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Option Chain For LUPIN - LUPIN LIMITED
Last updated on 03 Jul 2020 02:51 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
1,400 - - - - 640 - - - - -
- - - - - 650 - - - - -
- - - - - 660 - - - - -
- - - - - 670 - - - - -
- - - - - 680 - - - - -
- - - - - 690 - - - - -
- - - - - 700 - - - - 6,300
700 - - - - 710 - - - - 700
- - - - - 720 - - - - -
- - - - - 730 - - - - -
- - - - - 740 - - - - 2,800
- - - - - 750 - - - - 1,400
- - - - - 760 - - - - -
- - - - - 770 - - - - -
- - - - - 780 - - - - 700
- - - - - 790 - - - - -
- - - - - 800 -0.95 7.15 42.48 3,500 39,900
- - - - - 810 -96.20 8.20 41.37 700 700
- - - - - 820 - - - - 6,300
- - - - - 830 - - - - 1,400
- - 30.60 71.70 -54.90 840 -1.50 15.65 42.44 - 44,800
700 - - - - 850 -1.35 19.00 42.70 4,200 63,700
- - - - - 860 -1.30 22.40 43.03 5,600 28,700
- - - - - 870 -1.70 26.50 43.48 1,400 30,100
15,400 1,400 32.38 45.00 -0.85 880 -1.85 31.05 43.99 7,000 79,100
16,100 10,500 31.46 38.35 0.90 890 -1.80 36.00 44.49 8,400 32,200
91,700 12,600 32.91 34.45 0.10 900 -2.05 41.10 44.76 4,200 102,900
39,900 7,000 33.35 30.45 -0.10 910 -0.50 46.75 45.21 -700 7,000
52,500 4,200 33.35 25.80 -0.80 920 -1.80 53.45 46.38 -3,500 30,100
35,700 4,900 33.82 22.40 -1.15 930 - - - - 12,600
156,800 13,300 34.71 19.80 -0.45 940 -2.65 66.35 47.21 700 12,600
114,800 -700 34.98 17.40 -0.25 950 - - - - 22,400
69,300 -2,100 35.68 14.90 -0.35 960 - - - - -
22,400 - - - - 970 - - - - -
37,800 4,200 36.87 11.35 - 980 - - - - -
- - - - - 990 - - - - -
164,500 3,500 38.63 8.80 0.35 1000 - - - - 4,200
700 - 39.30 8.00 -4.05 1010 - - - - -
28,700 - - - - 1020 - - - - -
5,600 - - - - 1030 - - - - -
5,600 - - - - 1040 - - - - -
30,100 -700 38.11 3.40 -0.95 1050 - - - - -
15,400 - - - - 1060 - - - - -
1,400 - - - - 1080 - - - - -
- - - - - 1100 - - - - -
- - - - - 1120 - - - - -
- - - - - 1140 - - - - -
Total 907,200 530,600
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.