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Option Chain For BHEL - BHEL
Last updated on 01 Oct 2020 01:57 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
- - - - - 21 - - - - -
- - - - - 22 - - - - 189,000
- - - - - 23 - - - - -
- - - - - 24 - - - - -
- - - - - 25 - 0.35 59.93 21,000 588,000
21,000 - - - - 26 -0.10 0.50 57.55 63,000 1,029,000
- - - - - 27 -0.15 0.70 55.12 42,000 1,323,000
168,000 42,000 56.90 2.75 -0.05 28 -0.20 1.05 55.67 210,000 2,079,000
231,000 - 60.56 2.10 -0.05 29 -0.15 1.55 54.94 567,000 1,344,000
3,843,000 672,000 56.79 1.70 - 30 -0.25 2.05 57.68 483,000 3,213,000
2,604,000 798,000 58.27 1.35 - 31 -0.20 2.75 60.99 -42,000 861,000
3,276,000 105,000 59.07 1.05 - 32 -0.15 3.45 52.20 42,000 1,029,000
1,743,000 210,000 61.23 0.80 -0.05 33 - - - - 273,000
1,827,000 378,000 61.66 0.65 -0.05 34 - - - - 231,000
7,392,000 525,000 64.58 0.50 -0.05 35 - - - - 441,000
2,016,000 42,000 63.92 0.40 -0.05 36 - - - - 42,000
1,617,000 21,000 69.75 0.40 0.05 37 - - - - -
966,000 -105,000 66.19 0.25 -0.05 38 - - - - 84,000
357,000 - - - - 39 - - - - 147,000
4,011,000 231,000 71.96 0.20 - 40 - - - - 462,000
105,000 - - - - 41 - - - - 21,000
42,000 - - - - 42 - - - - -
- - - - - 43 - - - - 21,000
- - - - - 44 - - - - 21,000
1,302,000 147,000 80.95 0.10 - 45 - - - - -
- - - - - 46 - - - - -
126,000 - - - - 47 - - - - -
- - - - - 48 - - - - -
252,000 - - - - 49 - - - - -
Total 31,899,000 13,398,000
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 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.