BIOCON
Biocon Limited.
323.1
-3.95 (-1.21%)
Option Chain for BIOCON
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
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Put
Lot Size : 2500 |
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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 | 67.00 | 0.00 | 270 | 0.00 | 0.10 | - | 30 | -23 | 68 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 39.80 | 0.00 | 275 | 0.00 | 0.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 30.65 | 0.00 | 280 | 0.00 | 0.20 | 52.39 | 83 | -14 | 180 | -0.02 |
| - | 0 | 0 | 0 | - | 92.55 | 0.00 | 285 | -0.15 | 0.30 | 50.22 | 2 | 0 | 56 | -0.03 |
| - | 12 | -1 | 3 | - | 32.35 | -15.15 | 290 | 0.00 | 0.40 | 46.92 | 158 | 6 | 175 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 29.10 | 0.00 | 295 | 0.10 | 0.60 | 44.64 | 128 | 50 | 124 | -0.07 |
| 0.80 | 88 | 0 | 1 | 65.73 | 26.30 | -6.50 | 300 | 0.10 | 0.80 | 41.01 | 447 | 1 | 928 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 25.05 | 0.00 | 305 | 0.10 | 1.00 | 36.37 | 209 | 10 | 97 | -0.12 |
| 0.77 | 129 | -3 | 24 | 40.99 | 15.45 | -3.05 | 310 | 0.15 | 1.40 | 32.58 | 765 | -89 | 510 | -0.18 |
| 0.69 | 124 | -2 | 20 | 38.42 | 11.50 | -9.30 | 315 | 0.35 | 2.35 | 30.94 | 435 | -13 | 175 | -0.27 |
| 0.59 | 211 | 35 | 365 | 34.85 | 7.80 | -2.25 | 320 | 0.55 | 3.95 | 30.02 | 1,329 | 3 | 482 | -0.40 |
| 0.45 | 372 | 108 | 744 | 32.38 | 4.85 | -2.05 | 325 | 0.85 | 6.15 | 28.55 | 612 | -45 | 277 | -0.55 |
| 0.33 | 523 | 6 | 1,049 | 33.95 | 3.25 | -1.35 | 330 | 1.45 | 9.45 | 29.15 | 303 | -42 | 298 | -0.69 |
| 0.22 | 320 | 60 | 624 | 33.65 | 1.90 | -1.10 | 335 | 2.55 | 13.05 | 27.16 | 44 | -3 | 176 | -0.83 |
| 0.15 | 618 | 121 | 807 | 35.04 | 1.20 | -0.60 | 340 | 2.75 | 17.05 | 19.59 | 21 | -5 | 275 | -0.97 |
| 0.11 | 300 | 9 | 459 | 37.58 | 0.85 | -0.25 | 345 | 4.75 | 19.75 | - | 7 | 2 | 106 | - |
| 0.08 | 1,270 | 434 | 1,247 | 40.57 | 0.65 | -0.10 | 350 | 2.60 | 25.65 | - | 9 | -5 | 367 | - |
| 0.05 | 177 | 1 | 172 | 41.34 | 0.40 | -0.10 | 355 | 0.00 | 24.60 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.04 | 448 | -35 | 140 | 43.68 | 0.30 | 0.00 | 360 | 7.95 | 36.00 | - | 4 | 1 | 106 | - |
| 0.03 | 116 | -20 | 24 | 46.64 | 0.25 | 0.05 | 365 | 0.00 | 19.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 201 | -25 | 83 | 49.08 | 0.20 | 0.05 | 370 | 0.00 | 38.50 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.02 | 62 | -10 | 11 | 50.85 | 0.15 | 0.00 | 375 | 0.00 | 45.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 410 | -92 | 157 | 47.47 | 0.05 | -0.05 | 380 | 0.00 | 52.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 54 | 4 | 8 | - | 0.10 | -0.05 | 385 | 0.00 | 29.30 | - | 0 | 0 | 0 | - |
| - | 90 | -6 | 14 | - | 0.15 | 0.05 | 390 | 0.00 | 42.80 | 0.00 | 0 | 0 | 0 | 0.00 |
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| - | 30 | 0 | 7 | - | 0.10 | 0.00 | 395 | 0.00 | 45.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 433 | -30 | 40 | - | 0.05 | -0.05 | 400 | 0.00 | 67.20 | 0.00 | 0 | -6 | 0 | 0.00 |
| 5,988 | 4,400 | |||||||||||||
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.
