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[--[65.84.65.76]--]

Option Chain for ITC

Last Updated on 12 May 2021 05:18 PM  IST   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
- - - - - 127.5 - - - - -
- - - - - 130 - - - - -
- - - - - 132.5 - - - - -
3,200 - - - - 135 - - - - 38,400
- - - - - 137.5 - - - - -
- - - - - 140 - - - - -
- - - - - 142.5 - - - - -
- - - - - 145 - - - - -
- - - - - 147.5 - - - - -
- - - - - 150 - - - - 198,400
- - - - - 152.5 - - - - -
- - - - - 155 - - - - -
- - - - - 157.5 - - - - -
9,600 - - - - 160 - - - - 32,000
- - - - - 162.5 - - - - -
- - - - - 165 - - - - -
- - - - - 167.5 - - - - -
- - - - - 170 0.05 0.15 45.68 -25,600 380,800
- - - - - 172.5 - - - - -
- - - - - 175 0.05 0.20 41.44 3,200 48,000
- - - - - 177.5 - - - - -
12,800 3,200 41.54 24.75 -2.25 180 - 0.20 36.57 -16,000 1,718,400
- - - - - 182.5 - - - - 105,600
9,600 - - - - 185 0.05 0.35 32.24 67,200 1,475,200
- - - - - 187.5 0.05 0.45 30.55 -22,400 284,800
172,800 -3,200 31.28 15.10 -0.75 190 0.05 0.65 29.75 249,600 3,926,400
- - - - - 192.5 0.05 0.90 28.66 73,600 380,800
220,800 3,200 27.21 10.55 -0.85 195 0.10 1.30 28.09 259,200 3,100,800
102,400 12,800 35.75 9.85 0.25 197.5 0.15 1.90 27.98 80,000 556,800
3,033,600 176,000 28.83 7.15 -0.60 200 0.20 2.65 27.32 230,400 6,003,200
691,200 140,800 28.69 5.70 -0.50 202.5 0.30 3.70 27.95 166,400 716,800
6,784,000 710,400 28.81 4.50 -0.40 205 0.25 4.85 27.84 204,800 3,424,000
1,392,000 76,800 29.51 3.50 -0.35 207.5 0.45 6.50 28.89 12,800 355,200
16,540,800 832,000 30.66 2.80 -0.25 210 0.40 8.15 29.08 25,600 3,292,800
844,800 64,000 31.14 2.10 -0.25 212.5 - - - - 12,800
7,465,600 467,200 32.12 1.75 -0.10 215 0.80 12.30 32.38 -16,000 1,408,000
672,000 41,600 32.67 1.30 -0.15 217.5 - - - - -
11,772,800 774,400 33.86 1.05 -0.10 220 0.75 16.50 32.82 - 1,817,600
684,800 - 34.99 0.85 -0.05 222.5 - - - - -
3,532,800 140,800 36.21 0.65 -0.10 225 1.30 19.80 - 3,200 595,200
217,600 -12,800 36.93 0.55 - 227.5 - - - - -
5,264,000 -35,200 38.86 0.45 -0.05 230 2.20 25.20 - -3,200 921,600
3,200 - 39.60 0.40 0.05 232.5 - - - - -
723,200 115,200 41.03 0.35 - 235 - - - - 44,800
- - - - - 237.5 - - - - -
3,945,600 281,600 41.49 0.20 - 240 - - - - 614,400
- - - - - 242.5 - - - - -
316,800 -38,400 43.79 0.15 0.05 245 - - - - -
- - - - - 247.5 - - - - -
4,198,400 -25,600 41.27 0.10 - 250 1.00 46.00 60.41 -3,200 275,200
- - - - - 252.5 - - - - -
- - - - - 255 - - - - -
- - - - - 257.5 - - - - -
454,400 -35,200 48.16 0.05 -0.05 260 - - - - 76,800
- - - - - 262.5 - - - - -
- - - - - 265 - - - - -
- - - - - 267.5 - - - - -
502,400 - 59.44 0.10 0.05 270 - - - - -
- - - - - 272.5 - - - - -
6,400 - 57.80 0.05 -0.15 275 - - - - -
- - - - - 277.5 - - - - -
Total 69,577,600 31,804,800
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 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.