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[--[65.84.65.76]--]
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

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 -
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
  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.