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Related Pages for BHEL
[--[65.84.65.76]--]
BHEL
Bhel
227.78 1.90 (0.84%)

Option Chain for BHEL

21 Nov 2024 02:22 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2625
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 115.40 0.00 180 0.00 0.15 - 24 -7 207 -
0.00 0 0 0 0.00 74.65 0.00 185 0.05 0.25 - 35 3 69 -
- 0 0 0 - 94.00 0.00 190 0.05 0.35 - 189 2 175 -
0.00 0 0 0 0.00 77.55 0.00 195 0.00 0.45 - 255 33 135 -
- 51 0 28 - 27.55 0.75 200 -0.15 0.60 - 1,410 37 1,325 -
- 11 -1 10 - 21.90 -5.60 205 -0.20 0.85 60.79 1,080 63 271 -0.09
0.97 104 -1 45 33.30 18.60 0.90 210 -0.35 1.25 56.72 3,052 68 1,214 -0.13
0.86 178 30 412 41.09 14.40 0.90 215 -0.70 1.70 51.07 2,477 133 857 -0.19
0.75 521 176 2,652 41.37 10.45 1.20 220 -1.00 2.70 48.49 4,877 301 1,255 -0.28
0.62 804 168 4,373 40.36 7.00 0.95 225 -1.40 4.20 46.08 2,270 212 951 -0.39
0.46 1,594 213 4,965 39.53 4.30 0.55 230 -1.80 6.45 44.72 756 -41 1,105 -0.53
0.32 1,173 6 2,767 39.79 2.50 0.40 235 -2.05 9.65 45.58 160 -23 637 -0.66
0.20 1,638 -116 2,610 40.06 1.35 0.15 240 -2.45 13.40 46.26 139 -47 556 -0.77
0.12 850 -7 1,409 42.29 0.80 0.05 245 1.15 18.50 57.97 22 -8 286 -0.80
0.08 3,083 58 1,630 44.95 0.50 -0.05 250 -0.85 23.20 64.17 31 -9 612 -0.83
0.06 590 -31 218 48.42 0.35 0.00 255 -1.25 30.45 - 1 0 65 -
0.04 1,273 -72 250 51.67 0.25 0.05 260 1.00 32.35 68.11 20 -18 343 -0.91
0.02 401 -20 57 53.11 0.15 -0.05 265 0.00 30.00 0.00 0 0 0 0.00
- 955 -112 331 - 0.10 -0.05 270 -1.60 42.80 - 7 -4 277 -
- 245 0 15 - 0.10 -0.05 275 0.00 43.50 0.00 0 -1 0 0.00
- 867 0 72 - 0.15 0.05 280 1.25 52.50 - 10 -8 199 -
- 162 -5 9 - 0.15 0.05 285 0.00 43.50 0.00 0 0 0 0.00
- 375 1 6 - 0.10 0.00 290 8.40 70.70 - 5 -4 104 -
0.00 0 0 0 0.00 0.15 0.00 295 0.00 46.00 0.00 0 0 0 0.00
- 753 -7 43 - 0.10 0.05 300 11.05 79.00 - 6 0 306 -
- 44 0 1 - 0.05 -0.05 305 -3.65 78.20 - 1 0 21 -
0.00 0 -5 0 0.00 0.10 0.00 310 0.00 80.00 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.10 0.00 315 0.00 89.35 0.00 0 0 0 0.00
- 309 -9 11 - 0.05 -0.05 320 0.00 94.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 325 0.00 0.00 0.00 0 0 0 0.00
- 165 -1 4 - 0.05 0.00 330 0.00 98.50 0.00 0 -1 0 0.00
16,146 10,970
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.