Read Pre-Open Market Analysis published at 8 am everday. click here
[--[65.84.65.76]--]

search
Option Chain For M&M - MAHINDRA & MAHINDRA LTD
Last updated on 01 Oct 2020 01:57 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
1,400 - - - - 380 - - - - -
- - - - - 390 - - - - -
- - - - - 400 - - - - -
- - - - - 410 - - - - -
- - - - - 420 - - - - -
- - - - - 430 - - - - -
- - - - - 440 - - - - -
- - - - - 450 - - - - -
- - - - - 460 - - - - -
- - - - - 470 - - - - -
- - - - - 480 - - - - -
- - - - - 490 - - - - -
1,400 - - - - 500 -0.30 1.35 45.84 -11,200 345,800
2,800 - - - - 510 - - - - 1,400
5,600 - - - - 520 -0.80 2.00 42.29 -1,400 109,200
8,400 - - - - 530 -0.70 3.05 42.89 1,400 61,600
- - - - - 540 -1.15 3.90 41.76 2,800 145,600
7,000 - 25.42 69.00 -8.15 550 -1.45 5.15 41.14 -5,600 169,400
11,200 - 27.99 60.40 15.40 560 -1.85 6.85 40.83 18,200 151,200
26,600 - 39.58 56.85 8.35 570 -1.95 8.85 40.31 -1,400 155,400
92,400 -7,000 32.12 45.65 2.15 580 -2.10 11.55 39.91 44,800 233,800
49,000 -7,000 34.71 40.00 2.25 590 -3.05 14.35 39.52 2,800 81,200
366,800 -25,200 36.44 34.75 3.00 600 -3.00 18.25 40.09 16,800 359,800
117,600 -29,400 36.35 28.90 2.05 610 -3.75 22.70 39.22 63,000 151,200
625,800 63,000 35.98 23.80 1.65 620 -4.10 27.90 39.80 -4,200 109,200
303,800 2,800 36.68 19.45 1.00 630 -2.65 34.55 41.81 -2,800 49,000
288,400 30,800 36.93 16.00 0.90 640 -1.45 41.90 43.76 1,400 21,000
462,000 -14,000 36.79 12.85 0.65 650 -1.85 49.00 44.67 1,400 49,000
226,800 -15,400 37.04 10.45 0.55 660 - - - - 7,000
110,600 2,800 37.87 8.65 0.70 670 - - - - -
152,600 1,400 37.61 6.90 0.45 680 - - - - -
26,600 -1,400 38.94 5.70 0.15 690 - - - - -
509,600 11,200 39.68 4.45 0.05 700 - - - - 1,400
26,600 -7,000 39.41 3.55 0.05 710 - - - - -
54,600 8,400 40.06 2.90 0.30 720 - - - - -
5,600 - - - - 730 - - - - -
9,800 1,400 41.13 1.90 0.05 740 - - - - -
112,000 8,400 41.44 1.50 -0.30 750 - - - - -
33,600 -1,400 42.48 1.30 -0.30 760 - - - - -
Total 3,638,600 2,202,200
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.