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Option Chain For GMRINFRA - GMR INFRASTRUCTURE LTD.
Last updated on 25 Sep 2020 08:09 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
- - - - - 12 - 0.20 - - 270,000
- - - - - 13 - 0.05 99.98 90,000 360,000
- - - - - 14 - 0.30 - - 135,000
- - - - - 15 - 0.05 78.56 45,000 225,000
- - - - - 16 -0.25 0.05 68.79 45,000 270,000
- - - - - 17 -0.35 0.05 59.52 90,000 90,000
- - - - - 18 -0.15 0.10 58.32 495,000 630,000
- - - - - 19 -0.35 0.15 53.96 945,000 1,350,000
45,000 45,000 - 3.50 1.45 20 -0.55 0.25 51.39 4,140,000 5,040,000
450,000 225,000 46.38 2.95 1.50 21 -0.75 0.40 48.70 585,000 1,800,000
2,835,000 720,000 47.04 2.25 1.20 22 -1.10 0.65 47.21 1,125,000 2,430,000
4,455,000 3,150,000 39.74 1.45 0.75 23 -1.40 1.00 45.68 3,150,000 5,175,000
3,240,000 2,520,000 39.32 0.95 0.45 24 -0.40 1.45 43.63 135,000 180,000
5,265,000 3,825,000 41.42 0.65 0.30 25 - - - - -
3,960,000 2,475,000 41.43 0.40 0.15 26 - 4.70 - - 225,000
2,385,000 1,980,000 44.99 0.30 0.15 27 - - - - -
855,000 765,000 46.30 0.20 - 28 - - - - -
1,935,000 855,000 48.94 0.15 0.05 29 - 7.75 - - 360,000
1,440,000 855,000 54.71 0.15 0.10 30 - - - - -
135,000 135,000 55.06 0.10 -0.30 31 - - - - -
Total 27,000,000 18,540,000
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 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.