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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
  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 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.