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Option Chain For RECLTD - REC LIMITED
Last updated on 25 Sep 2020 08:12 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
- - - - - 70 - - - - -
- - - - - 72.5 - 0.40 - - 6,000
- - - - - 75 - - - - -
- - - - - 77.5 0.10 0.30 51.00 24,000 24,000
- - - - - 80 - 0.60 53.73 - 30,000
- - - - - 82.5 - - - - -
- - - - - 85 -0.75 0.60 42.09 66,000 102,000
- - - - - 87.5 -3.60 0.80 39.69 6,000 6,000
- - - - - 90 -1.40 1.30 40.24 12,000 882,000
- - - - - 92.5 -1.65 1.90 39.93 - 126,000
12,000 - - 10.05 - 95 -1.95 2.75 40.27 42,000 336,000
78,000 30,000 36.67 5.55 1.35 97.5 -2.25 3.80 40.56 84,000 288,000
384,000 42,000 34.34 4.00 0.65 100 -2.60 5.00 40.39 -6,000 702,000
324,000 84,000 36.42 3.20 0.60 102.5 -0.55 8.55 58.21 6,000 84,000
630,000 150,000 35.91 2.30 0.30 105 -2.55 8.05 40.60 18,000 354,000
108,000 24,000 36.96 1.75 0.25 107.5 - 9.75 - - 30,000
912,000 282,000 37.05 1.25 0.10 110 -1.35 13.80 60.67 12,000 240,000
24,000 6,000 38.81 1.00 0.05 112.5 - 13.50 - - 6,000
414,000 96,000 38.00 0.65 -0.05 115 - 18.40 - - 24,000
30,000 6,000 38.18 0.45 -0.15 117.5 - - - - -
300,000 42,000 39.43 0.35 -0.15 120 - - - - -
- - - - - 122.5 - - - - -
66,000 -6,000 42.95 0.25 - 125 - - - - -
- - - - - 127.5 - - - - -
18,000 - - 0.40 - 130 - - - - -
- - - - - 132.5 - - - - -
12,000 12,000 46.79 0.10 -0.20 135 - - - - -
- - - - - 137.5 - - - - -
Total 3,312,000 3,240,000
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.