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Option Chain For BIOCON - BIOCON LIMITED.
Last updated on 03 Jul 2020 02:50 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 230 - - - - -
- - - - - 240 - - - - -
- - - - - 250 - - - - -
- - - - - 260 - - - - -
- - - - - 265 - - - - -
- - - - - 270 - - - - -
- - - - - 275 - - - - -
- - - - - 280 - - - - -
- - - - - 285 - - - - -
- - - - - 290 - - - - -
- - - - - 295 - - - - -
- - - - - 300 -0.20 0.40 50.75 16,100 126,500
- - - - - 305 - - - - -
- - - - - 310 - - - - -
- - - - - 315 - - - - 2,300
2,300 - - - - 320 - - - - 13,800
- - - - - 325 - - - - -
- - - - - 330 - - - - -
- - - - - 335 - - - - 2,300
- - - - - 340 -0.50 2.90 47.93 4,600 195,500
- - - - - 345 - - - - -
16,100 - - - - 350 -0.50 4.50 47.44 -4,600 257,600
- - - - - 355 - - - - -
6,900 2,300 52.76 43.40 3.40 360 -0.90 6.30 46.49 9,200 170,200
2,300 - - - - 365 - - - - 2,300
16,100 2,300 45.63 34.00 1.00 370 -0.80 9.50 47.24 18,400 259,900
6,900 - - - - 375 -1.30 10.90 46.69 -2,300 64,400
75,900 -4,600 47.83 28.50 0.85 380 -1.05 13.30 47.96 -9,200 285,200
9,200 - - - - 385 -0.55 16.00 49.39 - 48,300
126,500 16,100 43.81 21.30 -0.85 390 -1.45 17.80 48.27 -2,300 142,600
55,200 6,900 47.54 20.40 0.50 395 -1.60 21.00 49.80 - 41,400
696,900 -34,500 45.59 17.70 -0.05 400 0.25 24.90 52.63 -2,300 213,900
103,500 -2,300 45.77 15.30 -1.55 405 -2.00 27.20 51.29 - 18,400
621,000 -11,500 45.86 13.45 -0.75 410 -3.30 28.70 47.60 4,600 57,500
62,100 -2,300 49.82 13.35 0.60 415 - - - - 2,300
1,041,900 27,600 47.11 10.70 -0.40 420 -2.60 36.75 51.15 - 11,500
108,100 - 44.81 8.45 -1.55 425 - - - - 4,600
165,600 13,800 46.36 7.80 -0.85 430 - - - - 6,900
- - - - - 435 - - - - -
278,300 -4,600 49.02 6.60 -0.10 440 - - - - 2,300
2,300 - - - - 445 - - - - -
342,700 2,300 47.56 4.50 -0.55 450 - - - - -
32,200 - 48.98 4.20 -0.30 455 - - - - 2,300
167,900 -9,200 48.38 3.50 -0.40 460 - - - - -
80,500 -6,900 48.21 2.45 -0.60 470 - - - - -
147,200 2,300 48.91 1.85 -0.30 480 - - - - -
Total 4,167,600 1,932,000
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 prices, 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.