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Option Chain For JINDALSTEL - JINDAL STEEL & POWER LTD
Last updated on
10 Jul 2020 12:58 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 | |
| - | - | - | - | - | 45 | - | - | - | - | - |
| - | - | - | - | - | 50 | - | - | - | - | - |
| - | - | - | - | - | 55 | - | - | - | - | - |
| - | - | - | - | - | 60 | - | - | - | - | - |
| - | - | - | - | - | 65 | - | - | - | - | - |
| - | - | - | - | - | 70 | - | - | - | - | - |
| - | - | - | - | - | 75 | - | - | - | - | - |
| - | - | - | - | - | 80 | - | - | - | - | - |
| - | - | - | - | - | 85 | - | - | - | - | - |
| - | - | - | - | - | 90 | - | - | - | - | - |
| - | - | - | - | - | 95 | -0.25 | 0.15 | 105.76 | -5,000 | - |
| - | - | - | - | - | 100 | - | - | - | - | 10,000 |
| - | - | - | - | - | 102.5 | - | - | - | - | - |
| - | - | - | - | - | 105 | - | - | - | - | - |
| - | - | - | - | - | 107.5 | - | - | - | - | - |
| 60,000 | - | - | - | - | 110 | - | - | - | - | 90,000 |
| 5,000 | - | - | - | - | 112.5 | - | - | - | - | - |
| - | - | - | - | - | 115 | - | - | - | - | - |
| 5,000 | - | - | - | - | 117.5 | - | - | - | - | - |
| 15,000 | - | - | - | - | 120 | - | 0.40 | 75.84 | - | 455,000 |
| 10,000 | - | - | - | - | 122.5 | - | - | - | - | - |
| 5,000 | - | - | - | - | 125 | - | - | - | - | 30,000 |
| - | - | - | - | - | 127.5 | - | - | - | - | 15,000 |
| 50,000 | - | - | - | - | 130 | -0.25 | 0.90 | 73.65 | 30,000 | 465,000 |
| - | - | - | - | - | 132.5 | - | - | - | - | - |
| 10,000 | - | - | - | - | 135 | - | - | - | - | 100,000 |
| - | - | - | - | - | 137.5 | - | - | - | - | 10,000 |
| 45,000 | - | - | - | - | 140 | -0.05 | 2.30 | 70.72 | 75,000 | 930,000 |
| - | - | - | - | - | 142.5 | - | - | - | - | 10,000 |
| 60,000 | - | - | - | - | 145 | -0.25 | 3.20 | 71.44 | -10,000 | 330,000 |
| 35,000 | - | - | - | - | 147.5 | - | 4.30 | 72.36 | - | 65,000 |
| 250,000 | - | - | 17.95 | -0.40 | 150 | -0.35 | 4.35 | 70.11 | -20,000 | 655,000 |
| 95,000 | - | - | - | - | 152.5 | 0.05 | 5.30 | 71.56 | 35,000 | 105,000 |
| 260,000 | - | 70.44 | 14.55 | -1.30 | 155 | -0.20 | 6.15 | 71.13 | 75,000 | 345,000 |
| 105,000 | -5,000 | 57.86 | 12.90 | -1.45 | 157.5 | -0.40 | 7.10 | 70.10 | 5,000 | 85,000 |
| 710,000 | -80,000 | 62.59 | 11.95 | -0.60 | 160 | -0.35 | 8.15 | 67.14 | 380,000 | 1,135,000 |
| 180,000 | -5,000 | 60.75 | 10.50 | -0.60 | 162.5 | -0.60 | 9.20 | 71.27 | 5,000 | 40,000 |
| 810,000 | 20,000 | 60.88 | 9.60 | -0.55 | 165 | -0.65 | 10.35 | 69.44 | - | 145,000 |
| 225,000 | 30,000 | 62.97 | 8.30 | -0.70 | 167.5 | - | - | - | - | 40,000 |
| 1,700,000 | 280,000 | 63.43 | 7.40 | -0.70 | 170 | -0.70 | 13.50 | 68.96 | 15,000 | 50,000 |
| 435,000 | - | 63.54 | 5.40 | -0.95 | 175 | - | - | - | - | 30,000 |
| 1,115,000 | -15,000 | 61.87 | 4.30 | -0.65 | 180 | - | - | - | - | 30,000 |
| 270,000 | - | 62.51 | 2.85 | -0.80 | 185 | - | - | - | - | - |
| 605,000 | 60,000 | 63.42 | 2.35 | -0.50 | 190 | - | - | - | - | - |
| - | - | - | - | - | 195 | - | - | - | - | - |
| Total | 7,060,000 | 5,170,000 | ||||||||
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.