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Option Chain For PNB - PUNJAB NATIONAL BANK
Last updated on 01 Oct 2020 01:03 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
- - - - - 21 - 0.25 83.17 14,000 14,000
- - - - - 22 - 0.40 84.01 14,000 14,000
- - - - - 23 -0.25 0.25 63.26 - -
- - - - - 24 - - - - -
28,000 - - - - 25 0.25 0.55 59.32 490,000 2,212,000
- - - - - 26 0.25 0.75 56.05 602,000 1,274,000
140,000 -14,000 60.80 2.60 - 27 0.35 1.15 55.82 294,000 1,456,000
1,050,000 560,000 50.56 1.70 -0.25 28 0.35 1.60 57.53 476,000 1,862,000
1,680,000 686,000 52.36 1.35 -0.15 29 0.30 2.10 56.27 -56,000 868,000
5,614,000 1,078,000 52.81 1.00 -0.15 30 0.40 2.80 58.81 98,000 3,584,000
1,414,000 154,000 55.86 0.75 -0.10 31 0.65 3.65 64.30 14,000 406,000
2,814,000 252,000 56.84 0.60 -0.05 32 1.45 4.25 58.64 14,000 1,176,000
1,750,000 42,000 57.88 0.45 -0.05 33 - - - - 504,000
2,072,000 126,000 59.59 0.35 -0.05 34 -0.10 5.50 - 14,000 350,000
4,396,000 -126,000 59.71 0.25 -0.05 35 - - - - 532,000
448,000 -14,000 61.65 0.20 -0.05 36 - - - - 42,000
1,414,000 -14,000 62.49 0.15 -0.05 37 - - - - 70,000
462,000 - 67.16 0.15 - 38 - - - - -
140,000 14,000 71.63 0.15 - 39 - - - - -
1,946,000 112,000 75.92 0.15 0.05 40 - - - - 14,000
42,000 - - - - 41 - - - - -
14,000 - - - - 42 - - - - -
- - - - - 43 - - - - -
154,000 -14,000 76.12 0.05 - 44 - - - - 140,000
Total 25,578,000 14,518,000
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 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.