BSE
Bse Limited
5668.35
116.15 (2.09%)
Option Chain for BSE
12 Dec 2024 10:05 AM 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 1040.00 | 0.00 | 4000 | -0.60 | 3.75 | - | 111 | -26 | 651 | - |
| - | 0 | 0 | 0 | - | 623.00 | 0.00 | 4100 | -1.60 | 3.90 | - | 2 | 0 | 16 | - |
| - | 0 | 0 | 0 | - | 555.00 | 0.00 | 4200 | -1.05 | 5.05 | - | 371 | -8 | 446 | - |
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| 0.00 | 0 | 0 | 0 | 0.00 | 750.00 | 0.00 | 4300 | -2.45 | 4.90 | - | 22 | -12 | 341 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 1014.95 | 0.00 | 4400 | -0.95 | 6.15 | - | 62 | -19 | 359 | - |
| - | 782 | -6 | 21 | - | 1180.00 | 116.00 | 4500 | -1.45 | 6.90 | - | 293 | -2 | 1,980 | - |
| 0.00 | 0 | -17 | 0 | 0.00 | 976.00 | 0.00 | 4600 | -2.85 | 7.90 | 59.34 | 298 | -87 | 867 | -0.03 |
| - | 682 | 0 | 3 | - | 980.00 | 80.00 | 4700 | -3.50 | 9.55 | 56.24 | 415 | -84 | 1,282 | -0.04 |
| 0.95 | 1,029 | 0 | 1 | 54.29 | 909.00 | 109.00 | 4800 | -4.80 | 12.95 | 54.35 | 625 | -53 | 1,828 | -0.05 |
| 0.98 | 1,159 | -2 | 8 | 38.48 | 800.00 | 108.40 | 4900 | -7.90 | 16.65 | 51.87 | 766 | 152 | 1,914 | -0.06 |
| - | 1,604 | -29 | 127 | - | 693.65 | 84.65 | 5000 | -11.05 | 22.00 | 49.68 | 1,840 | 29 | 2,547 | -0.08 |
| 0.95 | 743 | -16 | 45 | 34.17 | 604.85 | 84.85 | 5100 | -13.75 | 29.30 | 47.33 | 1,199 | 21 | 1,188 | -0.11 |
| 0.91 | 729 | -31 | 97 | 35.45 | 514.60 | 74.60 | 5200 | -19.55 | 38.90 | 45.49 | 1,852 | 203 | 1,746 | -0.14 |
| 0.84 | 493 | -49 | 182 | 38.06 | 434.50 | 71.95 | 5300 | -26.15 | 53.80 | 44.10 | 1,557 | 143 | 1,628 | -0.19 |
| 0.77 | 975 | -259 | 1,107 | 38.70 | 353.10 | 60.10 | 5400 | -33.15 | 74.85 | 42.63 | 2,037 | 345 | 1,686 | -0.25 |
| 0.69 | 1,926 | -533 | 3,496 | 38.74 | 283.25 | 52.25 | 5500 | -42.70 | 104.25 | 42.09 | 2,684 | 607 | 1,752 | -0.32 |
| 0.60 | 1,622 | -389 | 6,268 | 39.03 | 223.20 | 45.20 | 5600 | -46.55 | 144.00 | 42.17 | 2,738 | 848 | 1,196 | -0.41 |
| 0.51 | 2,257 | 318 | 10,224 | 39.31 | 172.90 | 37.90 | 5700 | -60.80 | 193.05 | 42.58 | 1,538 | 448 | 502 | -0.49 |
| 0.42 | 2,480 | -135 | 7,334 | 39.59 | 130.25 | 27.65 | 5800 | -72.55 | 251.45 | 43.79 | 187 | 49 | 102 | -0.56 |
| 0.34 | 910 | 218 | 3,692 | 40.26 | 98.15 | 21.15 | 5900 | 0.00 | 478.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.27 | 3,547 | 283 | 8,006 | 40.90 | 73.00 | 14.95 | 6000 | -95.25 | 395.20 | 46.44 | 23 | 0 | 43 | -0.70 |
| 0.21 | 188 | 188 | 740 | 42.06 | 55.40 | 0.00 | 6100 | 0.00 | 1518.25 | - | 0 | 0 | 0 | - |
| 0.17 | 765 | 765 | 2,394 | 43.26 | 42.20 | 0.00 | 6200 | 0.00 | 570.00 | 52.32 | 6 | 4 | 4 | -0.78 |
| 21,891 | 22,078 | |||||||||||||
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.
