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Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
77111.78 -466.60 (-0.60%)

Option Chain for SENSEX

21 Nov 2024 02:21 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 4.10 39.48 50,077 16,827 17,027 -0.01
0.00 0 0 0 0.00 0.00 0.00 73400 0.00 4.50 38.99 36,664 10,950 11,050 -0.01
0.00 0 0 0 0.00 0.00 0.00 73500 0.00 4.65 38.21 52,298 7,719 10,391 -0.01
0.00 0 0 0 0.00 0.00 0.00 73600 0.00 4.55 37.16 31,048 2,285 9,795 -0.01
0.00 0 0 0 0.00 0.00 0.00 73700 0.00 5.00 36.64 15,823 1,645 2,776 -0.01
0.00 0 0 0 0.00 0.00 0.00 73800 0.00 5.05 35.74 23,383 1,627 2,566 -0.01
0.00 0 0 0 0.00 0.00 0.00 73900 0.00 5.25 34.96 15,726 1,451 2,011 -0.01
0.00 1 0 0 0.00 3363.00 0.00 74000 0.00 5.40 34.12 1,47,965 14,293 23,533 -0.01
0.00 0 0 0 0.00 0.00 0.00 74100 0.00 5.70 33.40 16,514 965 1,623 -0.01
0.00 0 0 0 0.00 0.00 0.00 74200 0.00 5.85 32.54 12,956 448 947 -0.01
0.00 0 0 0 0.00 0.00 0.00 74300 0.00 6.60 32.08 20,182 384 1,245 -0.01
0.00 0 0 0 0.00 0.00 0.00 74400 0.00 6.50 31.02 20,230 698 1,434 -0.01
0.00 0 0 0 0.00 0.00 0.00 74500 0.00 6.90 30.28 1,20,713 7,218 14,972 -0.02
0.00 0 0 0 0.00 0.00 0.00 74600 0.00 7.55 29.66 28,392 1,888 2,518 -0.02
0.00 0 0 0 0.00 0.00 0.00 74700 0.00 7.85 28.81 33,498 1,684 2,346 -0.02
- 1 1 6 - 2279.10 0.00 74800 0.00 8.55 28.15 51,024 562 3,041 -0.02
0.94 0 0 2 36.13 2281.35 0.00 74900 0.00 9.25 27.45 56,643 4,253 6,076 -0.02
- 29 25 25 - 2050.00 0.00 75000 0.00 10.10 26.77 2,25,144 16,457 31,805 -0.02
0.00 0 0 0 0.00 0.00 0.00 75100 0.00 11.00 26.06 49,495 2,066 3,972 -0.03
0.00 0 0 0 0.00 0.00 0.00 75200 0.00 12.10 25.38 69,069 4,645 6,805 -0.03
0.00 0 0 0 0.00 0.00 0.00 75300 0.00 13.30 24.69 65,499 2,612 4,941 -0.03
0.00 0 0 0 0.00 0.00 0.00 75400 0.00 15.05 24.10 71,596 2,025 4,038 -0.04
- 73 58 73 - 1630.00 0.00 75500 0.00 16.80 23.44 2,02,910 6,769 17,251 -0.04
0.00 0 0 0 0.00 0.00 0.00 75600 0.00 19.10 22.84 71,328 3,425 4,599 -0.05
- 5 5 18 - 1258.00 0.00 75700 0.00 21.75 22.24 98,256 8,477 10,414 -0.06
- 18 10 47 - 1186.50 0.00 75800 0.00 25.35 21.72 1,13,798 9,905 11,818 -0.06
0.99 89 89 117 12.38 1246.65 0.00 75900 0.00 29.40 21.17 1,00,564 4,469 5,922 -0.07
- 818 742 2,379 - 1144.20 0.00 76000 0.00 34.35 20.64 3,43,736 13,714 23,288 -0.09
- 195 155 1,671 - 1044.45 0.00 76100 0.00 40.25 20.10 1,32,950 4,139 6,568 -0.10
- 203 6 357 - 932.00 0.00 76200 0.00 47.40 19.58 1,57,691 5,086 7,017 -0.12
0.94 260 59 1,030 13.27 859.80 0.00 76300 0.00 56.30 19.09 1,65,640 4,999 7,659 -0.14
0.92 381 168 1,854 12.99 765.40 0.00 76400 0.00 67.80 18.70 2,04,447 6,514 8,153 -0.16
0.87 2,167 1,763 20,986 14.12 684.60 0.00 76500 0.00 82.10 18.34 3,86,070 12,957 20,398 -0.19
