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Option Chain For NATIONALUM - NATIONAL ALUMINIUM CO LTD
Last updated on 03 Jul 2020 02:52 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
- - - - - 18 - - - - 11,700
- - - - - 19 - - - - -
- - - - - 20 - - - - 11,700
- - - - - 21 - - - - -
- - - - - 22 - - - - 23,400
- - - - - 23 -0.20 0.05 67.34 11,700 11,700
- - - - - 24 - - - - -
- - - - - 25 -0.05 0.10 60.93 35,100 280,800
- - - - - 26 -0.05 0.15 58.68 - 351,000
- - - - - 27 -0.10 0.20 54.92 - 351,000
23,400 - - - - 28 -0.10 0.35 55.75 -23,400 573,300
35,100 - - - - 29 0.05 0.60 57.95 81,900 503,100
257,400 - 50.97 3.45 0.40 30 -0.10 0.75 53.54 58,500 1,942,200
187,200 - 48.41 2.70 -0.25 31 0.05 1.15 55.63 - 585,000
514,800 -117,000 49.59 2.15 -0.15 32 -0.10 1.50 53.55 152,100 596,700
877,500 58,500 49.47 1.65 -0.30 33 -0.10 2.05 54.94 35,100 304,200
1,041,300 46,800 49.70 1.25 -0.25 34 -0.65 2.75 58.34 11,700 152,100
3,322,800 - 50.52 0.95 -0.25 35 - - - - 245,700
889,200 70,200 52.47 0.75 -0.20 36 - - - - 93,600
491,400 - 54.52 0.60 -0.10 37 - - - - 46,800
807,300 -11,700 55.08 0.45 -0.10 38 - - - - 23,400
105,300 - 58.75 0.40 -0.15 39 - - - - -
3,872,700 128,700 59.09 0.30 -0.05 40 - - - - 140,400
46,800 - 61.11 0.25 -0.05 41 - - - - -
327,600 - 58.43 0.15 -0.05 42 - - - - -
1,053,000 23,400 62.60 0.15 - 43 - - - - -
Total 13,852,800 6,247,800
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.