Read Pre-Open Market Analysis published at 8 am everday. click here
  1. home
  2. Option Chain
  3. RBLBANK

search
Option Chain For RBLBANK - RBL BANK LIMITED
Last updated on 10 Jul 2020 12:59 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
- - - - - 60 - - - - 1,500
- - - - - 70 - - - - -
- - - - - 80 - - - - -
- - - - - 90 - - - - -
- - - - - 95 - - - - -
- - - - - 100 - - - - 72,000
- - - - - 105 - - - - 96,000
1,500 - - - - 110 -0.05 0.40 112.67 - 4,500
- - - - - 115 - - - - 1,500
7,500 - - - - 120 0.15 0.65 104.40 - 52,500
1,500 - - - - 125 - - - - -
16,500 - - - - 130 0.35 1.10 97.80 - 177,000
3,000 - - - - 135 - - - - 1,500
21,000 - - - - 140 0.40 1.95 95.46 6,000 411,000
3,000 - - - - 145 - - - - 3,000
55,500 3,000 63.71 32.85 -7.60 150 0.95 3.70 93.25 25,500 453,000
1,500 - - - - 155 1.05 4.80 95.71 - 73,500
84,000 7,500 76.60 26.00 -7.55 160 1.55 6.35 93.22 27,000 424,500
4,500 - 88.00 24.10 -4.90 165 1.80 8.00 93.91 72,000 156,000
177,000 30,000 76.99 19.35 -7.15 170 2.50 10.25 94.45 -10,500 394,500
81,000 9,000 81.25 17.15 -5.80 175 2.80 12.50 94.88 22,500 162,000
451,500 51,000 86.96 15.50 -5.00 180 3.35 15.15 96.15 42,000 429,000
216,000 102,000 88.16 13.50 -4.10 185 3.70 18.00 96.81 -7,500 106,500
693,000 156,000 90.22 11.75 -3.90 190 4.25 21.25 102.62 -31,500 220,500
234,000 15,000 91.51 10.30 -3.45 195 3.85 24.50 99.15 13,500 75,000
1,795,500 103,500 91.51 8.80 -3.05 200 5.90 29.00 105.39 4,500 171,000
175,500 -3,000 91.19 7.75 -2.50 205 5.50 32.90 107.67 3,000 15,000
655,500 55,500 93.38 6.50 -2.35 210 6.50 36.90 109.70 - 30,000
72,000 - 91.72 5.25 -2.25 215 - - - - 13,500
691,500 3,000 94.21 4.75 -1.70 220 5.40 45.15 113.07 - 22,500
61,500 18,000 94.73 4.00 -1.60 225 - - - - -
717,000 -79,500 95.23 3.40 -1.20 230 - - - - 9,000
Total 6,220,500 3,576,000
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 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.