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Option Chain For HEROMOTOCO - HERO MOTOCORP LIMITED
Last updated on
01 Oct 2020 12:25 PM
info_outline
Note:- Click on the strike price to open the historical data.
Call |
Put |
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|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 1700 | - | - | - | - | - |
| - | - | - | - | - | 1750 | - | - | - | - | - |
| - | - | - | - | - | 1800 | - | - | - | - | - |
| - | - | - | - | - | 1850 | - | - | - | - | - |
| - | - | - | - | - | 1900 | - | - | - | - | - |
| - | - | - | - | - | 1950 | - | - | - | - | - |
| - | - | - | - | - | 2000 | - | - | - | - | - |
| - | - | - | - | - | 2050 | - | - | - | - | - |
| - | - | - | - | - | 2100 | - | - | - | - | - |
| - | - | - | - | - | 2150 | - | - | - | - | - |
| - | - | - | - | - | 2200 | - | - | - | - | - |
| - | - | - | - | - | 2250 | - | - | - | - | - |
| - | - | - | - | - | 2300 | - | - | - | - | - |
| - | - | - | - | - | 2350 | - | - | - | - | - |
| - | - | - | - | - | 2400 | - | - | - | - | - |
| - | - | - | - | - | 2450 | - | - | - | - | - |
| 300 | - | - | - | - | 2500 | -2.25 | 2.75 | 44.41 | -300 | 20,400 |
| - | - | - | - | - | 2550 | - | - | - | - | - |
| 300 | - | - | - | - | 2600 | -1.00 | 7.00 | 45.25 | 300 | 20,700 |
| - | - | - | - | - | 2650 | - | - | - | - | - |
| 900 | - | - | - | - | 2700 | -1.80 | 11.10 | 42.59 | 1,500 | 30,300 |
| - | - | - | - | - | 2750 | - | - | - | - | 5,100 |
| 300 | - | - | - | - | 2800 | -4.20 | 15.85 | 38.72 | 5,400 | 47,400 |
| - | - | - | - | - | 2850 | 9.25 | 29.45 | 42.57 | 300 | 5,700 |
| 3,300 | - | 29.88 | 317.80 | 22.80 | 2900 | -6.05 | 28.75 | 37.05 | 3,600 | 31,200 |
| 4,500 | 300 | 32.58 | 281.00 | 19.00 | 2950 | -8.05 | 37.00 | 36.55 | 2,700 | 15,600 |
| 27,300 | -1,500 | 32.15 | 241.00 | 21.20 | 3000 | -10.45 | 47.50 | 36.45 | -4,200 | 48,900 |
| 16,500 | -900 | 27.01 | 190.25 | 7.05 | 3050 | -13.70 | 61.10 | 36.04 | 5,100 | 16,200 |
| 44,100 | -1,800 | 33.33 | 170.00 | 10.95 | 3100 | -13.80 | 81.05 | 36.19 | 10,800 | 43,200 |
| 30,600 | -600 | 34.12 | 149.00 | 15.50 | 3150 | -15.50 | 103.00 | 36.07 | 3,600 | 22,200 |
| 155,100 | 14,100 | 33.21 | 117.50 | 7.30 | 3200 | -18.70 | 125.90 | 36.23 | 3,000 | 21,000 |
| 51,900 | 3,600 | 33.44 | 97.35 | 6.40 | 3250 | -13.30 | 168.05 | 41.11 | 1,800 | 4,800 |
| 135,300 | 29,100 | 33.99 | 77.10 | 3.40 | 3300 | -36.55 | 171.30 | 33.43 | - | 1,800 |
| 18,600 | 8,400 | 34.10 | 61.80 | 2.20 | 3350 | - | - | - | - | - |
| 93,000 | 24,000 | 34.30 | 49.50 | 1.75 | 3400 | - | - | - | - | 2,100 |
| - | - | - | - | - | 3450 | - | - | - | - | - |
| 60,600 | 3,600 | 35.49 | 33.35 | 2.20 | 3500 | - | - | - | - | - |
|
|
||||||||||
| - | - | - | - | - | 3550 | - | - | - | - | - |
| 45,300 | 3,000 | 35.78 | 19.50 | -0.70 | 3600 | - | - | - | - | - |
| 20,700 | 900 | 36.51 | 15.95 | 0.50 | 3650 | - | - | - | - | - |
| 16,500 | 3,900 | 36.77 | 12.60 | -0.50 | 3700 | - | - | - | - | - |
| 2,700 | - | - | - | - | 3750 | - | - | - | - | - |
| 300 | - | - | - | - | 3800 | - | - | - | - | - |
| Total | 728,100 | 336,600 | ||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.