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Option Chain For L&TFH - L&T FINANCE HOLDINGS LTD
Last updated on 10 Jul 2020 01:00 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
- - - - - 30 - - - - -
- - - - - 32.5 -0.05 0.15 162.73 - 5,600
- - - - - 35 - - - - -
- - - - - 37.5 - - - - -
- - - - - 40 - - - - 16,800
- - - - - 42 - - - - -
- - - - - 42.5 - - - - 5,600
- - - - - 43 - - - - -
- - - - - 44 - - - - -
- - - - - 45 - - - - 28,000
- - - - - 46 - - - - -
- - - - - 47 - - - - -
- - - - - 47.5 - - - - 16,800
- - - - - 48 - - - - -
- - - - - 49 - - - - -
- - - - - 50 - - - - 162,400
- - - - - 51 - - - - -
- - - - - 52 - - - - -
- - - - - 52.5 - - - - 22,400
- - - - - 53 - - - - -
- - - - - 54 - - - - -
5,600 - - - - 55 0.10 0.60 81.32 11,200 352,800
- - - - - 56 - - - - -
5,600 - - - - 57 - - - - -
- - - - - 57.5 - - - - 78,400
- - - - - 58 0.40 1.00 79.39 - 95,200
- - - - - 59 - - - - 5,600
61,600 - - - - 60 0.15 1.45 80.07 50,400 985,600
5,600 - - - - 61 - - - - 11,200
16,800 - - - - 62 0.15 1.85 77.35 5,600 190,400
16,800 - - - - 62.5 0.40 2.30 83.21 -5,600 67,200
11,200 - - - - 63 - - - - 50,400
5,600 - - - - 64 0.25 2.70 81.17 5,600 358,400
112,000 -5,600 82.35 7.80 -0.40 65 0.45 3.10 80.72 -50,400 991,200
11,200 - 78.79 7.00 -3.20 66 0.55 3.50 78.97 -5,600 67,200
56,000 - 81.39 6.60 -0.60 67 0.50 4.05 83.27 11,200 117,600
61,600 -5,600 71.25 5.70 -1.20 67.5 0.45 4.20 81.96 5,600 252,000
140,000 - 69.12 5.30 -1.00 68 0.80 4.75 86.89 33,600 207,200
117,600 16,800 69.23 4.80 -1.25 69 0.75 5.25 86.83 11,200 117,600
2,301,600 156,800 72.66 4.80 -0.70 70 0.45 5.45 87.10 106,400 1,344,000
235,200 22,400 72.45 4.35 -0.70 71 0.90 6.45 88.49 -5,600 89,600
358,400 -16,800 75.62 4.00 -0.65 72 1.00 7.05 88.69 - 67,200
543,200 61,600 77.82 3.85 -0.65 72.5 0.70 7.05 83.98 - 145,600
532,000 22,400 73.66 3.40 -0.85 73 1.30 7.80 90.83 -28,000 95,200
386,400 28,000 72.77 3.00 -0.90 74 1.00 8.05 84.75 - 95,200
4,715,200 168,000 78.72 3.00 -0.55 75 1.15 9.20 92.49 -33,600 296,800
324,800 -22,400 74.50 2.50 -0.75 76 0.80 9.70 89.58 -39,200 56,000
168,000 -11,200 78.21 2.45 -0.50 77 - - - - 5,600
179,200 16,800 76.07 2.20 -0.65 77.5 0.90 10.50 85.10 - 39,200
128,800 - 81.72 2.40 -0.35 78 - - - - 5,600
- - - - - 79 - - - - -
2,592,800 173,600 79.83 1.85 -0.40 80 - - - - 11,200
- - - - - 81 - - - - -
- - - - - 82 - - - - -
201,600 11,200 80.86 1.45 -0.20 82.5 - - - - -
- - - - - 83 - - - - -
16,800 - 77.92 1.10 -0.40 84 - - - - -
1,316,000 - 78.54 1.10 -0.25 85 - - - - 5,600
22,400 -5,600 81.53 1.00 -0.40 86 - - - - -
89,600 5,600 89.48 1.20 0.05 87 - - - - 11,200
610,400 -11,200 80.37 0.85 -0.25 87.5 - - - - -
Total 15,349,600 6,473,600
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.