 | 1.35 | -1.40 | 215 | 3.90 | 15.00 | 52.01 | 183 | -43 | 599 | -0.83 |
| 0.12 | 1,839 | -150 | 2,306 | 58.67 | 0.90 | -0.85 | 220 | 4.75 | 20.00 | 63.38 | 131 | -78 | 618 | -0.86 |
| 0.08 | 906 | -203 | 1,454 | 61.90 | 0.60 | -0.45 | 225 | 5.50 | 25.20 | - | 8 | 0 | 270 | - |
| 0.05 | 2,026 | -81 | 1,238 | 63.06 | 0.35 | -0.30 | 230 | 3.95 | 29.15 | 62.26 | 29 | -6 | 565 | -0.95 |
| - | 796 | -95 | 568 | - | 0.25 | -0.20 | 235 | 5.75 | 34.80 | - | 2 | 0 | 339 | - |
| - | 1,556 | -240 | 1,009 | - | 0.20 | -0.10 | 240 | 6.25 | 40.15 | - | 37 | -19 | 479 | - |
| - | 692 | -3 | 134 | - | 0.15 | -0.10 | 245 | 5.50 | 40.95 | - | 2 | 0 | 202 | - |
| - | 1,503 | -235 | 690 | - | 0.10 | -0.10 | 250 | -0.20 | 43.00 | - | 66 | -49 | 366 | - |
| - | 290 | -25 | 38 | - | 0.05 | -0.05 | 255 | 0.00 | 37.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 692 | -8 | 73 | - | 0.05 | -0.05 | 260 | 6.00 | 60.00 | - | 29 | -26 | 193 | - |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.05 | 0.00 | 265 | 9.90 | 60.00 | - | 1 | 0 | 12 | - |
| - | 555 | 0 | 8 | - | 0.05 | 0.00 | 270 | 0.00 | 68.75 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| - | 96 | -7 | 11 | - | 0.10 | 0.05 | 275 | 0.00 | 43.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 298 | -25 | 29 | - | 0.05 | 0.00 | 280 | 5.25 | 79.95 | - | 9 | -1 | 122 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 285 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 457 | 0 | 2 | - | 0.05 | 0.00 | 290 | 6.30 | 89.80 | - | 23 | -15 | 732 | - |
| 17,051 | 11,419 | |||||||||||||
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.
