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Option Chain For INFY - INFOSYS 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
- - - - - 520 - 0.30 59.72 1,200 12,000
- - - - - 530 - - - - -
- - - - - 540 - - - - 27,600
1,200 - - - - 550 - - - - -
- - - - - 560 - - - - -
- - - - - 570 - - - - -
- - - - - 580 - - - - -
- - - - - 590 - - - - -
8,400 - - - - 600 -0.05 0.90 46.47 3,600 357,600
- - - - - 610 - - - - -
1,200 - - - - 620 -0.10 1.05 42.18 2,400 67,200
- - - - - 630 -0.15 1.35 41.35 1,200 46,800
12,000 - - 115.00 18.00 640 -0.20 1.70 40.38 3,600 120,000
18,000 - - - - 650 -0.50 1.85 38.41 12,000 1,197,600
4,800 -1,200 - 102.95 33.95 660 -0.50 2.60 38.18 -19,200 163,200
3,600 - - - - 670 -0.70 3.25 37.50 -7,200 195,600
22,800 - - - - 680 -0.75 4.35 37.23 13,200 290,400
24,000 1,200 23.94 75.00 9.45 690 -0.85 5.65 36.58 22,800 178,800
132,000 -2,400 - 66.70 3.55 700 -1.25 7.10 36.28 55,200 1,017,600
42,000 - 18.33 55.10 -4.50 710 -1.40 8.90 35.71 6,000 228,000
172,800 -13,200 27.80 50.85 1.95 720 -1.80 11.15 35.33 34,800 402,000
156,000 -2,400 26.90 42.85 1.55 730 -2.00 13.95 35.12 -16,800 289,200
265,200 -8,400 27.25 37.10 1.55 740 -2.40 17.25 34.84 4,800 373,200
484,800 25,200 27.40 31.15 1.40 750 -2.65 21.30 34.61 88,800 481,200
1,742,400 70,800 27.91 25.50 0.75 760 -2.90 25.75 34.45 55,200 380,400
326,400 51,600 28.30 21.20 0.55 770 -2.70 31.60 34.78 14,400 38,400
661,200 1,200 28.56 17.20 0.60 780 -1.70 37.50 35.00 14,400 36,000
151,200 15,600 28.36 13.60 0.40 790 - - - - 2,400
1,298,400 21,600 28.71 10.75 0.25 800 -3.90 50.75 36.45 54,000 98,400
92,400 24,000 28.78 8.30 - 810 - - - - 1,200
315,600 15,600 28.86 6.50 0.10 820 -99.65 67.00 37.69 1,200 1,200
102,000 31,200 28.96 4.80 -0.10 830 - - - - -
829,200 -4,800 29.13 3.80 0.10 840 - - - - 4,800
208,800 6,000 29.56 2.80 -0.10 850 - - - - -
147,600 10,800 29.57 2.20 - 860 - - - - -
120,000 27,600 29.23 1.40 -0.35 870 - - - - -
- - - - - 880 - - - - -
Total 7,344,000 6,010,800
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.