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Option Chain For INFY - INFOSYS LIMITED
Last updated on 25 Sep 2020 08:10 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
- - - - - 720 - 0.30 - - 2,400
- - - - - 730 - - - - -
1,200 1,200 - 250.00 6.25 740 -13.55 0.25 42.21 1,200 1,200
4,800 1,200 - 240.00 -25.00 750 -1.65 1.35 51.31 4,800 8,400
- - - - - 760 - - - - -
- - - - - 770 - - - - -
- - - - - 780 - - - - -
- - - - - 790 - - - - -
19,200 1,200 - 185.25 6.20 800 -1.75 2.35 46.29 32,400 253,200
- - - - - 810 - - - - -
- - - - - 820 - - - - -
- - - - - 830 - - - - -
- - - - - 840 - - - - -
12,000 1,200 - 137.75 10.75 850 -4.00 4.80 42.92 85,200 260,400
- - - - - 860 -4.40 5.50 42.23 1,200 16,800
3,600 - - 118.00 - 870 -1.70 10.15 48.03 - 42,000
6,000 - - 125.30 16.30 880 -6.55 7.75 41.77 51,600 122,400
- - - - - 890 - - - - -
70,800 -7,200 - 109.60 21.80 900 -8.35 10.80 41.47 45,600 709,200
1,200 - - 122.05 - 910 -8.95 12.00 40.50 - 14,400
4,800 - - 101.00 - 920 -11.00 14.25 40.63 7,200 34,800
7,200 - 14.59 85.60 8.60 930 -11.90 17.65 41.71 16,800 32,400
15,600 - 26.19 82.10 10.60 940 -13.00 19.90 41.20 81,600 189,600
199,200 -12,000 22.28 71.05 13.10 950 -13.90 23.05 41.33 39,600 307,200
39,600 -8,400 29.35 69.50 16.30 960 -15.10 26.60 41.55 26,400 122,400
62,400 18,000 28.45 61.60 14.00 970 -16.55 30.50 41.80 20,400 104,400
129,600 24,000 25.10 51.35 7.65 980 -16.80 35.05 42.33 25,200 126,000
76,800 3,600 28.47 48.85 9.85 990 -17.65 40.10 42.99 8,400 78,000
1,246,800 252,000 29.25 44.05 8.75 1000 -18.55 45.10 43.34 50,400 327,600
164,400 31,200 30.24 40.00 8.40 1010 -20.25 50.20 43.51 -3,600 45,600
363,600 74,400 30.01 34.90 6.55 1020 -20.80 56.00 44.01 4,800 96,000
228,000 -6,000 30.74 31.40 5.95 1030 -28.40 60.00 42.81 20,400 55,200
348,000 -10,800 31.24 28.00 5.15 1040 9.35 83.35 57.20 1,200 10,800
571,200 20,400 31.43 24.60 4.25 1050 -52.80 88.00 56.15 1,200 1,200
190,800 42,000 31.71 21.65 3.70 1060 - - - - -
48,000 10,800 32.16 19.20 2.70 1070 - - - - -
93,600 26,400 31.91 16.30 2.00 1080 - 92.00 - - 1,200
58,800 10,800 33.80 15.85 2.55 1090 - - - - -
876,000 58,800 32.97 12.90 1.40 1100 - - - - -
13,200 9,600 34.34 12.25 2.25 1110 - - - - -
220,800 26,400 34.13 10.35 1.70 1120 - - - - -
6,000 - 34.20 8.90 -1.20 1130 - - - - -
102,000 9,600 34.85 8.05 0.40 1140 - 134.00 - - 1,200
295,200 49,200 34.68 6.75 0.15 1150 - - - - -
85,200 63,600 34.80 5.80 -0.05 1160 - - - - -
19,200 19,200 35.42 4.45 -27.55 1180 - - - - -
Total 5,584,800 2,964,000
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.