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Option Chain For LT - LARSEN & TOUBRO LTD.
Last updated on 16 Jul 2020 12:57 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
- - - - - 500 - - - - -
- - - - - 520 - - - - -
- - - - - 540 - - - - -
- - - - - 560 - - - - -
- - - - - 580 - - - - -
1,125 - - - - 600 - - - - -
- - - - - 620 - - - - -
- - - - - 640 - - - - -
- - - - - 660 - - - - -
- - - - - 670 - - - - -
- - - - - 680 - - - - -
- - - - - 690 - - - - -
1,875 - - - - 700 - - - - 2,625
1,500 - - - - 710 - - - - -
- - - - - 720 - - - - 3,375
- - - - - 730 - - - - -
750 - - - - 740 - - - - -
- - - - - 750 - - - - -
750 - - - - 760 - - - - 37,875
750 - - - - 770 - - - - 375
7,500 - - - - 780 - - - - -
1,500 - - - - 790 - - - - 3,750
35,250 - - 115.00 -6.00 800 -0.45 2.55 48.99 -750 152,625
750 - - - - 810 - - - - -
4,125 - - - - 820 -0.10 4.50 48.09 2,250 19,500
- - - - - 830 - - - - 3,000
2,625 - - - - 840 -0.45 7.60 49.04 - 81,000
20,625 - - - - 850 -1.10 9.50 48.28 4,875 231,375
1,125 - - - - 860 -0.60 12.15 48.55 10,875 88,125
2,250 - - - - 870 -0.80 14.10 47.42 6,375 48,750
20,625 -750 45.34 53.15 -0.50 880 -1.00 17.30 48.47 10,125 142,875
16,500 - - - - 890 -1.40 21.15 47.76 11,250 38,250
99,000 9,750 43.26 41.05 -0.15 900 -1.10 25.50 47.96 -3,000 231,750
30,750 7,500 44.13 35.40 -0.70 910 -0.75 30.70 48.63 -375 47,625
118,500 19,500 44.34 31.50 -0.05 920 -1.25 35.25 48.99 -7,125 78,750
159,375 63,750 44.98 26.70 -0.65 930 3.25 45.50 54.41 - 52,125
190,500 -3,000 44.58 23.15 -0.70 940 -0.40 48.40 50.17 -3,750 99,000
356,625 -9,000 45.57 20.00 -0.60 950 0.40 56.85 53.26 -375 45,000
273,000 2,625 46.20 17.00 -0.75 960 -2.40 62.50 51.75 -1,500 19,875
126,000 9,000 45.60 14.00 -1.00 970 - - - - 5,625
249,375 -7,500 46.56 12.45 -0.30 980 2.70 82.05 60.07 - 7,875
78,000 -2,250 46.76 9.95 -0.85 990 - - - - 375
727,125 -9,750 48.22 9.10 - 1000 -1.70 94.05 54.46 375 28,500
62,250 - 48.46 7.45 -0.25 1010 - - - - 1,500
114,750 -4,875 48.18 6.20 -0.35 1020 - - - - 1,125
15,000 -375 48.49 5.00 -1.40 1030 - - - - -
48,000 -1,500 48.93 4.20 -0.45 1040 - - - - 375
259,875 -3,000 50.64 4.15 -0.15 1050 - - - - 750
27,000 375 52.01 3.35 -0.30 1060 - - - - -
14,250 - 54.14 3.45 -0.10 1070 - - - - 1,125
21,375 - - - - 1080 - - - - -
- - - - - 1090 - - - - -
408,000 -10,875 53.58 1.85 -0.30 1100 - - - - 9,375
3,000 - - - - 1110 - - - - -
19,125 -750 55.88 1.50 - 1120 - - - - -
750 - 54.49 1.05 -6.30 1130 - - - - -
15,750 - - - - 1140 - - - - 2,250
2,250 - - - - 1160 - - - - -
750 750 63.18 1.00 -48.95 1180 - - - - 750
111,750 -5,625 62.62 0.65 -0.20 1200 - - - - 3,375
6,000 375 60.79 0.35 -0.20 1220 - - - - -
32,625 375 70.39 0.75 0.15 1240 - - - - 7,125
Total 3,690,375 1,497,750
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.