[--[65.84.65.76]--]
BIOCON
BIOCON LIMITED.

276.5 5.45 (2.01%)

Option Chain for BIOCON

29 Feb 2024 04:22 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 29.15 230 1.05 - 42,500 35,000 50,000
0 0 0 - 27.50 232.5 8.50 - 0 0 0
0 0 0 - 25.95 235 0.75 - 0 0 0
0 0 0 - 24.45 237.5 1.95 - 0 0 0
7,500 7,500 5,000 - 34.50 240 1.55 - 10,52,500 1,12,500 4,20,000
0 0 0 - 21.60 242.5 12.40 - 0 0 0
2,500 2,500 5,000 - 30.35 245 1.80 - 60,000 7,500 7,500
0 0 0 - 19.00 247.5 14.70 - 0 0 0
50,000 22,500 27,500 - 32.00 250 2.95 - 6,42,500 97,500 6,12,500
0 0 0 - 16.60 252.5 17.25 - 0 0 0
0 0 2,500 - 21.00 255 18.60 - 0 0 0
0 0 0 - 14.45 257.5 20.00 - 0 0 0
1,32,500 42,500 2,07,500 - 23.55 260 4.65 - 3,75,000 17,500 8,37,500
0 0 0 - 12.55 262.5 6.00 - 0 0 0
17,500 17,500 15,000 - 16.00 265 6.10 - 3,05,000 15,000 6,65,000
0 0 0 - 10.80 267.5 26.15 - 0 0 0
3,97,500 1,22,500 11,80,000 - 16.30 270 7.50 - 7,50,000 1,35,000 7,20,000
42,500 42,500 57,500 - 14.40 272.5 29.55 - 0 0 0
1,07,500 -67,500 4,15,000 - 14.85 275 10.10 - 55,000 35,000 57,500
0 0 0 - 7.95 277.5 33.10 - 0 0 0
22,42,500 3,40,000 35,45,000 - 11.75 280 12.60 - 3,37,500 1,17,500 5,47,500
22,500 5,000 30,000 - 11.00 282.5 36.85 - 0 0 0
6,90,000 45,000 2,72,500 - 9.50 285 15.00 - 30,000 17,500 45,000
0 0 0 - 5.75 287.5 40.70 - 0 0 0
12,42,500 2,05,000 13,75,000 - 7.70 290 18.95 - 1,75,000 95,000 2,10,000
0 0 0 - 4.85 292.5 44.75 - 0 0 0
97,500 10,000 1,10,000 - 6.65 295 46.80 - 0 0 0
37,500 37,500 15,000 - 5.55 297.5 48.85 - 0 0 0
25,20,000 7,72,500 34,92,500 - 5.60 300 26.00 - 1,62,500 1,35,000 3,62,500
0 12,500 0 - 5.15 302.5 53.10 - 0 0 0
75,000 45,000 1,17,500 - 4.75 305 55.30 - 0 0 0
0 0 0 - 4.35 307.5 57.45 - 0 0 0
4,77,500 72,500 2,97,500 - 3.85 310 39.50 - 2,500 0 0
0 0 0 - 4.10 312.5 61.90 - 0 0 0
0 0 0 - 2.15 315 64.15 - 0 0 0
0 0 0 - 1.95 317.5 66.40 - 0 0 0
6,22,500 85,000 11,32,500 - 2.50 320 43.25 - 0 2,500 0
0 0 0 - 1.60 322.5 70.95 - 0 0 0
0 -2,500 0 - 2.25 325 73.30 - 0 0 0
0 0 0 - 1.35 327.5 75.60 - 0 0 0
1,57,500 -75,000 1,55,000 - 1.60 330 77.95 - 0 0 0
0 0 0 - 1.10 332.5 80.25 - 0 0 0
0 0 0 - 1.00 335 82.60 - 0 0 0
0 0 0 - 0.90 337.5 85.00 - 0 0 0
1,10,000 2,500 47,500 - 1.00 340 62.50 - 0 32,500 0
90,52,500 45,35,000
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.