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Option Chain For JSWSTEEL - JSW STEEL LIMITED
Last updated on
10 Jul 2020 12:58 PM
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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
- 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.