BHEL
Bhel
241.75
2.40 (1.00%)
Option Chain for BHEL
26 Dec 2024 04:12 PM 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 | 94.95 | 0.00 | 190 | 0.00 | 0.05 | - | 2 | 0 | 44 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 195 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 42.00 | 0.00 | 200 | 0.00 | 0.05 | - | 7 | 0 | 336 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 42.80 | 0.00 | 205 | 0.00 | 0.05 | - | 9 | 0 | 165 | - |
| - | 5 | 0 | 4 | - | 30.35 | -0.35 | 210 | 0.00 | 0.05 | - | 35 | 0 | 342 | - |
| - | 0 | 0 | 0 | - | 35.90 | 0.00 | 215 | 0.00 | 0.05 | - | 25 | 12 | 460 | - |
| - | 49 | 1 | 22 | - | 22.20 | 3.10 | 220 | -0.05 | 0.05 | - | 22 | -7 | 553 | - |
| - | 36 | -1 | 2 | - | 14.00 | -0.40 | 225 | -0.10 | 0.05 | - | 145 | -61 | 573 | - |
| - | 96 | -30 | 57 | - | 11.10 | 1.45 | 230 | -0.25 | 0.05 | - | 349 | -134 | 506 | - |
| - | 220 | -52 | 103 | - | 7.35 | 2.35 | 235 | -0.65 | 0.05 | - | 555 | -172 | 410 | - |
| - | 398 | -372 | 847 | - | 3.15 | 1.45 | 240 | -2.30 | 0.05 | - | 1,045 | -267 | 335 | - |
| - | 503 | -297 | 1,556 | - | 0.05 | -0.55 | 245 | -1.25 | 5.00 | - | 264 | -141 | 275 | - |
| - | 939 | -864 | 2,229 | - | 0.05 | -0.25 | 250 | -2.80 | 8.20 | - | 511 | -116 | 514 | - |
| - | 897 | -266 | 504 | - | 0.05 | -0.10 | 255 | -1.30 | 14.60 | - | 118 | -69 | 566 | - |
| - | 1,881 | -176 | 288 | - | 0.05 | -0.05 | 260 | -1.80 | 18.25 | - | 126 | -92 | 585 | - |
| - | 389 | 3 | 49 | - | 0.05 | 0.00 | 265 | -3.45 | 23.05 | - | 25 | -2 | 95 | - |
| - | 772 | 39 | 98 | - | 0.05 | -0.05 | 270 | -2.50 | 28.25 | - | 64 | -3 | 171 | - |
| - | 346 | 17 | 32 | - | 0.05 | 0.00 | 275 | 0.75 | 34.50 | - | 23 | -8 | 30 | - |
| - | 973 | 37 | 92 | - | 0.05 | 0.00 | 280 | -1.45 | 39.40 | - | 79 | -14 | 110 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 285 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 698 | 50 | 103 | - | 0.05 | 0.00 | 290 | -2.55 | 48.20 | - | 172 | -75 | 158 | - |
| 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 |
|
|
||||||||||||||
| - | 149 | -5 | 7 | - | 0.05 | 0.00 | 320 | 0.00 | 52.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 8,351 | 6,228 | |||||||||||||
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.
