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Option Chain For LUPIN - LUPIN LIMITED
Last updated on 24 Nov 2020 04:18 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
- - - - - 640 - - - - -
- - - - - 660 - - - - -
- - - - - 680 - - - - -
1,700 - - - - 700 - - - - 3,400
850 - - 176.00 -103.00 720 - - - - -
- - - - - 740 -0.05 0.10 - -850 1,700
- - - - - 760 -0.15 0.20 - -2,550 38,250
- - - - - 780 -0.10 0.40 - - 17,000
850 - - - - 800 -0.60 0.20 - -45,900 147,050
- - - - - 820 -0.70 0.45 - -16,150 91,800
2,550 - - - - 840 -1.70 0.60 56.70 -64,600 130,050
17,000 -11,900 - 41.25 11.35 860 -3.50 1.25 54.16 -50,150 161,500
82,450 -49,300 54.82 23.50 6.20 880 -7.30 3.20 50.87 -41,650 136,000
647,700 -118,150 57.53 11.70 2.60 900 -10.80 11.00 50.36 -42,500 260,100
451,350 -147,900 60.78 6.25 1.30 920 -11.60 26.00 64.50 -39,100 144,500
612,000 -137,700 68.71 3.35 0.10 940 -12.05 45.00 - -21,250 92,650
413,950 -77,350 72.95 1.90 -0.40 960 -6.85 65.65 - -2,550 59,500
283,050 -8,500 78.64 1.35 -0.40 980 -5.95 82.15 - -2,550 20,400
632,400 -114,750 87.86 1.05 -0.20 1000 -6.90 105.10 - -11,050 35,700
165,750 -23,800 92.85 0.80 -0.15 1020 - - - - 12,750
106,250 -10,200 - 0.50 -0.35 1040 - - - - 4,250
67,150 -9,350 - 0.35 -0.25 1060 - 165.00 - - 4,250
59,500 -1,700 - 0.40 - 1080 - - - - -
347,650 -83,300 - 0.30 -0.25 1100 - - - - 4,250
40,800 -1,700 - 0.15 -0.35 1120 - - - - -
37,400 -5,950 - 0.05 -0.15 1140 - - - - -
2,550 - - - - 1160 - - - - -
850 - - - - 1180 - - - - 850
57,800 -850 - 0.10 - 1200 - - - - -
850 - - - - 1220 - - - - -
- - - - - 1240 - - - - -
- - - - - 1260 - - - - -
2,550 - - - - 1280 - - - - 1,700
Total 4,034,950 1,367,650
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.