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Option Chain For GMRINFRA - GMR INFRASTRUCTURE LTD.
Last updated on 16 Jul 2020 12:59 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
- - - - - 11 - - - - 45,000
- - - - - 12 - - - - 135,000
- - - - - 13 - - - - 405,000
- - - - - 14 - - - - 180,000
45,000 - - - - 15 - - - - 1,080,000
- - - - - 16 - - - - 315,000
- - - - - 17 -0.05 0.10 57.05 - 2,970,000
45,000 - - - - 18 - 0.30 59.43 - 4,545,000
405,000 90,000 55.48 1.15 0.05 19 -0.05 0.55 53.59 - 1,980,000
5,085,000 180,000 51.57 0.60 -0.05 20 -0.05 1.05 53.33 -45,000 3,915,000
5,715,000 - 52.11 0.30 -0.05 21 - - - - 3,285,000
6,255,000 270,000 54.16 0.20 -0.05 22 - - - - 1,035,000
5,625,000 -90,000 67.46 0.15 - 23 0.60 3.75 87.65 - 90,000
4,635,000 - - - - 24 - - - - 270,000
10,260,000 - 71.45 0.05 -0.05 25 - - - - 90,000
5,130,000 585,000 80.38 0.05 - 26 - - - - 90,000
2,790,000 - - - - 27 - - - - -
Total 45,990,000 20,430,000
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.