search
Option Chain For IDFCFIRSTB - IDFC FIRST BANK LIMITED
Last updated on
10 Jul 2020 12:54 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 | |
| 12,000 | - | - | - | - | 10 | - | - | - | - | - |
| - | - | - | - | - | 11 | - | - | - | - | 12,000 |
| - | - | - | - | - | 12 | - | - | - | - | - |
| - | - | - | - | - | 13 | - | - | - | - | 12,000 |
| - | - | - | - | - | 14 | - | - | - | - | - |
| 12,000 | - | - | - | - | 15 | - | - | - | - | 48,000 |
| - | - | - | - | - | 16 | - | - | - | - | - |
| - | - | - | - | - | 17 | - | - | - | - | 60,000 |
| - | - | - | - | - | 18 | - | - | - | - | 108,000 |
| - | - | - | - | - | 19 | - | - | - | - | 192,000 |
| 2,136,000 | 192,000 | 79.92 | 7.25 | -0.95 | 20 | 0.05 | 0.10 | 81.54 | 12,000 | 1,188,000 |
| 48,000 | - | - | - | - | 21 | 0.05 | 0.15 | 77.63 | -12,000 | 396,000 |
| 24,000 | - | - | - | - | 22 | 0.05 | 0.20 | 71.68 | - | 684,000 |
| 48,000 | - | - | - | - | 23 | 0.10 | 0.35 | 71.86 | -72,000 | 636,000 |
| 96,000 | - | - | - | - | 24 | 0.20 | 0.55 | 70.99 | 48,000 | 876,000 |
| 444,000 | - | 64.89 | 2.90 | -0.75 | 25 | 0.30 | 0.90 | 73.74 | 156,000 | 1,464,000 |
| 696,000 | 24,000 | 53.44 | 2.00 | -1.00 | 26 | 0.40 | 1.25 | 72.27 | -84,000 | 1,224,000 |
| 1,128,000 | 120,000 | 63.60 | 1.70 | -0.60 | 27 | 0.55 | 1.80 | 75.48 | 24,000 | 876,000 |
| 2,340,000 | 552,000 | 63.16 | 1.30 | -0.45 | 28 | 0.80 | 2.50 | 81.16 | 36,000 | 576,000 |
| 1,884,000 | 60,000 | 65.13 | 0.95 | -0.45 | 29 | 0.90 | 3.20 | 84.03 | - | 264,000 |
| 5,292,000 | 636,000 | 66.07 | 0.70 | -0.30 | 30 | 0.90 | 3.75 | 77.91 | -60,000 | 504,000 |
| 1,152,000 | 132,000 | 66.39 | 0.50 | -0.25 | 31 | - | - | - | - | 72,000 |
| 2,088,000 | 204,000 | 69.66 | 0.40 | -0.15 | 32 | - | - | - | - | 24,000 |
| 972,000 | - | 71.09 | 0.30 | -0.10 | 33 | - | - | - | - | 48,000 |
| 3,600,000 | 204,000 | 74.50 | 0.25 | -0.05 | 34 | - | - | - | - | 348,000 |
| Total | 21,972,000 | 9,612,000 | ||||||||
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.