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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
  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.