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Option Chain For POWERGRID - POWER GRID CORP. LTD.
Last updated on
16 Jul 2020 12:53 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 | |
| - | - | - | - | - | 120 | - | - | - | - | 16,000 |
| - | - | - | - | - | 122.5 | - | - | - | - | - |
| - | - | - | - | - | 125 | - | - | - | - | - |
| - | - | - | - | - | 127.5 | - | - | - | - | - |
| - | - | - | - | - | 130 | - | - | - | - | - |
| - | - | - | - | - | 132.5 | - | - | - | - | - |
| - | - | - | - | - | 135 | - | - | - | - | - |
| - | - | - | - | - | 137.5 | - | - | - | - | - |
| - | - | - | - | - | 140 | -0.05 | 0.20 | 43.39 | - | 28,000 |
| 8,000 | - | - | - | - | 142.5 | - | - | - | - | - |
| - | - | - | - | - | 145 | 0.30 | 0.55 | 43.77 | 4,000 | 8,000 |
| - | - | - | - | - | 147.5 | - | - | - | - | - |
| - | - | - | - | - | 150 | - | 0.90 | 39.21 | 100,000 | 528,000 |
| - | - | - | - | - | 152.5 | -6.80 | 1.20 | 37.37 | 56,000 | 56,000 |
| - | - | - | - | - | 155 | 0.30 | 1.90 | 38.57 | 108,000 | 264,000 |
| 4,000 | - | 26.88 | 6.50 | -3.95 | 157.5 | 0.40 | 2.70 | 38.77 | - | 104,000 |
| 176,000 | 132,000 | 36.04 | 6.05 | -1.50 | 160 | 0.60 | 3.70 | 39.00 | 44,000 | 880,000 |
| 44,000 | 24,000 | 37.46 | 4.80 | -1.60 | 162.5 | 0.85 | 5.00 | 40.01 | -8,000 | 168,000 |
| 300,000 | 108,000 | 39.19 | 3.80 | -0.85 | 165 | 1.20 | 6.60 | 41.84 | -12,000 | 376,000 |
| 72,000 | -4,000 | 39.42 | 3.00 | -0.70 | 167.5 | 1.60 | 7.70 | 38.09 | -4,000 | 252,000 |
| 816,000 | -16,000 | 40.36 | 2.30 | -0.55 | 170 | 1.95 | 10.60 | 48.31 | -28,000 | 504,000 |
| 184,000 | 40,000 | 40.95 | 1.80 | -0.40 | 172.5 | 1.40 | 11.90 | 43.53 | - | 228,000 |
| 892,000 | 88,000 | 43.03 | 1.40 | -0.30 | 175 | 2.95 | 14.90 | 54.05 | -16,000 | 132,000 |
| 268,000 | 12,000 | 44.28 | 1.20 | -0.05 | 177.5 | 4.15 | 17.50 | 60.51 | - | 76,000 |
| 2,216,000 | 388,000 | 45.31 | 1.00 | -0.05 | 180 | 2.20 | 18.50 | 50.57 | 8,000 | 608,000 |
| 116,000 | -4,000 | 46.27 | 0.75 | - | 182.5 | - | - | - | - | 28,000 |
| 668,000 | 8,000 | 47.35 | 0.60 | -0.05 | 185 | - | - | - | - | 20,000 |
| 36,000 | - | - | - | - | 187.5 | - | - | - | - | - |
| 1,208,000 | 40,000 | 49.77 | 0.40 | - | 190 | 9.30 | 28.50 | 65.53 | - | 8,000 |
| 92,000 | - | - | - | - | 192.5 | - | - | - | - | - |
| 228,000 | -16,000 | 51.31 | 0.25 | -0.05 | 195 | - | - | - | - | - |
| 8,000 | - | - | - | - | 197.5 | - | - | - | - | - |
| 1,768,000 | - | 54.89 | 0.20 | - | 200 | - | - | - | - | - |
| 12,000 | - | - | - | - | 202.5 | - | - | - | - | - |
| 24,000 | - | - | - | - | 205 | - | - | - | - | - |
| - | - | - | - | - | 207.5 | - | - | - | - | - |
| 244,000 | -8,000 | 58.99 | 0.10 | -0.05 | 210 | - | - | - | - | - |
| - | - | - | - | - | 212.5 | - | - | - | - | - |
| - | - | - | - | - | 215 | - | - | - | - | - |
| - | - | - | - | - | 217.5 | - | - | - | - | - |
| 36,000 | - | - | - | - | 220 | - | - | - | - | - |
| - | - | - | - | - | 222.5 | - | - | - | - | - |
| - | - | - | - | - | 225 | - | - | - | - | - |
| - | - | - | - | - | 227.5 | - | - | - | - | - |
| 180,000 | -60,000 | 70.27 | 0.05 | - | 230 | - | - | - | - | - |
| Total | 9,600,000 | 4,284,000 | ||||||||
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.