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
- 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.