BHEL
Bhel
224.4
1.84 (0.83%)
Option Chain for BHEL
14 Nov 2024 09:23 AM 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 74.65 | 0.00 | 185 | 0.00 | 0.45 | 57.35 | 2 | 0 | 69 | -0.04 |
| - | 0 | 0 | 0 | - | 94.00 | 0.00 | 190 | 0.00 | 0.55 | 53.28 | 1 | 0 | 203 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 77.55 | 0.00 | 195 | -0.10 | 0.75 | 49.51 | 4 | 0 | 86 | -0.07 |
| 0.94 | 51 | 3 | 12 | 36.16 | 23.60 | -3.85 | 200 | -0.15 | 1.00 | 46.41 | 40 | 8 | 1,223 | -0.10 |
| 0.90 | 15 | 6 | 8 | 35.08 | 19.20 | -0.10 | 205 | -0.30 | 1.40 | 43.27 | 33 | 11 | 227 | -0.14 |
| 0.84 | 102 | 0 | 1 | 32.56 | 14.50 | -0.55 | 210 | -0.20 | 2.20 | 40.51 | 79 | 13 | 878 | -0.21 |
| 0.74 | 124 | -1 | 7 | 34.14 | 11.40 | 0.00 | 215 | -0.30 | 3.20 | 39.17 | 95 | 38 | 901 | -0.29 |
| 0.62 | 393 | 26 | 131 | 35.33 | 8.40 | 0.35 | 220 | -0.60 | 4.80 | 38.05 | 141 | 23 | 1,146 | -0.39 |
| 0.49 | 659 | 53 | 230 | 34.03 | 5.50 | -0.10 | 225 | -0.40 | 7.35 | 38.74 | 61 | 16 | 698 | -0.51 |
| 0.36 | 1,202 | 77 | 225 | 35.15 | 3.65 | -0.05 | 230 | -0.75 | 10.25 | 37.78 | 44 | -3 | 1,057 | -0.63 |
| 0.26 | 1,018 | 53 | 135 | 35.16 | 2.30 | -0.10 | 235 | 0.70 | 15.20 | 47.84 | 19 | 4 | 709 | -0.68 |
| 0.18 | 1,888 | -10 | 129 | 36.97 | 1.55 | -0.15 | 240 | 0.50 | 18.70 | 40.69 | 6 | 1 | 913 | -0.81 |
| 0.12 | 1,196 | 2 | 61 | 38.08 | 1.00 | -0.10 | 245 | 0.05 | 23.00 | 48.13 | 6 | 2 | 314 | -0.81 |
| 0.09 | 2,851 | 25 | 157 | 40.68 | 0.70 | -0.10 | 250 | -0.15 | 27.85 | 47.67 | 36 | 26 | 664 | -0.88 |
| 0.06 | 688 | 30 | 45 | 41.82 | 0.50 | -0.05 | 255 | 0.00 | 29.40 | 0.00 | 0 | -6 | 0 | 0.00 |
| 0.05 | 1,471 | 15 | 32 | 44.32 | 0.35 | -0.05 | 260 | 0.00 | 37.40 | 0.00 | 0 | -6 | 0 | 0.00 |
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| 0.04 | 470 | 2 | 6 | 46.56 | 0.30 | -0.05 | 265 | 0.00 | 30.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 1,039 | 20 | 25 | 52.20 | 0.30 | 0.00 | 270 | 0.00 | 44.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | -6 | 0 | 0.00 | 0.25 | 0.00 | 275 | 0.00 | 36.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,000 | 0 | 16 | - | 0.25 | 0.05 | 280 | 0.00 | 54.60 | 0.00 | 0 | -12 | 0 | 0.00 |
| - | 181 | -1 | 3 | - | 0.15 | -0.05 | 285 | 0.00 | 43.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 426 | 0 | 5 | - | 0.15 | 0.00 | 290 | 0.00 | 63.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.15 | 0.00 | 295 | 0.00 | 46.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 937 | 3 | 15 | - | 0.10 | -0.05 | 300 | 0.00 | 73.05 | 0.00 | 0 | -13 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.10 | 0.00 | 305 | 0.00 | 81.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 128 | 0 | 3 | - | 0.10 | 0.00 | 310 | 0.00 | 64.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 15,839 | 9,088 | |||||||||||||
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.
