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[--[65.84.65.76]--]
BIOCON
Biocon Limited.

321.3 -6.70 (-2.04%)

Option Chain for BIOCON

08 Nov 2024 04:11 PM IST

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

Call
Put

Lot Size : 2500

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 126.15 0.00 250 -0.05 0.10 46.43 1 0 33 -0.01
0.00 0 0 0 0.00 0.00 0.00 255 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 101.50 0.00 260 -2.75 0.25 45.57 1 0 1 -0.02
0.00 0 0 0 0.00 111.55 0.00 265 0.00 0.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 51.00 0.00 270 0.05 0.30 39.81 66 -19 152 -0.03
0.00 0 0 0 0.00 39.80 0.00 275 0.15 0.35 37.37 22 -15 32 -0.03
0.00 0 0 0 0.00 30.65 0.00 280 0.10 0.50 36.11 35 -10 317 -0.04
- 0 0 0 - 92.55 0.00 285 0.20 0.70 34.81 48 27 85 -0.06
0.00 0 2 0 0.00 39.85 0.00 290 0.25 0.95 33.27 117 -1 209 -0.08
0.87 6 0 1 35.65 29.10 -2.45 295 0.50 1.50 33.16 71 6 54 -0.12
0.82 90 4 11 35.06 24.90 -5.25 300 0.60 2.10 32.10 439 19 633 -0.16
0.71 24 0 2 48.11 24.30 -1.45 305 0.90 2.90 30.99 191 -44 78 -0.21
0.73 182 1 50 29.26 16.10 -7.10 310 1.25 4.10 30.43 299 -27 414 -0.28
0.64 156 -1 58 30.13 13.05 -4.95 315 1.65 5.70 30.03 454 99 282 -0.36
0.56 364 -16 624 28.58 9.75 -4.85 320 2.30 7.85 30.10 664 1 464 -0.44
0.47 459 60 678 29.11 7.50 -4.20 325 2.85 10.45 30.20 359 3 124 -0.53
0.38 1,431 196 3,299 29.52 5.65 -3.50 330 3.45 13.50 30.40 464 77 394 -0.62
0.30 240 26 637 29.20 4.00 -2.95 335 3.90 16.55 29.12 87 9 83 -0.70
0.24 512 10 822 30.06 3.00 -2.15 340 4.15 20.35 29.22 78 31 191 -0.77
0.18 175 58 409 30.68 2.20 -1.50 345 5.55 25.55 34.68 12 6 24 -0.79
0.13 654 54 680 30.66 1.50 -1.15 350 5.35 28.95 30.43 13 -1 243 -0.87
0.10 109 -10 146 31.43 1.10 -0.85 355 1.35 28.90 - 1 0 16 -
0.07 300 2 208 31.64 0.75 -0.65 360 0.20 32.50 - 2 0 95 -
0.05 62 7 77 32.41 0.55 -0.50 365 0.00 36.00 0.00 0 1 0 0.00
0.04 489 4 222 32.31 0.35 -0.35 370 7.00 48.50 41.06 4 -1 63 -0.92
0.03 19 6 16 33.93 0.30 -0.20 375 0.00 56.00 0.00 0 0 0 0.00
0.02 143 1 78 34.10 0.20 -0.15 380 -8.50 48.50 - 1 0 13 -
0.00 0 0 0 0.00 21.95 0.00 385 0.00 29.30 0.00 0 0 0 0.00
0.02 9 0 6 36.97 0.15 -0.10 390 0.00 62.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.35 0.00 395 0.00 80.00 0.00 0 0 0 0.00
0.01 371 -6 82 41.16 0.15 -0.10 400 0.00 71.00 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 14.75 0.00 405 0.00 41.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.25 0.00 410 0.00 83.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 11.95 0.00 415 0.00 48.90 0.00 0 0 0 0.00
0.01 14 0 3 48.77 0.15 0.00 420 0.00 104.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 425 0.00 0.00 0.00 0 0 0 0.00
0.01 5 0 2 49.29 0.10 0.00 430 0.00 99.50 0.00 0 0 0 0.00
5,814 4,000
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 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.