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Option Chain For LUPIN - LUPIN LIMITED
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
850 - - - - 640 - - - - 850
- - - - - 660 - - - - -
- - - - - 680 - - - - -
- - - - - 700 - - - - -
2,550 - - - - 720 - - - - -
- - - - - 740 - - - - -
- - - - - 760 - - - - -
- - - - - 780 - - - - 850
- - - - - 800 - - - - -
- - - - - 820 - - - - -
- - - - - 840 - - - - 10,200
- - - - - 860 - - - - 31,450
- - - - - 880 -1.05 1.15 50.18 -850 54,400
5,950 -2,550 67.30 118.00 2.65 900 -0.10 2.70 52.15 -2,550 198,050
- - - - - 920 -0.50 2.85 45.06 850 64,600
3,400 - - - - 940 0.25 5.60 46.42 -11,050 124,100
3,400 850 50.19 63.10 -2.15 960 0.45 9.20 44.82 850 105,400
9,350 - 45.84 46.90 -7.10 980 0.55 14.25 43.55 18,700 125,800
116,450 14,450 42.99 34.15 -3.90 1000 1.40 22.70 44.62 - 230,350
153,850 20,400 45.41 24.80 -3.20 1020 2.65 33.85 46.30 -2,550 112,200
405,450 28,900 46.51 17.60 -3.10 1040 1.60 46.10 46.36 -850 133,450
370,600 33,150 48.82 13.00 -2.30 1060 -2.10 55.40 36.65 -3,400 44,200
243,950 20,400 51.32 9.85 -1.45 1080 13.55 76.45 47.39 -4,250 22,100
561,850 -3,400 53.94 7.40 -1.25 1100 -13.60 78.00 - 850 25,500
157,250 2,550 56.34 4.10 -2.50 1120 - - - - 6,800
146,200 1,700 58.84 4.55 -0.55 1140 - - - - -
87,550 -6,800 62.44 3.90 -0.20 1160 - - - - -
59,500 -1,700 67.92 3.85 0.50 1180 - - - - -
302,600 -850 68.16 2.80 -0.15 1200 - - - - -
26,350 - 68.44 1.95 -0.90 1220 - - - - -
46,750 -5,100 75.11 2.25 0.10 1240 - - - - 1,700
21,250 -850 74.60 1.55 0.25 1260 - - - - -
34,850 850 73.54 1.00 -0.25 1280 - - - - 1,700
Total 2,759,950 1,293,700
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.