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Option Chain For IOC - INDIAN OIL CORP LTD
Last updated on 16 Jul 2020 12:52 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
- - - - - 52.5 - - - - 4,000
- - - - - 55 - - - - -
- - - - - 57.5 - - - - -
4,000 - - - - 60 - - - - 8,000
- - - - - 61 - - - - -
- - - - - 62 - - - - -
- - - - - 62.5 - - - - -
- - - - - 63 - - - - -
- - - - - 64 - - - - -
- - - - - 65 - - - - 4,000
- - - - - 66 - - - - -
- - - - - 67 - - - - -
- - - - - 67.5 - - - - -
- - - - - 68 - - - - -
- - - - - 69 - - - - -
4,000 - - - - 70 0.05 0.20 58.27 - 320,000
- - - - - 71 - - - - -
- - - - - 72 - - - - -
- - - - - 72.5 - - - - -
- - - - - 73 - - - - 4,000
- - - - - 74 - - - - 4,000
12,000 - - 8.30 -3.25 75 0.05 0.45 49.51 32,000 548,000
- - - - - 76 - - - - 12,000
- - - - - 77 - 1.00 54.81 4,000 8,000
4,000 - - - - 77.5 0.45 1.10 54.49 44,000 148,000
- - - - - 78 0.10 1.00 49.83 - 12,000
- - - - - 79 -0.05 1.00 44.77 40,000 44,000
160,000 24,000 39.47 5.05 -1.60 80 0.15 1.30 47.05 152,000 1,704,000
16,000 - - - - 81 -0.10 1.70 46.47 52,000 52,000
8,000 8,000 36.79 3.55 -5.30 82 0.35 2.05 47.56 -4,000 128,000
32,000 28,000 34.41 3.10 -4.35 82.5 0.30 2.20 48.16 -8,000 288,000
288,000 288,000 37.37 3.40 -3.55 83 0.35 2.40 47.77 52,000 160,000
72,000 56,000 43.04 3.20 -1.00 84 1.25 3.55 54.85 -36,000 108,000
968,000 260,000 43.92 2.75 -0.75 85 0.45 3.55 49.67 -48,000 1,236,000
208,000 28,000 44.77 2.35 -0.85 86 0.40 4.15 46.00 8,000 128,000
564,000 200,000 47.27 1.85 -1.05 87 1.85 5.90 64.40 -4,000 176,000
212,000 -28,000 45.84 1.85 -0.75 87.5 1.05 5.75 56.96 - 240,000
308,000 -8,000 45.83 1.70 -0.70 88 1.65 6.65 66.07 -16,000 160,000
240,000 -12,000 47.96 1.45 -0.60 89 1.45 7.15 63.19 -32,000 116,000
3,088,000 128,000 49.62 1.30 -0.55 90 2.15 8.40 72.28 -4,000 604,000
156,000 -20,000 49.81 1.00 -0.55 91 - - - - 12,000
268,000 -16,000 50.46 0.85 -0.60 92 - - - - 4,000
272,000 -12,000 52.30 0.90 -0.70 92.5 - - - - 24,000
172,000 -4,000 48.05 0.60 -0.95 93 - - - - 4,000
8,000 - - - - 94 - - - - -
1,528,000 -232,000 54.62 0.60 -0.40 95 2.70 12.70 81.56 - 44,000
16,000 - - - - 96 - - - - -
- - - - - 97 - - - - -
32,000 -4,000 54.06 0.35 -0.70 97.5 - - - - -
- - - - - 98 - - - - -
- - - - - 99 - - - - -
3,108,000 72,000 62.73 0.40 -0.15 100 2.75 17.75 100.93 -4,000 88,000
8,000 - - - - 101 - - - - -
- - - - - 102 - - - - -
16,000 4,000 62.44 0.25 -0.20 102.5 - - - - -
- - - - - 103 - - - - -
4,000 4,000 75.00 0.45 -0.55 104 - - - - -
628,000 -48,000 65.36 0.20 -0.10 105 - - - - 16,000
- - - - - 106 - - - - -
- - - - - 107 - - - - -
- - - - - 107.5 - - - - -
- - - - - 108 - - - - -
- - - - - 109 - - - - -
1,212,000 -32,000 72.28 0.15 -0.05 110 - - - - 24,000
- - - - - 112.5 - - - - -
188,000 -4,000 76.83 0.10 -0.05 115 - - - - 8,000
256,000 - 81.18 0.10 0.05 117.5 - - - - 312,000
Total 14,060,000 6,752,000
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 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.