0.81 1,146 922 13,930 15.17 611.50 0.00 76600 0.00 99.90 18.03 2,20,263 8,898 10,720 -0.23
0.77 1,800 1,524 32,240 14.63 526.25 0.00 76700 0.00 121.90 17.78 2,38,131 7,632 10,018 -0.27
0.72 5,159 4,790 98,554 14.72 453.20 0.00 76800 0.00 149.95 17.66 3,26,004 12,483 14,761 -0.32
0.66 6,479 6,137 1,84,640 14.76 385.35 0.00 76900 0.00 181.60 17.50 3,57,912 13,776 15,484 -0.36
0.60 34,537 33,301 7,14,342 14.93 325.65 0.00 77000 0.00 220.25 17.45 8,65,173 43,977 50,553 -0.42
0.53 27,859 27,225 4,56,659 15.08 272.05 -386.90 77100 -47.25 267.75 17.60 4,53,322 23,196 25,794 -0.47
0.47 22,358 17,895 4,93,244 15.39 227.55 -377.45 77200 -17.05 323.00 17.90 3,90,810 10,032 14,516 -0.53
0.41 14,089 12,509 3,17,095 15.71 189.45 -355.15 77300 3.70 385.70 18.31 1,46,172 1,358 5,985 -0.58
0.35 18,167 16,306 2,79,031 16.14 158.45 -338.40 77400 42.35 453.70 18.79 84,605 108 3,791 -0.63
0.30 26,476 17,962 4,99,014 16.46 130.85 -297.15 77500 73.60 527.25 19.34 1,10,684 -1,183 6,374 -0.67
0.26 12,252 4,158 2,76,877 16.84 108.35 -274.35 77600 70.00 604.00 19.86 39,663 -4,734 2,378 -0.71
0.22 13,829 10,388 2,72,348 17.29 90.40 -248.60 77700 135.20 686.60 20.57 17,036 733 2,838 -0.74
0.19 13,169 9,989 2,82,998 17.72 75.30 -209.90 77800 158.70 774.45 21.47 10,805 293 1,547 -0.77
0.16 9,563 7,129 1,76,849 18.23 63.50 -185.50 77900 187.85 864.40 22.46 3,243 -54 755 -0.79
0.14 33,575 21,573 4,49,525 18.71 53.45 -161.55 78000 189.00 945.45 22.50 11,589 -659 6,868 -0.82
0.12 9,664 5,768 1,42,200 19.15 44.80 0.00 78100 0.00 1048.15 24.37 3,035 -889 831 -0.83
0.10 11,326 6,243 1,73,049 19.60 37.70 0.00 78200 0.00 1132.00 24.36 2,127 -778 892 -0.85
0.08 11,763 6,383 1,52,228 20.05 31.80 0.00 78300 0.00 1221.85 24.70 1,391 -600 1,034 -0.87
0.07 11,591 5,875 1,34,908 20.50 26.90 0.00 78400 0.00 1363.50 30.62 2,605 -802 2,071 -0.84
0.06 31,713 19,015 2,96,265 20.97 22.90 0.00 78500 0.00 1436.40 29.33 1,665 -485 3,630 -0.86
0.05 10,410 7,033 1,10,511 21.46 19.65 0.00 78600 0.00 1638.15 40.69 276 -86 373 -0.80
0.05 9,160 5,698 1,07,510 21.94 16.85 0.00 78700 0.00 1623.00 30.61 169 -20 290 -0.89
0.04 9,122 5,145 96,462 22.51 14.85 0.00 78800 0.00 1751.60 35.36 14 0 307 -0.87
0.03 9,421 4,932 92,253 22.97 12.80 0.00 78900 0.00 1805.20 30.85 10 -1 228 -0.91
0.03 39,491 27,407 2,98,798 23.45 11.10 0.00 79000 0.00 1910.00 32.87 513 -172 1,484 -0.91
0.03 7,874 4,611 98,267 24.14 10.20 0.00 79100 0.00 1680.35 0.00 0 0 112 0.00
0.02 12,813 9,536 92,094 24.65 9.00 0.00 79200 0.00 1778.10 0.00 0 0 166 0.00
0.02 8,991 6,169 99,018 25.34 8.35 0.00 79300 0.00 2108.25 - 1 0 97 -
0.02 10,704 7,631 66,058 25.95 7.60 0.00 79400 0.00 2342.65 42.74 4 -4 76 -0.89
0.02 34,127 19,743 1,94,842 26.44 6.75 0.00 79500 0.00 2348.45 - 54 -39 575 -
