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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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.