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Option Chain For SAIL - STEEL AUTHORITY OF INDIA
Last updated on 30 Sep 2020 12:13 AM 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
- - - - - 22 - - - - -
- - - - - 23 - - - - -
- - - - - 24 - - - - -
- - - - - 25 - - - - -
- - - - - 26 - - - - -
- - - - - 27 - - - - -
- - - - - 28 - - - - -
19,000 - - 5.70 - 29 0.05 0.20 53.63 19,000 342,000
- - - 5.40 - 30 - 0.25 49.76 -304,000 1,482,000
19,000 - - 3.00 - 31 -0.05 0.35 47.52 38,000 380,000
- - - 3.15 - 32 -0.05 0.50 45.82 -19,000 665,000
209,000 95,000 51.04 3.60 -0.05 33 0.10 0.90 50.15 - 988,000
475,000 -95,000 53.32 3.05 -0.15 34 -0.10 1.00 43.29 76,000 646,000
1,387,000 -38,000 47.10 2.25 -0.15 35 0.05 1.60 48.02 - 760,000
1,064,000 209,000 46.73 1.75 -0.15 36 0.10 2.10 47.83 76,000 551,000
1,577,000 171,000 48.10 1.40 -0.10 37 0.05 2.75 49.43 -57,000 456,000
1,672,000 133,000 47.63 1.05 -0.15 38 - 5.50 - - 209,000
475,000 57,000 49.51 0.85 -0.05 39 - 5.70 - - 57,000
3,097,000 494,000 48.36 0.60 -0.10 40 - 7.25 - - 266,000
152,000 76,000 48.83 0.45 -0.10 41 - - - - -
798,000 171,000 52.06 0.40 -0.05 42 - - - - -
95,000 76,000 61.08 0.50 - 43 - - - - -
76,000 - 56.79 0.30 -0.15 44 - 10.20 - - 19,000
646,000 190,000 55.24 0.20 -0.05 45 - - - - -
38,000 - - 0.20 - 46 - - - - -
- - - 0.10 - 47 - - - - -
247,000 38,000 57.82 0.10 - 48 - - - - -
Total 12,046,000 6,821,000
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.