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Max Pain For INDUSINDBK trending_up
Put-Call ratio For INDUSINDBK exposure

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Option Chain For INDUSINDBK - INDUSIND BANK LIMITED
Last updated on 10 Jul 2020 12:58 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
800 - - - - 140 - - - - -
- - - - - 160 -0.05 0.15 194.90 400 800
800 - - - - 180 - - - - 400
- - - - - 200 - - - - 800
800 - - - - 220 - - - - 400
- - - - - 240 - - - - 2,800
1,600 - - - - 260 - - - - -
- - - - - 280 - - - - -
1,200 - - - - 300 -0.65 0.80 122.22 400 40,400
800 - - - - 310 - - - - -
3,200 - - - - 320 - - - - 1,600
5,600 - - - - 330 - - - - 400
2,800 - - - - 340 0.20 1.30 107.17 - 20,000
4,000 - - - - 350 - 1.50 103.99 -400 71,200
- - - - - 360 -0.30 1.40 97.00 - 48,400
- - - - - 370 - - - - 400
800 - - - - 380 -0.25 2.00 92.11 1,200 94,800
800 - - - - 390 - - - - 2,000
22,800 800 - 143.65 -17.60 400 - 3.20 89.51 1,600 216,000
2,800 - - - - 410 -0.05 3.80 87.61 400 11,200
3,600 - - - - 420 0.55 4.85 87.16 800 96,400
5,600 - 124.59 128.60 -16.55 430 0.95 6.25 87.31 4,400 72,000
10,400 - 120.68 103.90 -16.60 440 1.35 7.10 85.86 -3,200 81,200
14,400 800 62.03 99.30 -17.20 450 1.60 8.65 83.56 -11,600 159,600
16,400 - 83.34 92.65 -15.35 460 2.05 10.55 83.38 -3,600 110,000
8,400 - 88.62 87.05 -11.70 470 2.45 12.50 82.86 -9,200 57,200
96,000 -2,000 67.19 76.00 -13.10 480 3.15 15.05 82.42 -2,000 230,000
44,800 400 80.71 70.10 -9.50 490 3.80 18.15 81.86 -5,200 95,600
286,800 -5,200 77.00 62.40 -12.45 500 4.45 21.50 81.42 400 659,600
110,400 -2,400 69.81 52.55 -16.20 510 4.90 25.40 80.59 -2,000 94,400
170,400 3,600 77.77 50.55 -12.00 520 5.70 29.90 81.40 -400 261,600
52,000 3,600 79.54 45.80 -10.80 530 5.70 34.25 82.78 30,000 82,000
162,400 36,000 79.33 40.80 -9.85 540 7.15 40.00 82.03 24,000 107,600
387,200 80,000 79.63 37.00 -8.95 550 8.10 45.80 82.82 11,200 228,400
237,200 68,400 80.46 32.85 -8.70 560 8.85 51.90 82.47 -3,200 70,400
173,200 5,200 80.88 29.05 -8.20 570 9.45 58.45 86.44 3,200 40,400
280,000 19,600 81.63 26.10 -7.35 580 9.40 65.10 84.33 1,600 50,800
58,400 -6,400 80.47 23.05 -6.05 590 11.40 73.80 88.27 -800 13,600
814,800 97,200 81.84 20.60 -5.90 600 11.05 79.15 98.41 -1,200 129,600
41,600 -6,800 81.75 18.75 -4.65 610 - - - - 400
130,000 7,600 82.70 16.35 -4.50 620 14.90 99.80 97.42 - 5,200
37,200 6,000 83.75 14.35 -4.40 630 - - - - -
63,200 2,800 83.95 12.80 -3.55 640 - - - - 400
194,800 3,200 84.58 11.20 -3.10 650 - - - - 3,200
73,600 4,800 84.74 10.00 -3.05 660 - - - - -
48,800 400 85.87 7.90 -2.30 680 - - - - 2,000
291,200 1,200 86.41 6.10 -1.90 700 - - - - 2,400
22,800 1,200 89.16 5.20 -1.30 720 - - - - 800
33,600 -400 89.48 4.00 -1.20 740 - - - - 2,400
130,400 9,600 91.47 3.35 -0.65 760 - - - - 8,400
Total 4,048,400 3,177,200
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 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.