search
Option Chain For MANAPPURAM - MANAPPURAM FINANCE LTD
Last updated on
25 Sep 2020 08:11 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 | |
| - | - | - | - | - | 105 | - | - | - | - | - |
| - | - | - | - | - | 110 | -0.45 | 0.25 | 57.89 | 18,000 | 48,000 |
| - | - | - | - | - | 115 | -4.45 | 0.40 | 55.86 | 6,000 | 6,000 |
| - | - | - | - | - | 120 | -0.95 | 0.55 | 52.35 | 102,000 | 270,000 |
| - | - | - | - | - | 125 | -1.55 | 0.80 | 49.54 | 42,000 | 72,000 |
| - | - | - | - | - | 130 | -2.70 | 1.20 | 47.25 | 138,000 | 306,000 |
| 12,000 | 12,000 | - | 12.85 | 0.65 | 135 | -3.55 | 2.10 | 47.87 | 36,000 | 150,000 |
| 192,000 | -12,000 | 40.24 | 16.05 | 6.85 | 140 | -4.70 | 3.20 | 47.16 | 252,000 | 492,000 |
| 246,000 | 120,000 | 42.95 | 12.95 | 6.05 | 145 | -5.95 | 4.65 | 46.29 | 198,000 | 396,000 |
| 408,000 | 60,000 | 43.70 | 10.10 | 4.95 | 150 | -7.45 | 6.55 | 45.60 | 60,000 | 342,000 |
| 264,000 | 162,000 | 40.92 | 7.10 | 3.40 | 155 | -4.60 | 9.00 | 45.43 | 6,000 | 18,000 |
| 840,000 | 408,000 | 40.90 | 5.10 | 2.35 | 160 | -9.80 | 11.20 | 41.37 | 30,000 | 108,000 |
| 390,000 | 168,000 | 41.43 | 3.65 | 1.75 | 165 | - | 26.10 | - | - | 12,000 |
| 462,000 | 162,000 | 44.54 | 2.95 | 1.65 | 170 | -9.45 | 20.55 | 55.22 | - | 84,000 |
| 156,000 | 144,000 | 43.39 | 1.90 | 0.90 | 175 | - | - | - | - | - |
| 138,000 | 120,000 | 44.18 | 1.35 | - | 180 | - | 24.00 | - | - | 12,000 |
| 18,000 | 6,000 | 44.26 | 0.90 | -1.05 | 185 | - | - | - | - | - |
| - | - | - | - | - | 190 | - | - | - | - | - |
| - | - | - | - | - | 195 | - | - | - | - | - |
| - | - | - | - | - | 200 | - | - | - | - | - |
| - | - | - | - | - | 205 | - | - | - | - | - |
| - | - | - | - | - | 210 | - | - | - | - | - |
| 18,000 | 6,000 | 50.58 | 0.15 | -0.05 | 215 | - | - | - | - | - |
| Total | 3,144,000 | 2,316,000 | ||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.