BSE
Bse Limited
5552.2
85.85 (1.57%)
Option Chain for BSE
11 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 1040.00 | 0.00 | 4000 | -0.75 | 4.35 | - | 169 | -56 | 676 | - |
| - | 0 | 0 | 0 | - | 623.00 | 0.00 | 4100 | -121.30 | 5.50 | - | 22 | 15 | 15 | - |
| - | 0 | 0 | 0 | - | 555.00 | 0.00 | 4200 | -1.60 | 6.10 | - | 1,524 | 33 | 455 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 750.00 | 0.00 | 4300 | -0.65 | 7.35 | - | 155 | -48 | 355 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 1014.95 | 0.00 | 4400 | -2.10 | 7.10 | - | 404 | -134 | 377 | - |
| - | 798 | 10 | 22 | - | 1064.00 | 59.00 | 4500 | -3.20 | 8.35 | 58.89 | 1,133 | -262 | 1,983 | -0.03 |
| - | 298 | -12 | 18 | - | 976.00 | 76.00 | 4600 | -4.20 | 10.75 | 56.47 | 1,024 | -237 | 946 | -0.04 |
| 0.93 | 684 | -2 | 6 | 58.85 | 900.00 | 86.30 | 4700 | -6.25 | 13.05 | 53.36 | 1,574 | -139 | 1,376 | -0.05 |
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| 0.93 | 1,031 | -16 | 45 | 52.90 | 800.00 | 100.00 | 4800 | -9.30 | 17.75 | 51.52 | 1,771 | 88 | 1,878 | -0.07 |
| 0.95 | 1,161 | -23 | 39 | 41.19 | 691.60 | 71.85 | 4900 | -11.00 | 24.55 | 49.96 | 1,534 | 48 | 1,757 | -0.09 |
| 0.89 | 1,632 | -35 | 328 | 45.78 | 609.00 | 78.60 | 5000 | -13.95 | 33.05 | 48.11 | 4,082 | 20 | 2,509 | -0.12 |
| 0.85 | 759 | 7 | 78 | 44.10 | 520.00 | 75.90 | 5100 | -20.50 | 43.05 | 45.80 | 2,359 | -18 | 1,167 | -0.15 |
| 0.80 | 760 | -78 | 234 | 44.13 | 440.00 | 77.35 | 5200 | -23.55 | 58.45 | 44.22 | 3,318 | 228 | 1,540 | -0.20 |
| 0.74 | 543 | -53 | 490 | 43.11 | 362.55 | 63.45 | 5300 | -37.60 | 79.95 | 43.01 | 2,267 | 97 | 1,483 | -0.26 |
| 0.67 | 1,242 | -290 | 4,426 | 42.46 | 293.00 | 53.30 | 5400 | -49.65 | 108.00 | 41.88 | 3,915 | 213 | 1,348 | -0.33 |
| 0.59 | 2,487 | -403 | 15,160 | 41.81 | 231.00 | 41.00 | 5500 | -57.05 | 146.95 | 41.58 | 5,150 | 399 | 1,137 | -0.41 |
| 0.50 | 2,024 | 70 | 11,015 | 41.34 | 178.00 | 28.90 | 5600 | -72.95 | 190.55 | 40.46 | 852 | 131 | 342 | -0.50 |
| 0.42 | 1,943 | 23 | 7,636 | 41.25 | 135.00 | 19.00 | 5700 | -75.05 | 253.85 | 41.87 | 120 | -15 | 54 | -0.58 |
| 0.34 | 2,645 | 671 | 12,594 | 41.78 | 102.60 | 13.50 | 5800 | -74.50 | 324.00 | 43.15 | 54 | 4 | 55 | -0.65 |
| 0.27 | 694 | -29 | 3,452 | 42.31 | 77.00 | 6.00 | 5900 | 0.00 | 478.00 | 0.00 | 0 | -24 | 0 | 0.00 |
| 0.22 | 3,266 | 141 | 11,710 | 42.81 | 58.05 | 2.55 | 6000 | -76.15 | 490.45 | 48.20 | 14 | 5 | 43 | -0.75 |
| 21,967 | 19,496 | |||||||||||||
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.
