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Option Chain For POWERGRID - POWER GRID CORP. LTD.
Last updated on
20 Oct 2020 04:45 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 | |
| - | - | - | - | - | 120 | - | - | - | - | - |
| - | - | - | - | - | 122.5 | - | - | - | - | - |
| - | - | - | - | - | 125 | - | - | - | - | - |
| - | - | - | - | - | 127.5 | - | - | - | - | - |
| - | - | - | - | - | 130 | - | - | - | - | - |
| - | - | - | - | - | 132.5 | - | - | - | - | - |
| - | - | - | - | - | 135 | - | - | - | - | 12,000 |
| - | - | - | - | - | 137.5 | - | - | - | - | - |
| - | - | - | - | - | 140 | - | 0.15 | 42.82 | -12,000 | 300,000 |
| - | - | - | - | - | 142.5 | - | - | - | - | - |
| - | - | - | - | - | 145 | 0.05 | 0.25 | 35.91 | - | 140,000 |
| - | - | - | - | - | 147.5 | 0.15 | 0.50 | 36.22 | - | 68,000 |
| 40,000 | 8,000 | 36.81 | 8.70 | -2.60 | 150 | 0.15 | 0.80 | 34.77 | 48,000 | 784,000 |
| - | - | - | - | - | 152.5 | 0.30 | 1.30 | 33.90 | 4,000 | 140,000 |
| 68,000 | -4,000 | 35.11 | 5.00 | -1.90 | 155 | 0.50 | 2.00 | 33.29 | -44,000 | 700,000 |
| 160,000 | 64,000 | 32.02 | 3.30 | -1.85 | 157.5 | 0.80 | 3.10 | 33.93 | 56,000 | 232,000 |
| 820,000 | 180,000 | 35.18 | 2.45 | -1.35 | 160 | 1.35 | 4.60 | 34.08 | 28,000 | 756,000 |
| 352,000 | -24,000 | 35.09 | 1.65 | -1.05 | 162.5 | 1.95 | 6.05 | 31.58 | - | 140,000 |
| 1,244,000 | 144,000 | 36.52 | 1.20 | -0.65 | 165 | 1.95 | 8.45 | 35.24 | -4,000 | 348,000 |
| 200,000 | -40,000 | 37.93 | 0.85 | -0.40 | 167.5 | 2.15 | 10.55 | 38.93 | 4,000 | 32,000 |
| 1,908,000 | 196,000 | 40.17 | 0.55 | -0.40 | 170 | 2.25 | 12.80 | 40.54 | - | 392,000 |
| 168,000 | -4,000 | 43.36 | 0.50 | -0.15 | 172.5 | - | - | - | - | 24,000 |
| 516,000 | -16,000 | 42.88 | 0.30 | -0.15 | 175 | - | - | - | - | 68,000 |
| 120,000 | -8,000 | 47.35 | 0.30 | -0.05 | 177.5 | - | - | - | - | - |
| 1,108,000 | 20,000 | 47.73 | 0.25 | -0.05 | 180 | - | - | - | - | 100,000 |
| 12,000 | - | - | - | - | 182.5 | - | - | - | - | - |
| 320,000 | -4,000 | 52.88 | 0.15 | -0.05 | 185 | - | - | - | - | - |
| - | - | - | - | - | 187.5 | - | - | - | - | - |
| 344,000 | -4,000 | 56.44 | 0.10 | -0.10 | 190 | - | - | - | - | 4,000 |
| - | - | - | - | - | 192.5 | - | - | - | - | - |
| 4,000 | - | - | - | - | 195 | - | - | - | - | - |
| - | - | - | - | - | 197.5 | - | - | - | - | - |
| 244,000 | -4,000 | 69.29 | 0.10 | - | 200 | - | - | - | - | 24,000 |
| - | - | - | - | - | 202.5 | - | - | - | - | - |
| - | - | - | - | - | 205 | - | - | - | - | - |
| - | - | - | - | - | 207.5 | - | - | - | - | - |
| 12,000 | 4,000 | 98.30 | 0.35 | 0.30 | 210 | - | - | - | - | - |
| - | - | - | - | - | 212.5 | - | - | - | - | - |
| - | - | - | - | - | 215 | - | - | - | - | - |
| - | - | - | - | - | 217.5 | - | - | - | - | - |
| - | - | - | - | - | 220 | - | - | - | - | - |
| Total | 7,640,000 | 4,264,000 | ||||||||
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.