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Option Chain For SAIL - STEEL AUTHORITY OF INDIA
Last updated on 03 Jul 2020 02:53 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
- - - - - 21 - - - - 31,400
- - - - - 22 - - - - 188,400
- - - - - 23 - - - - 329,700
- - - - - 24 - - - - 78,500
125,600 - - - - 25 -0.15 0.15 57.11 -94,200 1,836,900
15,700 - - - - 26 - - - - 408,200
- - - - - 27 0.05 0.65 67.41 -15,700 596,600
31,400 - - - - 28 - 0.85 64.59 -125,600 1,491,500
141,300 - - - - 29 -0.30 0.85 53.13 -78,500 785,000
1,868,300 -94,200 68.90 2.15 -0.80 30 0.25 1.80 58.63 -204,100 2,559,100
1,617,100 -125,600 70.58 2.45 0.05 31 0.10 2.15 66.93 -94,200 847,800
4,317,500 -722,200 52.29 1.45 -0.50 32 -0.10 2.50 - - 376,800
2,386,400 -94,200 57.16 1.20 -0.35 33 - - - - 157,000
1,083,300 -219,800 60.25 1.00 -0.25 34 - - - - -
4,176,200 -282,600 56.22 0.65 -0.35 35 - - - - 47,100
1,538,600 -94,200 57.36 0.50 -0.30 36 - - - - 15,700
612,300 -31,400 59.21 0.40 -0.25 37 - - - - -
942,000 -62,800 59.75 0.30 -0.15 38 - - - - -
1,742,700 -94,200 58.60 0.20 -0.15 39 - - - - -
Total 20,598,400 9,749,700
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.