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Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
77153.25 -425.13 (-0.55%)

Option Chain for SENSEX

21 Nov 2024 12:16 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 10
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 0.00 0.00 73300 0.00 2.80 36.54 19,264 3,467 3,667 -0.01
0.00 0 0 0 0.00 0.00 0.00 73400 0.00 2.85 35.75 4,714 962 1,062 -0.01
0.00 0 0 0 0.00 0.00 0.00 73500 0.00 2.75 34.74 28,179 2,392 5,064 -0.01
0.00 0 0 0 0.00 0.00 0.00 73600 0.00 2.90 34.09 19,084 1,021 8,531 -0.01
0.00 0 0 0 0.00 0.00 0.00 73700 0.00 3.10 33.48 5,568 390 1,521 -0.01
0.00 0 0 0 0.00 0.00 0.00 73800 0.00 3.05 32.54 15,756 727 1,666 -0.01
0.00 0 0 0 0.00 0.00 0.00 73900 0.00 3.25 31.90 9,185 855 1,415 -0.01
0.00 1 0 0 0.00 3363.00 0.00 74000 0.00 3.30 31.08 91,505 9,037 18,277 -0.01
0.00 0 0 0 0.00 0.00 0.00 74100 0.00 3.75 30.67 9,878 908 1,566 -0.01
0.00 0 0 0 0.00 0.00 0.00 74200 0.00 4.15 30.15 8,048 868 1,367 -0.01
0.00 0 0 0 0.00 0.00 0.00 74300 0.00 4.45 29.51 15,670 962 1,823 -0.01
0.00 0 0 0 0.00 0.00 0.00 74400 0.00 4.85 28.92 15,810 992 1,728 -0.01
0.00 0 0 0 0.00 0.00 0.00 74500 0.00 5.25 28.29 80,373 7,605 15,359 -0.01
0.00 0 0 0 0.00 0.00 0.00 74600 0.00 5.70 27.66 22,812 2,344 2,974 -0.01
0.00 0 0 0 0.00 0.00 0.00 74700 0.00 6.40 27.16 23,834 873 1,535 -0.02
- 2 2 4 - 2226.45 0.00 74800 0.00 7.00 26.54 38,586 1,092 3,571 -0.02
0.99 0 0 2 24.02 2281.35 0.00 74900 0.00 7.70 25.93 42,706 3,949 5,772 -0.02
0.00 4 0 0 0.00 2560.65 0.00 75000 0.00 8.65 25.39 1,58,467 12,161 27,509 -0.02
0.00 0 0 0 0.00 0.00 0.00 75100 0.00 9.65 24.81 39,781 1,872 3,778 -0.02
0.00 0 0 0 0.00 0.00 0.00 75200 0.00 10.65 24.17 52,822 3,860 6,020 -0.03
0.00 0 0 0 0.00 0.00 0.00 75300 0.00 11.90 23.58 51,529 2,423 4,752 -0.03
0.00 0 0 0 0.00 0.00 0.00 75400 0.00 13.25 22.95 54,570 1,136 3,149 -0.03
- 27 12 19 - 1529.00 0.00 75500 0.00 15.05 22.38 1,47,492 2,986 13,468 -0.04
0.00 0 0 0 0.00 0.00 0.00 75600 0.00 17.15 21.82 47,455 2,991 4,165 -0.04
- 5 5 18 - 1258.00 0.00 75700 0.00 19.75 21.28 64,476 2,895 4,832 -0.05
- 17 9 45 - 1359.00 0.00 75800 0.00 22.90 20.76 82,543 9,599 11,512 -0.06
- 89 89 113 - 1216.05 0.00 75900 0.00 26.50 20.21 72,583 4,090 5,543 -0.07
- 320 244 1,175 - 1154.25 0.00 76000 0.00 30.80 19.67 2,51,622 11,768 21,342 -0.08
0.89 195 155 1,609 20.46 1121.35 0.00 76100 0.00 35.75 19.10 94,279 3,370 5,799 -0.09
0.99 244 47 269 9.99 977.00 0.00 76200 0.00 41.80 18.55 1,06,486 4,075 6,006 -0.11
0.87 257 56 953 18.17 926.00 0.00 76300 0.00 50.20 18.13 1,10,849 5,073 7,733 -0.13
0.90 387 174 1,639 14.19 804.45 0.00 76400 0.00 59.90 17.66 1,34,436 8,098 9,737 -0.15
0.86 1,726 1,322 16,217 14.60 720.00 0.00 76500 0.00 73.45 17.36 2,67,292 12,809 20,250 -0.18
0.82 1,387 1,163 9,900 14.68 637.00 0.00 76600 0.00 89.40 17.02 1,41,048 9,634 11,456 -0.21
0.78 2,232 1,956 22,637 14.45 554.35 0.00 76700 0.00 109.85 16.79 1,59,014 9,116 11,502 -0.25
0.73 5,849 5,480 68,731 14.51 480.00 0.00 76800 0.00 134.95 16.60 2,25,496 14,749 17,027 -0.30
