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Option Chain For NATIONALUM - NATIONAL ALUMINIUM CO 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 | |
| - | - | - | - | - | 22 | - | - | - | - | - |
| - | - | - | - | - | 23 | - | - | - | - | - |
| - | - | - | - | - | 24 | - | - | - | - | - |
| - | - | - | - | - | 25 | - | - | - | - | - |
| - | - | - | - | - | 26 | -0.60 | 0.20 | 51.54 | 34,000 | 34,000 |
| 85,000 | - | - | 4.00 | - | 27 | -0.30 | 0.25 | 47.16 | 17,000 | 170,000 |
| - | - | - | - | - | 28 | -0.40 | 0.35 | 44.33 | 102,000 | 595,000 |
| 51,000 | 51,000 | - | 2.70 | -2.80 | 29 | -0.60 | 0.55 | 43.71 | 85,000 | 629,000 |
| 663,000 | 153,000 | 36.87 | 2.55 | 0.85 | 30 | -0.80 | 0.80 | 42.34 | -17,000 | 1,598,000 |
| 510,000 | 153,000 | 37.76 | 1.95 | 0.60 | 31 | -0.55 | 1.35 | 46.92 | 153,000 | 408,000 |
| 884,000 | -34,000 | 39.60 | 1.50 | 0.45 | 32 | -1.10 | 1.70 | 43.41 | 17,000 | 935,000 |
| 731,000 | 238,000 | 42.67 | 1.20 | 0.40 | 33 | -1.25 | 2.35 | 45.47 | -68,000 | 272,000 |
| 901,000 | 68,000 | 42.14 | 0.85 | 0.25 | 34 | -1.45 | 3.00 | 45.38 | - | 289,000 |
| 2,584,000 | 323,000 | 38.94 | 0.50 | 0.05 | 35 | - | 4.95 | 79.83 | 51,000 | 1,054,000 |
| 680,000 | 68,000 | 41.72 | 0.40 | 0.05 | 36 | -0.45 | 4.95 | 59.51 | -34,000 | 476,000 |
| 442,000 | 17,000 | 43.23 | 0.30 | 0.05 | 37 | - | 7.10 | - | - | 306,000 |
| 544,000 | 153,000 | 45.90 | 0.25 | - | 38 | - | 4.75 | - | - | 34,000 |
| 187,000 | 17,000 | 44.56 | 0.15 | - | 39 | - | 8.25 | - | - | 34,000 |
| 1,564,000 | 272,000 | 52.11 | 0.20 | - | 40 | - | 7.80 | - | - | 51,000 |
| 34,000 | - | - | 0.20 | - | 41 | - | - | - | - | - |
| 17,000 | 17,000 | 52.09 | 0.10 | -0.80 | 42 | - | - | - | - | - |
| - | - | - | - | - | 43 | - | - | - | - | - |
| 17,000 | - | - | 0.20 | - | 44 | - | - | - | - | - |
| 425,000 | 34,000 | 62.17 | 0.10 | 0.05 | 45 | - | - | - | - | - |
| Total | 10,319,000 | 6,885,000 | ||||||||
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.