`
[--[65.84.65.76]--]
BHEL
Bhel

200.19 -6.30 (-3.05%)

Option Chain for BHEL

24 Jan 2025 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 - 83.60 0.00 160 -0.05 0.10 - 19 -6 98 -
- 0 0 0 - 79.10 0.00 165 0.00 0.10 0.00 0 -24 0 0.00
- 0 0 0 - 74.85 0.00 170 0.00 0.20 - 30 -11 166 -
- 0 0 0 - 80.75 0.00 175 0.10 0.35 - 142 33 250 -
0.00 0 4 0 0.00 27.15 0.00 180 0.10 0.55 61.79 550 36 662 -0.07
0.00 0 6 0 0.00 22.50 0.00 185 0.20 0.95 58.27 732 25 490 -0.12
0.81 184 -2 87 53.68 12.65 -4.65 190 0.35 1.55 53.85 1,573 166 1,620 -0.20
0.69 271 36 201 53.92 9.05 -4.15 195 0.75 2.75 51.95 1,993 31 494 -0.31
0.55 845 281 1,489 52.90 6.00 -3.85 200 1.35 4.70 51.22 3,132 -254 1,526 -0.45
0.40 1,066 311 3,382 53.23 3.80 -2.95 205 2.25 7.50 51.58 1,626 -84 793 -0.60
0.28 1,659 128 3,157 53.93 2.30 -2.10 210 3.10 10.95 51.54 732 -64 823 -0.73
0.18 1,320 139 1,714 54.99 1.35 -1.40 215 3.90 15.00 52.01 183 -43 599 -0.83
0.12 1,839 -150 2,306 58.67 0.90 -0.85 220 4.75 20.00 63.38 131 -78 618 -0.86
0.08 906 -203 1,454 61.90 0.60 -0.45 225 5.50 25.20 - 8 0 270 -
0.05 2,026 -81 1,238 63.06 0.35 -0.30 230 3.95 29.15 62.26 29 -6 565 -0.95
- 796 -95 568 - 0.25 -0.20 235 5.75 34.80 - 2 0 339 -
- 1,556 -240 1,009 - 0.20 -0.10 240 6.25 40.15 - 37 -19 479 -
- 692 -3 134 - 0.15 -0.10 245 5.50 40.95 - 2 0 202 -
- 1,503 -235 690 - 0.10 -0.10 250 -0.20 43.00 - 66 -49 366 -
- 290 -25 38 - 0.05 -0.05 255 0.00 37.15 0.00 0 0 0 0.00
- 692 -8 73 - 0.05 -0.05 260 6.00 60.00 - 29 -26 193 -
0.00 0 -1 0 0.00 0.05 0.00 265 9.90 60.00 - 1 0 12 -
- 555 0 8 - 0.05 0.00 270 0.00 68.75 0.00 0 0 0 0.00
- 96 -7 11 - 0.10 0.05 275 0.00 43.80 0.00 0 0 0 0.00
- 298 -25 29 - 0.05 0.00 280 5.25 79.95 - 9 -1 122 -
0.00 0 0 0 0.00 0.00 0.00 285 0.00 0.00 0.00 0 0 0 0.00
- 457 0 2 - 0.05 0.00 290 6.30 89.80 - 23 -15 732 -
17,051 11,419
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.