0.67 6,815 6,473 1,36,723 14.52 410.40 0.00 76900 0.00 166.70 16.55 2,61,045 14,293 16,001 -0.35
0.61 42,495 41,259 4,92,135 14.64 348.40 0.00 77000 0.00 204.35 16.54 5,84,834 51,960 58,536 -0.40
0.55 18,248 17,614 2,68,974 14.93 295.60 -363.35 77100 -65.85 249.15 16.64 2,63,607 17,091 19,689 -0.46
0.49 19,223 14,760 3,13,653 15.12 247.55 -357.45 77200 -38.80 301.25 16.84 2,50,746 9,807 14,291 -0.51
0.43 13,140 11,560 1,96,391 15.40 206.90 -337.70 77300 -21.40 360.60 17.14 1,09,560 1,205 5,832 -0.57
0.37 11,955 10,094 1,75,847 15.63 171.25 -325.60 77400 12.75 424.10 17.38 60,884 234 3,917 -0.62
0.32 25,224 16,710 3,34,146 16.07 143.90 -284.10 77500 44.85 498.50 18.02 87,438 -1,034 6,523 -0.66
0.28 11,380 3,286 1,76,718 16.45 120.05 -262.65 77600 39.45 573.45 18.44 33,468 -4,285 2,827 -0.70
0.24 13,189 9,748 1,77,009 16.90 100.95 -238.05 77700 93.50 644.90 18.36 14,923 928 3,033 -0.74
0.20 13,936 10,756 1,72,165 17.36 85.00 -200.20 77800 124.55 740.30 19.81 9,610 391 1,645 -0.77
0.17 8,120 5,686 1,17,678 17.79 71.45 -177.55 77900 159.70 836.25 21.21 2,970 -85 724 -0.78
0.15 33,447 21,445 3,07,885 18.41 62.00 -153.00 78000 156.25 912.70 20.88 9,732 -944 6,583 -0.82
0.13 9,300 5,404 95,572 18.79 51.85 0.00 78100 0.00 1025.25 23.56 2,948 -870 850 -0.82
0.11 11,016 5,933 1,27,484 19.33 44.70 0.00 78200 0.00 1104.35 23.17 1,953 -762 908 -0.84
0.10 10,546 5,166 1,06,178 19.81 38.30 0.00 78300 0.00 1156.05 18.93 1,290 -524 1,110 -0.91
0.08 9,999 4,283 92,370 20.27 32.75 0.00 78400 0.00 1270.10 22.15 2,335 -670 2,203 -0.90
0.07 26,868 14,170 2,16,007 20.72 28.00 0.00 78500 0.00 1400.00 27.05 1,618 -472 3,643 -0.87
0.06 9,201 5,824 72,766 21.18 24.10 0.00 78600 0.00 1493.70 27.72 273 -86 373 -0.88
0.05 8,212 4,750 77,588 21.69 21.00 0.00 78700 0.00 1571.95 26.26 63 -40 270 -0.91
0.05 7,800 3,823 65,181 22.16 18.20 0.00 78800 0.00 1751.60 36.64 14 0 307 -0.84
0.04 8,344 3,855 62,216 22.71 16.15 0.00 78900 0.00 1713.45 - 8 -1 228 -
0.04 30,238 18,154 2,16,140 23.19 14.15 0.00 79000 0.00 1870.00 29.70 488 -155 1,501 -0.92
0.03 9,027 5,764 66,722 23.71 12.55 0.00 79100 0.00 1680.35 0.00 0 0 112 0.00
0.03 12,629 9,352 71,219 24.19 11.05 0.00 79200 0.00 1778.10 0.00 0 0 166 0.00
0.02 5,252 2,430 60,514 24.76 10.00 0.00 79300 0.00 2108.25 - 1 0 97 -
0.02 6,316 3,243 48,058 25.18 8.75 0.00 79400 0.00 2460.90 55.69 3 -3 77 -0.82
0.02 27,692 13,308 1,41,987 25.82 8.10 0.00 79500 0.00 2348.45 31.27 54 -39 575 -0.95
0.02 4,361 1,286 31,359 26.44 7.50 0.00 79600 0.00 2160.40 0.00 0 0 123 0.00
0.02 9,249 4,140 41,310 26.96 6.80 0.00 79700 0.00 2573.95 38.68 2 1 106 -0.93
0.01 3,884 1,333 25,717 27.44 6.10 0.00 79800 0.00 2672.75 39.63 2 0 30 -0.93
0.01 2,850 479 27,608 27.99 5.60 0.00 79900 0.00 1140.85 0.00 0 0 37 0.00
0.01 39,345 6,030 1,48,897 28.54 5.15 0.00 80000 0.00 3000.00 58.66 11 -11 1,758 -0.86
0.01 5,972 1,772 33,146 29.08 4.75 0.00 80100 0.00 2980.45 44.46 111 -8 101 -0.93
0.01 3,575 -374 16,619 29.85 4.65 0.00 80200 0.00 825.50 0.00 0 0 7 0.00
