BSE
Bse Limited
5194.9
622.85 (13.62%)
Option Chain for BSE
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 125 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 4 | 1 | 2 | - | 1040.00 | 467.50 | 4000 | -9.20 | 8.75 | - | 3,861 | 499 | 1,104 | - |
| - | 0 | 0 | 0 | - | 623.00 | 0.00 | 4100 | 0.00 | 126.80 | 23.48 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 555.00 | 0.00 | 4200 | -26.60 | 12.50 | 56.23 | 4,342 | 732 | 871 | -0.04 |
| - | 1 | 0 | 1 | - | 750.00 | 330.00 | 4300 | -42.25 | 16.90 | 54.75 | 3,599 | 611 | 693 | -0.06 |
| - | 10 | 4 | 13 | - | 741.30 | 498.35 | 4400 | -63.95 | 21.05 | 52.32 | 6,823 | 451 | 587 | -0.07 |
| 0.93 | 817 | 575 | 2,619 | 46.78 | 774.00 | 545.75 | 4500 | -89.65 | 29.00 | 51.23 | 17,686 | 1,674 | 2,158 | -0.09 |
| 0.89 | 357 | -491 | 3,029 | 46.59 | 685.00 | 511.00 | 4600 | -123.95 | 37.00 | 49.18 | 7,838 | 724 | 1,035 | -0.12 |
| 0.85 | 829 | -623 | 9,462 | 46.76 | 600.85 | 473.85 | 4700 | -171.45 | 49.00 | 47.75 | 10,908 | 1,294 | 1,388 | -0.15 |
| 0.81 | 1,090 | 260 | 15,356 | 45.28 | 517.10 | 427.00 | 4800 | -223.45 | 60.25 | 45.12 | 12,075 | 1,457 | 1,513 | -0.19 |
| 0.77 | 1,483 | 552 | 12,967 | 43.53 | 434.30 | 373.25 | 4900 | -227.60 | 84.10 | 44.99 | 8,977 | 1,142 | 1,144 | -0.24 |
| 0.70 | 2,167 | 548 | 42,771 | 43.82 | 366.80 | 324.50 | 5000 | -339.55 | 114.90 | 45.06 | 12,057 | 1,446 | 1,451 | -0.30 |
| 0.64 | 1,037 | 752 | 24,657 | 42.93 | 299.95 | 271.95 | 5100 | -503.75 | 150.85 | 44.78 | 5,081 | 782 | 782 | -0.37 |
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| 0.56 | 1,638 | 1,556 | 42,809 | 43.64 | 247.00 | 227.25 | 5200 | -539.60 | 191.00 | 43.74 | 1,674 | 449 | 449 | -0.44 |
| 0.49 | 776 | 776 | 7,899 | 43.95 | 200.95 | 0.00 | 5300 | 0.00 | 245.00 | 44.51 | 105 | 51 | 51 | -0.51 |
| 0.42 | 851 | 851 | 10,858 | 44.35 | 161.65 | 0.00 | 5400 | 0.00 | 314.15 | 46.74 | 20 | 10 | 10 | -0.57 |
| 0.35 | 480 | 480 | 5,349 | 44.09 | 125.30 | 0.00 | 5500 | 0.00 | 370.00 | 44.95 | 70 | 46 | 46 | -0.64 |
| 0.29 | 248 | 248 | 1,578 | 44.37 | 98.00 | 0.00 | 5600 | 0.00 | 1061.60 | - | 0 | 0 | 0 | - |
| 0.24 | 796 | 796 | 4,520 | 45.18 | 78.00 | 0.00 | 5700 | 0.00 | 1149.95 | - | 0 | 0 | 0 | - |
| 12,584 | 13,282 | |||||||||||||
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.
