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Option Chain For HEROMOTOCO - HERO MOTOCORP LIMITED
Last updated on
03 Jul 2020 02:51 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 | |
| - | - | - | - | - | 1350 | - | - | - | - | - |
| - | - | - | - | - | 1400 | - | - | - | - | - |
| - | - | - | - | - | 1450 | - | - | - | - | - |
| - | - | - | - | - | 1500 | - | - | - | - | - |
| - | - | - | - | - | 1550 | - | - | - | - | - |
| - | - | - | - | - | 1600 | - | - | - | - | 200 |
| - | - | - | - | - | 1650 | - | - | - | - | 200 |
| - | - | - | - | - | 1700 | - | - | - | - | 200 |
| - | - | - | - | - | 1750 | - | - | - | - | - |
| - | - | - | - | - | 1800 | - | - | - | - | - |
| - | - | - | - | - | 1850 | - | - | - | - | 400 |
| - | - | - | - | - | 1900 | -0.70 | 2.00 | 61.77 | 600 | 3,600 |
| - | - | - | - | - | 1950 | - | - | - | - | - |
| - | - | - | - | - | 2000 | -0.65 | 2.90 | 57.12 | 400 | 25,600 |
| - | - | - | - | - | 2050 | - | - | - | - | - |
| - | - | - | - | - | 2100 | -1.90 | 3.55 | 52.05 | 800 | 9,400 |
| 600 | - | - | - | - | 2150 | -1.40 | 4.90 | 49.88 | -600 | 4,200 |
| 2,200 | - | - | - | - | 2200 | -2.30 | 7.00 | 49.34 | -9,400 | 24,200 |
| - | - | - | - | - | 2250 | -2.65 | 8.70 | 47.19 | -200 | 8,800 |
| 11,000 | -200 | - | 404.10 | 44.30 | 2300 | -4.20 | 12.35 | 47.56 | 5,600 | 38,800 |
| 1,000 | - | - | - | - | 2350 | -5.45 | 16.50 | 46.02 | -600 | 21,200 |
| 10,200 | -600 | - | 305.35 | 30.35 | 2400 | -7.50 | 22.70 | 45.82 | 3,600 | 49,200 |
| 4,600 | - | - | 267.05 | 33.25 | 2450 | -9.85 | 30.90 | 45.46 | 3,400 | 16,600 |
| 35,800 | -800 | - | 219.90 | 22.45 | 2500 | -13.00 | 40.20 | 44.82 | 11,000 | 73,600 |
| 24,200 | 600 | 19.36 | 191.45 | 26.35 | 2550 | -13.20 | 56.20 | 45.09 | 8,600 | 21,600 |
| 67,400 | -4,000 | 21.62 | 152.50 | 18.55 | 2600 | -19.20 | 70.05 | 45.28 | 48,800 | 91,800 |
| 17,600 | -3,800 | 26.23 | 130.10 | 20.50 | 2650 | -24.00 | 90.00 | 46.52 | 2,400 | 17,200 |
| 52,400 | 200 | 27.41 | 106.55 | 19.55 | 2700 | -27.20 | 114.00 | 46.44 | 17,000 | 21,200 |
| 31,600 | 11,800 | 28.73 | 83.20 | 15.05 | 2750 | -6.00 | 144.00 | 46.77 | 200 | 1,800 |
| 79,200 | 23,400 | 30.20 | 66.00 | 13.25 | 2800 | -49.90 | 175.10 | 47.56 | 400 | 1,000 |
| 19,600 | 4,600 | 30.67 | 50.00 | 9.45 | 2850 | -167.15 | 209.00 | 48.63 | - | 200 |
| 53,400 | 25,000 | 31.72 | 38.25 | 8.00 | 2900 | - | - | - | - | - |
| 6,000 | 2,600 | 34.52 | 31.95 | 8.75 | 2950 | - | - | - | - | - |
| 50,800 | 2,800 | 33.06 | 22.00 | 4.90 | 3000 | - | - | - | - | - |
| 12,400 | 6,800 | 33.49 | 15.00 | 2.10 | 3050 | - | - | - | - | - |
| 6,000 | - | 35.14 | 13.00 | -62.40 | 3100 | - | - | - | - | - |
| - | - | - | - | - | 3150 | - | - | - | - | - |
| Total | 486,000 | 431,000 | ||||||||
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 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.