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Option Chain For JSWSTEEL - JSW STEEL LIMITED
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
- - - - - 95 - - - - -
- - - - - 100 - - - - -
- - - - - 105 - - - - -
- - - - - 110 - - - - -
- - - - - 115 - - - - -
- - - - - 120 - - - - -
- - - - - 125 - - - - -
- - - - - 130 - - - - -
- - - - - 135 - - - - 2,300
- - - - - 140 - - - - 13,800
- - - - - 145 - - - - -
- - - - - 150 0.15 0.40 61.58 2,300 23,000
- - - - - 155 - - - - -
4,600 - - - - 160 0.55 1.20 62.21 2,300 230,000
4,600 - - - - 165 0.75 1.70 60.32 - 57,500
27,600 - 57.51 25.00 -8.40 170 0.85 2.45 59.15 23,000 692,300
- - - - - 175 1.35 3.60 59.15 2,300 96,600
55,200 4,600 55.74 17.35 -3.95 180 1.60 5.00 57.95 18,400 368,000
34,500 - - - - 185 2.10 6.90 59.58 23,000 142,600
287,500 9,200 54.97 11.15 -3.75 190 2.65 9.20 58.30 92,000 522,100
236,900 20,700 55.73 8.80 -3.25 195 3.55 12.30 62.24 64,400 257,600
1,961,900 384,100 56.88 7.20 -2.60 200 3.65 15.05 58.84 126,500 1,051,100
558,900 57,500 58.41 5.55 -2.25 205 3.90 17.90 58.53 - 18,400
1,432,900 236,900 58.15 4.50 -1.65 210 4.45 21.15 56.16 - 9,200
312,800 -2,300 59.83 3.45 -1.45 215 - - - - -
759,000 39,100 60.88 2.70 -1.15 220 - - - - 16,100
124,200 4,600 59.98 2.00 -1.05 225 - - - - -
384,100 89,700 60.30 1.50 -0.85 230 - - - - 11,500
6,900 - - - - 235 - - - - -
368,000 87,400 63.61 1.00 -0.55 240 2.00 46.60 - - 4,600
Total 6,559,600 3,516,700
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.