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Option Chain For RECLTD - REC LIMITED
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 | |
| - | - | - | - | - | 55 | - | - | - | - | 24,000 |
| - | - | - | - | - | 57.5 | - | - | - | - | - |
| - | - | - | - | - | 60 | - | - | - | - | - |
| - | - | - | - | - | 62.5 | - | - | - | - | 6,000 |
| - | - | - | - | - | 65 | - | - | - | - | - |
| - | - | - | - | - | 67.5 | - | - | - | - | - |
| - | - | - | - | - | 70 | 0.10 | 0.20 | 103.17 | - | 24,000 |
| - | - | - | - | - | 72.5 | - | - | - | - | 6,000 |
| - | - | - | - | - | 75 | - | - | - | - | - |
| - | - | - | - | - | 77.5 | - | - | - | - | - |
| - | - | - | - | - | 80 | - | - | - | - | 96,000 |
| - | - | - | - | - | 82.5 | - | - | - | - | - |
| - | - | - | - | - | 85 | 0.10 | 0.30 | 61.35 | - | 168,000 |
| - | - | - | - | - | 87.5 | - | - | - | - | - |
| 12,000 | - | - | - | - | 90 | -0.15 | 0.50 | 52.30 | 6,000 | 360,000 |
| - | - | - | - | - | 92.5 | - | 0.80 | 50.96 | 6,000 | 24,000 |
| 42,000 | - | 28.35 | 7.45 | -3.10 | 95 | -0.30 | 1.30 | 50.69 | 18,000 | 516,000 |
| 18,000 | - | - | - | - | 97.5 | -0.10 | 2.00 | 50.42 | 6,000 | 246,000 |
| 162,000 | 24,000 | 47.38 | 4.95 | 0.05 | 100 | -0.40 | 2.95 | 50.42 | - | 996,000 |
| 84,000 | 12,000 | 49.31 | 3.80 | -0.05 | 102.5 | -0.55 | 4.15 | 50.47 | -6,000 | 162,000 |
| 750,000 | 42,000 | 48.00 | 2.85 | -0.05 | 105 | -0.55 | 5.55 | 49.96 | -18,000 | 390,000 |
| 174,000 | -6,000 | 48.83 | 1.90 | -0.20 | 107.5 | - | - | - | - | 132,000 |
| 1,068,000 | -6,000 | 51.38 | 1.55 | -0.05 | 110 | - | - | - | - | 498,000 |
| 318,000 | 36,000 | 51.70 | 1.00 | -0.20 | 112.5 | -0.30 | 11.60 | 58.47 | - | 54,000 |
| 1,920,000 | -54,000 | 53.67 | 0.75 | -0.15 | 115 | 1.00 | 15.00 | 81.20 | - | 90,000 |
| 216,000 | -24,000 | 53.77 | 0.50 | -0.30 | 117.5 | - | - | - | - | 42,000 |
| 1,176,000 | 18,000 | 58.03 | 0.45 | -0.05 | 120 | - | - | - | - | 24,000 |
| 150,000 | - | 58.00 | 0.30 | -0.15 | 122.5 | - | - | - | - | 30,000 |
| 564,000 | -54,000 | 60.69 | 0.25 | -0.05 | 125 | - | - | - | - | 42,000 |
| 72,000 | - | - | - | - | 127.5 | - | - | - | - | 36,000 |
| 636,000 | -72,000 | 67.07 | 0.20 | - | 130 | - | - | - | - | 36,000 |
| 12,000 | - | - | - | - | 132.5 | - | - | - | - | - |
| 228,000 | - | 71.92 | 0.15 | - | 135 | - | - | - | - | 6,000 |
| 6,000 | - | - | - | - | 137.5 | - | - | - | - | - |
| Total | 7,608,000 | 4,008,000 | ||||||||
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.