search
Option Chain For CIPLA - CIPLA LTD
Last updated on
16 Jul 2020 12:51 PM
info_outline
Note:- Click on the strike price to open the historical data.
Call |
Put |
|||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 410 | - | - | - | - | - |
| - | - | - | - | - | 420 | - | - | - | - | - |
| - | - | - | - | - | 430 | - | - | - | - | - |
| - | - | - | - | - | 440 | - | - | - | - | - |
| - | - | - | - | - | 450 | - | - | - | - | 2,300 |
| - | - | - | - | - | 460 | - | - | - | - | - |
| - | - | - | - | - | 470 | - | - | - | - | - |
| - | - | - | - | - | 480 | - | - | - | - | 1,150 |
| - | - | - | - | - | 490 | - | - | - | - | - |
| 1,150 | - | - | - | - | 500 | -0.05 | 0.40 | 64.20 | -1,150 | 42,550 |
| - | - | - | - | - | 510 | - | - | - | - | - |
| - | - | - | - | - | 520 | - | - | - | - | - |
| - | - | - | - | - | 530 | - | - | - | - | 18,400 |
| - | - | - | - | - | 540 | -0.20 | 0.75 | 53.10 | - | 62,100 |
| - | - | - | - | - | 550 | -0.30 | 0.80 | - | - | 136,850 |
| - | - | - | - | - | 560 | -1.60 | 1.40 | 50.37 | -2,300 | 16,100 |
| - | - | - | - | - | 570 | -0.70 | 1.80 | 48.42 | -4,600 | 43,700 |
| - | - | - | - | - | 580 | -2.50 | 2.25 | 49.30 | -21,850 | 235,750 |
| - | - | - | - | - | 590 | -2.70 | 3.50 | 47.81 | 1,150 | 109,250 |
| 49,450 | -20,700 | 45.80 | 62.50 | 13.75 | 600 | -3.80 | 4.65 | 45.79 | -17,250 | 288,650 |
| 8,050 | - | 44.34 | 54.50 | 10.50 | 610 | -5.25 | 6.00 | 45.57 | -10,350 | 98,900 |
| 43,700 | -11,500 | 44.37 | 47.00 | 10.60 | 620 | -6.30 | 8.40 | 45.29 | -14,950 | 242,650 |
| 88,550 | -51,750 | 45.25 | 39.55 | 9.75 | 630 | -7.85 | 11.10 | 45.06 | -9,200 | 181,700 |
| 583,050 | -325,450 | 44.74 | 33.00 | 8.30 | 640 | -9.25 | 14.75 | 44.44 | -8,050 | 278,300 |
| 750,950 | -82,800 | 45.50 | 27.55 | 7.25 | 650 | -10.55 | 19.05 | 44.88 | 4,600 | 135,700 |
| 609,500 | - | 45.76 | 22.50 | 6.10 | 660 | -11.15 | 24.45 | 46.99 | 13,800 | 50,600 |
| 251,850 | 1,150 | 46.69 | 18.30 | 4.90 | 670 | -14.55 | 30.25 | 54.88 | -2,300 | 12,650 |
| 506,000 | 11,500 | 46.80 | 14.65 | 3.90 | 680 | -8.35 | 38.40 | 56.39 | -1,150 | 10,350 |
| 152,950 | 42,550 | 47.31 | 12.25 | 3.80 | 690 | - | - | - | - | - |
| 892,400 | 43,700 | 48.59 | 9.70 | 2.85 | 700 | -14.30 | 55.00 | 51.64 | - | 2,300 |
| 79,350 | -2,300 | 50.25 | 8.30 | 2.30 | 710 | - | - | - | - | - |
| 182,850 | -9,200 | 50.54 | 7.00 | 2.00 | 720 | - | - | - | - | - |
| 147,200 | 2,300 | 50.94 | 5.55 | 1.55 | 730 | - | - | - | - | - |
| 117,300 | -3,450 | 51.71 | 4.50 | 1.05 | 740 | - | - | - | - | - |
| 424,350 | -8,050 | 54.23 | 3.75 | 1.05 | 750 | - | - | - | - | - |
| 106,950 | 2,300 | 50.22 | 2.90 | 0.70 | 760 | - | - | - | - | - |
| 4,600 | - | - | - | - | 770 | - | - | - | - | - |
| 287,500 | -8,050 | 55.22 | 2.20 | 0.65 | 780 | - | - | - | - | - |
| 253,000 | -9,200 | 56.56 | 1.80 | 0.50 | 790 | - | - | - | - | 23,000 |
| Total | 5,540,700 | 1,992,950 | ||||||||
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 prices, 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.