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Related Pages for LUPIN
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LUPIN
Lupin Limited
2038.3 0.10 (0.00%)

Option Chain for LUPIN

21 Nov 2024 02:52 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 425
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 439.20 0.00 1800 -0.10 0.40 39.72 36 0 306 -0.01
- 0 0 0 - 398.50 0.00 1820 0.00 7.55 21.51 0 0 0 -0.00
- 0 0 0 - 404.50 0.00 1840 1.10 2.25 44.46 5 0 30 -0.04
0.00 0 0 0 0.00 170.00 0.00 1860 0.00 1.90 39.34 206 25 114 -0.04
- 0 0 0 - 370.90 0.00 1880 -0.10 2.80 38.64 198 10 144 -0.06
0.00 0 -1 0 0.00 148.95 0.00 1900 -0.15 3.70 37.05 386 -67 616 -0.08
0.00 0 0 0 0.00 247.40 0.00 1920 -0.60 4.85 35.33 275 0 122 -0.10
0.93 5 0 1 25.61 104.00 -0.60 1940 -0.80 6.40 33.62 403 5 174 -0.13
0.96 20 -5 17 17.16 82.50 -17.55 1960 -1.00 8.45 31.85 451 -13 172 -0.17
0.73 21 -2 11 38.49 80.50 -1.50 1980 -1.10 12.20 31.21 294 9 183 -0.23
0.75 419 -14 454 22.31 51.15 -2.95 2000 -2.15 16.30 29.62 1,320 -60 1,222 -0.30
0.64 222 14 687 22.25 37.35 -2.00 2020 -2.30 22.65 28.87 790 -13 292 -0.39
0.52 490 16 1,356 22.73 26.55 -1.55 2040 -2.70 31.10 28.39 828 20 430 -0.48
0.40 649 -17 1,439 23.10 18.10 -0.95 2060 -2.80 43.10 29.35 380 6 211 -0.58
0.29 340 13 896 23.70 12.10 -2.00 2080 -1.55 57.25 30.70 159 -10 201 -0.66
0.21 1,372 33 2,153 24.68 8.20 -1.60 2100 1.10 74.10 33.45 66 -8 482 -0.72
0.15 793 -153 1,275 25.76 5.60 -1.05 2120 -1.90 89.00 32.95 4 0 306 -0.79
0.11 1,178 -18 1,015 26.86 3.85 -1.00 2140 3.55 109.90 38.87 39 -3 481 -0.80
0.08 1,126 -9 605 28.76 3.00 -0.65 2160 4.10 129.85 43.42 22 -6 218 -0.82
0.06 601 3 252 30.38 2.30 -0.20 2180 -3.70 136.15 - 10 -2 334 -
0.05 2,802 -42 1,341 32.00 1.80 -0.15 2200 1.40 167.10 47.92 26 -7 535 -0.86
0.04 734 24 222 33.46 1.40 0.00 2220 -12.00 173.00 - 14 2 195 -
0.03 294 -26 56 35.14 1.15 -0.15 2240 0.00 214.45 0.00 0 0 0 0.00
0.03 211 -8 25 37.46 1.05 -0.05 2260 -22.20 200.00 - 1 0 49 -
0.02 119 -10 24 37.96 0.85 -0.55 2280 0.00 175.30 0.00 0 0 0 0.00
0.02 1,105 -81 239 40.54 0.75 -0.10 2300 0.00 269.10 0.00 0 0 0 0.00
0.00 0 -4 0 0.00 0.80 0.00 2320 0.00 165.85 0.00 0 0 0 0.00
0.01 80 0 50 43.67 0.55 -0.15 2340 0.00 189.25 0.00 0 0 0 0.00
0.01 172 -7 9 44.73 0.45 -0.30 2360 0.00 186.55 0.00 0 0 0 0.00
0.02 116 -6 14 52.43 1.00 0.50 2380 0.00 192.25 0.00 0 0 0 0.00
0.01 510 -10 19 47.70 0.35 -0.05 2400 0.00 246.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.80 0.00 2420 0.00 246.35 0.00 0 0 0 0.00
0.01 66 0 1 50.65 0.30 0.10 2440 0.00 269.60 - 0 0 0 -
0.00 0 0 0 0.00 1.45 0.00 2460 0.00 277.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.10 0.00 2480 0.00 313.30 0.00 0 0 0 0.00
- 556 -12 24 - 0.40 0.05 2500 0.00 309.90 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 0.20 0.00 2520 0.00 329.95 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2540 0.00 0.00 0.00 0 0 0 0.00
- 110 -1 2 - 0.10 0.05 2560 0.00 361.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2580 0.00 0.00 0.00 0 0 0 0.00
- 372 -6 7 - 0.05 0.00 2600 0.00 394.60 0.00 0 0 0 0.00
14,483 6,817
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.