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Option Chain For PETRONET - PETRONET LNG LIMITED
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 | |
| - | - | - | - | - | 145 | - | - | - | - | - |
| - | - | - | - | - | 150 | - | - | - | - | - |
| - | - | - | - | - | 155 | - | - | - | - | - |
| - | - | - | - | - | 160 | - | - | - | - | - |
| - | - | - | - | - | 165 | - | - | - | - | - |
| - | - | - | - | - | 170 | - | - | - | - | - |
| - | - | - | - | - | 175 | - | - | - | - | - |
| - | - | - | - | - | 180 | - | - | - | - | - |
| - | - | - | - | - | 185 | - | - | - | - | - |
| - | - | - | - | - | 190 | - | - | - | - | - |
| - | - | - | - | - | 195 | - | - | - | - | - |
| 3,000 | - | - | - | - | 200 | - | - | - | - | - |
| - | - | - | - | - | 205 | - | - | - | - | - |
| - | - | - | - | - | 210 | - | - | - | - | 3,000 |
| - | - | - | - | - | 215 | - | - | - | - | - |
| - | - | - | - | - | 220 | -0.25 | 0.40 | 43.97 | 18,000 | 147,000 |
| - | - | - | - | - | 225 | -7.00 | 1.00 | 48.43 | -3,000 | - |
| 6,000 | - | - | - | - | 230 | -0.50 | 1.00 | 44.06 | - | 33,000 |
| - | - | - | - | - | 235 | - | - | - | - | 9,000 |
| 6,000 | - | - | - | - | 240 | -1.10 | 2.00 | 43.05 | -6,000 | 210,000 |
| - | - | - | - | - | 245 | -1.30 | 3.00 | 43.97 | 18,000 | 48,000 |
| 27,000 | 3,000 | - | 20.00 | 3.25 | 250 | -1.85 | 4.05 | 43.04 | 21,000 | 153,000 |
| 27,000 | -6,000 | - | 16.55 | 2.70 | 255 | -2.15 | 5.60 | 44.37 | 24,000 | 102,000 |
| 96,000 | -24,000 | 9.81 | 13.30 | 2.40 | 260 | -2.10 | 7.80 | 46.64 | 9,000 | 123,000 |
| 102,000 | -15,000 | 17.58 | 10.25 | 1.70 | 265 | -4.20 | 10.45 | 49.01 | 21,000 | 63,000 |
| 276,000 | -12,000 | 22.82 | 8.45 | 1.80 | 270 | -4.00 | 12.75 | 49.03 | 3,000 | 6,000 |
| 84,000 | 15,000 | 23.90 | 6.25 | 0.85 | 275 | - | - | - | - | - |
| 339,000 | 12,000 | 26.80 | 5.00 | 1.15 | 280 | - | - | - | - | 6,000 |
| 27,000 | 3,000 | 29.70 | 4.30 | 1.15 | 285 | - | - | - | - | 3,000 |
| 171,000 | -39,000 | 28.19 | 2.75 | 0.75 | 290 | - | - | - | - | 3,000 |
| - | - | - | - | - | 295 | - | - | - | - | - |
| 309,000 | 6,000 | 30.53 | 1.55 | 0.35 | 300 | - | - | - | - | - |
| - | - | - | - | - | 305 | - | - | - | - | - |
| 123,000 | 9,000 | 32.63 | 0.90 | 0.30 | 310 | - | - | - | - | - |
| 33,000 | - | 31.42 | 0.50 | 0.10 | 315 | - | - | - | - | - |
| 3,000 | 3,000 | 34.79 | 0.55 | -11.70 | 320 | - | - | - | - | - |
| Total | 1,632,000 | 909,000 | ||||||||
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 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.