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Option Chain For HDFC - HDFC LTD
Last updated on 10 Jul 2020 01:00 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
- - - - - 1050 - - - - -
- - - - - 1100 - - - - -
- - - - - 1150 - - - - -
250 - - - - 1200 - - - - 250
- - - - - 1250 - - - - -
- - - - - 1300 - - - - 3,750
- - - - - 1350 - - - - 500
- - - - - 1360 - - - - -
1,000 - - - - 1380 - - - - 250
- - - - - 1400 0.25 2.25 65.77 -500 22,750
500 - - - - 1420 - - - - -
- - - - - 1440 - - - - 250
- - - - - 1450 - - - - 11,750
500 - - - - 1460 - - - - -
500 - - - - 1480 - - - - 500
3,250 - 64.51 400.00 -40.00 1500 0.30 2.55 53.64 1,250 150,750
500 - - - - 1520 - - - - 750
750 - - - - 1540 - - - - -
500 - - - - 1550 0.35 3.10 48.93 250 24,250
500 - - - - 1560 - - - - -
- - - - - 1580 - - - - 1,000
2,750 - - - - 1600 0.55 3.60 43.60 -4,750 134,000
- - - - - 1620 - - - - 1,250
250 - - - - 1640 - - - - 500
6,250 - - - - 1650 1.85 6.05 42.68 -500 37,250
500 - - - - 1660 1.05 6.05 40.37 -250 8,500
750 - - - - 1680 3.60 9.10 42.21 500 15,250
40,000 -250 31.31 198.45 -53.65 1700 4.35 11.25 41.32 750 301,250
5,000 - 40.59 188.20 -38.05 1720 5.15 14.40 41.39 -4,000 13,750
8,250 - 32.87 164.00 -52.10 1740 6.30 17.30 40.69 1,500 18,000
24,250 -250 53.01 154.00 -51.05 1750 7.45 19.70 40.82 -6,750 91,500
10,250 -250 52.11 171.65 40.65 1760 8.70 21.65 40.72 -500 28,500
56,500 -1,000 35.97 135.20 -46.15 1780 10.25 26.10 40.39 -1,000 35,750
91,750 -1,250 35.25 117.85 -47.50 1800 12.25 31.50 40.27 -62,750 197,250
16,500 - 39.73 112.55 -32.45 1820 15.35 38.65 40.30 -4,000 23,000
46,500 250 34.43 90.00 -47.40 1840 18.50 46.65 40.27 50,250 84,000
50,750 -1,250 34.47 84.60 -40.95 1850 19.45 49.60 40.31 -8,500 61,000
29,500 -3,750 34.87 79.55 -40.55 1860 20.65 54.15 40.02 750 33,250
29,750 -250 35.23 68.00 -37.90 1880 23.25 62.80 40.15 -16,750 29,750
393,500 22,000 34.95 59.45 -33.40 1900 27.35 73.65 40.62 -56,750 125,500
85,000 52,750 36.06 51.10 -30.20 1920 30.10 85.30 40.85 -5,000 20,000
59,750 7,250 35.99 44.00 -25.70 1940 33.40 98.00 41.28 -15,000 10,250
86,750 19,500 36.13 40.75 -24.40 1950 35.20 102.80 41.08 -6,000 20,250
37,000 14,750 36.31 37.55 -22.70 1960 25.25 101.00 35.71 1,500 6,750
33,000 6,250 36.35 32.15 -19.60 1980 - - - - -
350,750 122,750 36.83 26.80 -17.00 2000 40.15 138.65 44.45 -5,000 21,750
30,500 22,000 37.21 22.40 -14.60 2020 - - - - -
3,500 250 36.46 18.00 -12.60 2040 - - - - -
41,000 750 37.77 17.20 -11.15 2050 - - - - -
250 - 36.77 15.00 -14.00 2060 - - - - -
2,000 -1,500 38.24 13.70 -9.30 2080 - - - - -
138,500 -2,500 38.34 11.10 -6.90 2100 34.00 209.00 31.76 -250 1,000
9,000 3,250 39.87 10.45 -2.90 2120 - - - - -
2,250 - - - - 2140 - - - - -
18,750 8,000 39.58 7.45 -4.05 2150 - - - - -
- - - - - 2160 - - - - 750
250 - - - - 2180 - - - - -
109,250 4,500 39.79 4.25 -2.85 2200 - - - - 1,250
- - - - - 2220 - - - - -
- - - - - 2240 - - - - -
6,000 1,000 42.66 3.60 -1.45 2250 - - - - 250
- - - - - 2260 - - - - -
- - - - - 2280 - - - - -
37,250 2,000 43.69 2.40 -0.35 2300 - - - - -
- - - - - 2320 - - - - -
- - - - - 2350 - - - - -
- - - - - 2400 - - - - -
- - - - - 2450 - - - - -
- - - - - 2500 - - - - -
- - - - - 2550 - - - - -
- - - - - 2600 - - - - -
500 - - - - 2650 - - - - 250
Total 1,872,500 1,538,500
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.