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Related Pages for BHEL
[--[65.84.65.76]--]
BHEL
Bhel
227.94 2.06 (0.91%)

Option Chain for BHEL

21 Nov 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 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 - 40 5 71 -
- 0 0 0 - 94.00 0.00 190 0.00 0.30 - 197 5 178 -
0.00 0 0 0 0.00 77.55 0.00 195 -0.05 0.40 - 280 37 139 -
- 48 -3 29 - 27.90 1.10 200 -0.15 0.60 65.03 1,567 16 1,304 -0.06
- 11 -1 10 - 21.90 -5.60 205 -0.25 0.80 59.77 1,195 64 272 -0.09
0.88 104 -1 48 54.30 19.40 1.70 210 -0.45 1.15 55.10 3,186 53 1,199 -0.13
0.83 174 26 451 47.72 14.75 1.25 215 -0.70 1.70 50.88 2,747 77 801 -0.19
0.73 506 161 2,789 45.15 10.70 1.45 220 -0.90 2.80 49.17 5,270 293 1,247 -0.28
0.61 748 112 4,830 42.57 7.15 1.10 225 -1.40 4.20 45.71 2,660 220 959 -0.40
0.46 1,698 317 6,551 40.66 4.35 0.60 230 -1.90 6.35 43.38 1,062 16 1,162 -0.54
0.32 1,420 253 3,895 42.16 2.70 0.60 235 -2.00 9.70 45.23 188 -26 634 -0.67
0.21 1,610 -144 3,267 42.81 1.55 0.35 240 -2.25 13.60 47.19 162 -55 548 -0.77
0.14 859 2 1,668 45.73 1.00 0.25 245 1.15 18.50 56.68 22 -8 286 -0.80
0.10 3,071 46 2,082 49.33 0.70 0.15 250 -1.35 22.70 55.61 38 -13 608 -0.87
0.06 588 -33 388 50.21 0.40 0.05 255 -1.25 30.45 - 1 0 65 -
0.04 1,261 -84 337 53.87 0.30 0.10 260 1.40 32.75 72.87 30 -20 341 -0.89
- 399 -22 100 - 0.20 0.00 265 0.00 30.00 0.00 0 0 0 0.00
- 954 -113 362 - 0.20 0.05 270 -1.90 42.50 - 8 -6 275 -
- 247 2 25 - 0.10 -0.05 275 0.00 43.50 0.00 0 -1 0 0.00
- 863 -4 75 - 0.10 0.00 280 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 5 - 0.05 0.00 330 0.00 98.50 0.00 0 -1 0 0.00
16,369 10,926
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.