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Option Chain For INFY - INFOSYS LIMITED
Last updated on
03 Jul 2020 02:51 PM
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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
- 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.