search
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
- 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 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.