0.01 3,174 975 23,404 30.47 4.40 0.00 80300 0.00 1093.90 0.00 0 0 2 0.00
0.01 2,757 107 12,333 31.07 4.15 0.00 80400 0.00 1740.00 0.00 0 0 4 0.00
0.01 19,211 1,261 62,698 31.61 3.85 0.00 80500 0.00 0.00 0.00 0 0 0 0.00
0.01 2,813 -1,022 11,797 32.21 3.65 0.00 80600 0.00 0.00 0.00 0 0 0 0.00
0.01 1,839 -460 13,600 32.85 3.50 0.00 80700 0.00 0.00 0.00 0 0 0 0.00
0.01 2,320 -12 7,202 33.71 3.55 0.00 80800 0.00 0.00 0.00 0 0 0 0.00
0.01 1,633 230 6,771 34.22 3.30 0.00 80900 0.00 0.00 0.00 0 0 0 0.00
0.01 10,362 6,445 50,372 34.94 3.25 0.00 81000 0.00 3600.00 0.00 0 0 258 0.00
0.01 887 393 5,070 35.66 3.20 0.00 81100 0.00 0.00 0.00 0 0 0 0.00
0.01 1,132 142 5,519 36.11 2.95 0.00 81200 0.00 0.00 0.00 0 0 0 0.00
0.01 935 170 4,852 36.89 2.95 0.00 81300 0.00 0.00 0.00 0 0 0 0.00
0.01 675 -78 3,851 37.65 2.95 0.00 81400 0.00 0.00 0.00 0 0 0 0.00
0.01 11,041 1,852 35,598 38.35 2.90 0.00 81500 0.00 4045.40 0.00 0 0 102 0.00
0.01 701 121 2,348 39.09 2.90 0.00 81600 0.00 0.00 0.00 0 0 0 0.00
0.01 96 85 165 39.64 2.75 0.00 81700 0.00 0.00 0.00 0 0 0 0.00
0.01 65 7 158 41.00 3.15 0.00 81800 0.00 0.00 0.00 0 0 0 0.00
0.00 160 20 906 41.06 2.70 0.00 81900 0.00 0.00 0.00 0 0 0 0.00
0.00 10,152 6,088 34,012 41.73 2.65 0.00 82000 0.00 4531.55 0.00 0 0 740 0.00
0.00 46 9 45 41.55 2.15 0.00 82100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 82200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 82300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 82400 0.00 0.00 0.00 0 0 0 0.00
0.00 5,620 3,799 16,041 44.86 2.35 0.00 82500 0.00 0.00 0.00 0 0 0 0.00
0.00 156 138 167 46.07 2.60 0.00 82600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 82700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 82800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 82900 0.00 0.00 0.00 0 0 0 0.00
0.00 3,139 768 12,880 48.37 2.30 0.00 83000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 83800 0.00 0.00 0.00 0 0 0 0.00
- 7 1 43 - 1.10 0.00 83900 0.00 0.00 0.00 0 0 0 0.00
- 371 156 989 - 2.00 0.00 84000 0.00 6700.00 0.00 0 0 26 0.00
- 61 -9 17 - 1.95 0.00 84100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 84200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 84300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 84400 0.00 0.00 0.00 0 0 0 0.00
- 254 248 769 - 1.50 0.00 84500 0.00 6845.00 0.00 0 0 15 0.00
0.00 0 0 0 0.00 0.00 0.00 84600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 84700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 84800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 84900 0.00 0.00 0.00 0 0 0 0.00
- 593 593 712 - 2.00 0.00 85000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85400 0.00 0.00 0.00 0 0 0 0.00
- 505 56 1,552 - 1.80 0.00 85500 0.00 0.00 0.00 0 0 0 0.00
- 141 -67 97 - 2.65 0.00 85600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85900 0.00 0.00 0.00 0 0 0 0.00
- 907 367 2,316 - 1.40 0.00 86000 0.00 0.00 0.00 0 0 0 0.00
5,73,343 4,27,808
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.