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Option Chain For GRASIM - GRASIM INDUSTRIES LTD
Last updated on 03 Jul 2020 02:50 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
- - - - - 260 - - - - -
- - - - - 280 - - - - -
- - - - - 300 - - - - -
- - - - - 320 - - - - -
- - - - - 340 - - - - -
- - - - - 360 - - - - -
- - - - - 380 -26.10 0.25 76.61 750 750
- - - - - 390 -5.35 0.25 73.02 750 750
- - - - - 400 - - - - -
- - - - - 410 - - - - -
- - - - - 420 - - - - -
- - - - - 430 - - - - -
- - - - - 440 - - - - -
750 - - - - 450 - - - - -
750 - - - - 460 - - - - -
- - - - - 470 - - - - -
- - - - - 480 - - - - -
- - - - - 490 - - - - -
750 - - - - 500 - - - - 1,500
- - - - - 510 - - - - -
750 - - - - 520 - - - - 1,500
8,250 - - - - 530 -0.15 3.50 49.18 - 6,750
3,750 - - - - 540 - - - - 16,500
1,500 - - - - 550 - - - - 23,250
9,000 - - - - 560 -1.45 6.30 44.71 3,750 51,000
2,250 - - - - 570 -1.50 8.50 45.93 -2,250 60,000
11,250 - 38.18 57.60 -0.90 580 -2.10 10.90 46.55 6,000 18,000
5,250 - - - - 590 -2.75 14.25 46.00 3,000 21,000
37,500 -7,500 43.14 46.25 6.40 600 -1.55 18.15 46.79 12,000 76,500
12,750 -6,750 42.30 39.60 6.25 610 -2.55 22.05 46.26 6,000 31,500
98,250 31,500 40.03 32.50 3.55 620 -2.70 26.65 46.97 11,250 55,500
65,250 2,250 41.68 29.00 4.40 630 -2.30 31.65 47.06 6,750 30,000
63,750 1,500 41.60 24.00 3.45 640 - - - - 1,500
187,500 143,250 43.19 21.25 3.95 650 - - - - 750
42,000 4,500 42.00 17.75 3.20 660 -3.05 50.85 49.35 - 2,250
18,750 4,500 42.79 14.20 2.25 670 - - - - -
16,500 2,250 42.85 11.75 1.85 680 - - - - -
- - - - - 690 - - - - -
81,000 11,250 43.04 8.10 1.55 700 - - - - -
2,250 750 43.15 6.35 -0.15 710 - - - - -
3,000 750 41.64 4.50 -0.05 720 - - - - -
2,250 - - - - 730 - - - - -
4,500 750 44.31 3.40 -0.10 740 - - - - -
Total 679,500 399,000
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.