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Option Chain For INDUSINDBK - INDUSIND BANK LIMITED
Last updated on
25 Sep 2020 08:16 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 | |
| - | - | - | - | - | 320 | - | - | - | - | - |
| - | - | - | - | - | 340 | - | - | - | - | - |
| - | - | - | - | - | 360 | -2.00 | 3.00 | 78.95 | 4,800 | 6,400 |
| - | - | - | - | - | 380 | -28.40 | 3.95 | 74.05 | 4,000 | 4,000 |
| 3,200 | 800 | 69.63 | 121.00 | 6.00 | 400 | -4.80 | 4.55 | 66.73 | 61,600 | 251,200 |
| - | - | - | - | - | 420 | -5.20 | 7.45 | 66.46 | 30,400 | 55,200 |
| 800 | - | - | 80.00 | - | 440 | -6.60 | 10.70 | 64.22 | 56,800 | 117,600 |
| 800 | 800 | 48.38 | 65.00 | -65.20 | 460 | -8.75 | 15.85 | 63.74 | 35,200 | 232,000 |
| 15,200 | 800 | 60.58 | 57.45 | 11.70 | 480 | -11.00 | 21.90 | 62.21 | 95,200 | 250,400 |
| 274,400 | -31,200 | 54.74 | 42.50 | 5.55 | 500 | -13.15 | 29.55 | 60.88 | 66,400 | 508,000 |
| 600,800 | 55,200 | 54.54 | 32.50 | 3.10 | 520 | -15.55 | 37.25 | 57.06 | -12,800 | 264,800 |
| 445,600 | 29,600 | 55.47 | 25.00 | 2.60 | 540 | -13.45 | 51.90 | 61.82 | -9,600 | 272,800 |
| 644,000 | 56,000 | 56.18 | 18.95 | 1.90 | 560 | -18.40 | 65.25 | 62.14 | -12,000 | 292,000 |
| 340,000 | 27,200 | 56.70 | 14.15 | 1.10 | 580 | -17.15 | 80.20 | 63.06 | -4,000 | 76,000 |
| 869,600 | 93,600 | 58.12 | 10.90 | 0.75 | 600 | -20.45 | 96.60 | 64.82 | 800 | 234,400 |
| 671,200 | 35,200 | 58.22 | 7.90 | 0.35 | 620 | -27.00 | 110.10 | 58.09 | -800 | 663,200 |
| 376,800 | -4,000 | 60.19 | 6.30 | 0.60 | 640 | -0.50 | 145.50 | 97.71 | - | 230,400 |
| 256,000 | 4,000 | 63.30 | 5.45 | 0.95 | 660 | -21.55 | 146.60 | 60.90 | 3,200 | 225,600 |
| 148,000 | 800 | 66.20 | 4.75 | 0.95 | 680 | - | - | - | - | - |
| 494,400 | 20,800 | 68.06 | 3.95 | 0.30 | 700 | -1.00 | 201.00 | 109.39 | - | 23,200 |
| 22,400 | - | - | 4.35 | - | 720 | - | - | - | - | - |
| 41,600 | -800 | 71.87 | 2.85 | -0.35 | 740 | - | - | - | - | - |
| 138,400 | 14,400 | 72.50 | 2.25 | -0.30 | 760 | - | - | - | - | - |
| Total | 5,343,200 | 3,707,200 | ||||||||
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.