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Option Chain For PFC - POWER FIN CORP LTD.
Last updated on
25 Sep 2020 08:11 PM
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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 | |
| - | - | - | - | - | 55 | - | - | - | - | - |
| - | - | - | - | - | 57.5 | - | - | - | - | - |
| - | - | - | - | - | 60 | -0.05 | 0.15 | 62.34 | 6,200 | 6,200 |
| - | - | - | - | - | 62.5 | - | - | - | - | - |
| - | - | - | - | - | 65 | 0.05 | 0.20 | 53.03 | -6,200 | - |
| - | - | - | - | - | 67.5 | - | - | - | - | - |
| - | - | - | - | - | 70 | -0.65 | 0.35 | 46.48 | 12,400 | 31,000 |
| - | - | - | - | - | 72.5 | - | 0.90 | - | - | 12,400 |
| 37,200 | - | - | 10.55 | 1.55 | 75 | -0.80 | 0.65 | 40.45 | 148,800 | 601,400 |
| - | - | - | - | - | 77.5 | -1.00 | 1.20 | 41.99 | 68,200 | 496,000 |
| 24,800 | 6,200 | - | 2.60 | -3.55 | 80 | -1.30 | 1.75 | 40.76 | 37,200 | 1,289,600 |
| 37,200 | 24,800 | 20.08 | 4.30 | -0.45 | 82.5 | -1.65 | 2.50 | 39.70 | 74,400 | 775,000 |
| 694,400 | 198,400 | 34.22 | 4.10 | 0.60 | 85 | -1.90 | 3.60 | 39.96 | 6,200 | 1,072,600 |
| 285,200 | 111,600 | 33.93 | 2.90 | 0.30 | 87.5 | -2.65 | 4.90 | 39.84 | - | 248,000 |
| 1,841,400 | 148,800 | 36.05 | 2.20 | 0.20 | 90 | -2.40 | 6.70 | 42.46 | 18,600 | 1,041,600 |
| 322,400 | 198,400 | 36.56 | 1.55 | 0.10 | 92.5 | -2.20 | 6.30 | - | 6,200 | 62,000 |
| 4,030,000 | 142,600 | 37.40 | 1.10 | -0.05 | 95 | -1.45 | 11.65 | 57.61 | - | 1,357,800 |
| 105,400 | 24,800 | 38.61 | 0.80 | -0.10 | 97.5 | - | 15.50 | - | - | 105,400 |
| 992,000 | 161,200 | 38.11 | 0.50 | -0.15 | 100 | -1.85 | 15.80 | 60.87 | - | 105,400 |
| 31,000 | - | - | 0.50 | - | 102.5 | - | - | - | - | - |
| 365,800 | 86,800 | 41.52 | 0.30 | -0.20 | 105 | - | 22.00 | - | - | 12,400 |
| - | - | - | - | - | 107.5 | - | - | - | - | - |
| 1,252,400 | - | 45.14 | 0.20 | -0.20 | 110 | - | 17.00 | - | - | 18,600 |
| - | - | - | - | - | 112.5 | - | 28.55 | - | - | 6,200 |
| - | - | - | - | - | 115 | - | 26.15 | - | - | 31,000 |
| - | - | - | - | - | 117.5 | - | - | - | - | - |
| 68,200 | 37,200 | 51.60 | 0.10 | - | 120 | 0.85 | 37.00 | 117.35 | - | 142,600 |
| Total | 10,087,400 | 7,415,200 | ||||||||
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.