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Option Chain For LT - LARSEN & TOUBRO LTD.
Last updated on 20 Oct 2020 04:45 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
- - - - - 680 - - - - -
550 - - - - 700 - - - - 7,150
- - - - - 720 - - - - -
3,300 - - - - 740 0.05 1.30 75.85 -550 53,350
- - - - - 760 -0.05 1.40 68.91 550 115,500
2,200 - - - - 780 0.30 1.40 61.46 - 78,100
22,000 -7,150 51.93 121.00 11.50 800 0.15 1.95 54.71 -28,600 257,400
8,800 -1,650 81.78 111.05 24.20 820 -0.80 1.60 46.81 -20,350 149,600
20,900 -7,150 41.85 82.05 19.05 840 -2.00 2.10 42.17 -59,950 256,300
110,000 -3,850 40.84 64.20 12.00 860 -2.85 4.35 40.74 -57,200 425,150
91,850 -50,600 38.26 47.15 8.95 880 -4.75 7.25 38.54 -35,200 343,200
570,900 -299,750 38.33 33.30 7.45 900 -6.85 12.70 37.70 19,800 774,950
787,600 -398,750 39.08 22.75 5.65 920 -7.05 21.85 38.07 49,500 228,250
1,164,350 162,250 39.83 14.60 3.85 940 -12.80 34.20 39.04 42,350 135,850
759,000 50,600 40.85 9.15 2.60 960 -16.85 48.60 40.03 -12,100 145,200
332,200 12,650 42.28 5.80 1.60 980 -26.80 56.00 - - 14,300
986,150 -72,050 45.14 3.90 0.80 1000 -15.00 83.00 42.58 -3,300 53,350
161,150 -15,400 47.94 3.40 1.30 1020 -22.65 93.00 - - 3,850
115,500 19,250 50.81 2.15 0.85 1040 - - - - 1,650
72,600 7,700 52.69 1.45 0.30 1060 - - - - 550
42,900 9,350 56.18 1.20 0.20 1080 - - - - -
221,100 12,100 57.33 0.80 - 1100 -36.50 168.50 - 1,100 14,300
550 - 60.83 0.70 -0.60 1120 - - - - -
10,450 - 69.06 1.00 0.55 1140 -17.60 212.40 - -1,100 550
20,350 2,200 74.21 1.05 0.65 1160 - - - - 8,250
1,100 -550 76.20 0.85 0.25 1180 -40.00 250.00 - -550 550
Total 5,505,500 3,067,350
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.