0.02 4,150 1,075 44,080 27.18 6.40 0.00 79600 0.00 2160.40 0.00 0 0 123 0.00
0.01 8,882 3,773 52,858 27.79 5.90 0.00 79700 0.00 2573.95 33.86 2 1 106 -0.96
0.01 5,736 3,185 34,849 28.50 5.60 0.00 79800 0.00 2672.75 34.38 2 0 30 -0.97
0.01 4,790 2,419 36,649 28.93 4.95 0.00 79900 0.00 1140.85 0.00 0 0 37 0.00
0.01 45,541 12,226 1,99,136 29.70 4.80 0.00 80000 0.00 2905.25 44.49 18 -5 1,764 -0.93
0.01 7,334 3,134 42,637 30.33 4.50 0.00 80100 0.00 3057.40 54.05 114 -11 98 -0.90
0.01 4,571 622 21,511 31.07 4.35 0.00 80200 0.00 825.50 0.00 0 0 7 0.00
0.01 4,384 2,185 33,251 31.65 4.05 0.00 80300 0.00 1093.90 0.00 0 0 2 0.00
0.01 4,305 1,655 17,636 32.41 3.95 0.00 80400 0.00 1740.00 0.00 0 0 4 0.00
0.01 22,836 4,886 92,272 33.10 3.80 0.00 80500 0.00 0.00 0.00 0 0 0 0.00
0.01 3,497 -338 17,319 33.56 3.45 0.00 80600 0.00 0.00 0.00 0 0 0 0.00
0.01 2,059 -240 17,389 34.33 3.40 0.00 80700 0.00 0.00 0.00 0 0 0 0.00
0.01 3,422 1,090 14,039 34.92 3.20 0.00 80800 0.00 0.00 0.00 0 0 0 0.00
0.01 2,889 1,486 11,118 35.73 3.20 0.00 80900 0.00 0.00 0.00 0 0 0 0.00
0.01 15,139 11,222 77,219 36.35 3.05 0.00 81000 0.00 3600.00 0.00 0 0 258 0.00
0.01 1,781 1,287 9,524 37.16 3.05 0.00 81100 0.00 0.00 0.00 0 0 0 0.00
0.01 1,413 423 8,695 37.83 2.95 0.00 81200 0.00 0.00 0.00 0 0 0 0.00
0.01 1,666 901 9,144 38.56 2.90 0.00 81300 0.00 0.00 0.00 0 0 0 0.00
0.01 866 113 4,621 39.20 2.80 0.00 81400 0.00 0.00 0.00 0 0 0 0.00
0.00 13,346 4,157 52,720 39.51 2.50 0.00 81500 0.00 4045.40 0.00 0 0 102 0.00
0.00 1,071 491 4,474 40.43 2.60 0.00 81600 0.00 0.00 0.00 0 0 0 0.00
0.00 1,441 1,430 3,602 40.98 2.45 0.00 81700 0.00 0.00 0.00 0 0 0 0.00
0.00 265 207 964 41.58 2.35 0.00 81800 0.00 0.00 0.00 0 0 0 0.00
0.00 665 525 2,278 42.35 2.35 0.00 81900 0.00 0.00 0.00 0 0 0 0.00
0.00 14,416 10,352 59,633 42.92 2.25 0.00 82000 0.00 4531.55 0.00 0 0 740 0.00
0.00 130 93 326 43.89 2.35 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 6,809 4,988 25,887 46.05 1.95 0.00 82500 0.00 0.00 0.00 0 0 0 0.00
0.00 152 134 252 44.56 1.15 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 11,244 8,873 33,970 48.82 1.60 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 47 - 1.55 0.00 83900 0.00 0.00 0.00 0 0 0 0.00
- 495 280 2,743 - 1.45 0.00 84000 0.00 6700.00 0.00 0 0 26 0.00
- 77 7 55 - 1.50 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
- 2,084 2,078 6,468 - 1.25 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
- 7,893 7,893 19,197 - 1.50 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
- 8,505 8,056 20,151 - 1.45 0.00 85500 0.00 0.00 0.00 0 0 0 0.00
- 315 107 424 - 1.65 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
- 11,432 10,892 29,139 - 0.85 0.00 86000 0.00 0.00 0.00 0 0 0 0.00
6,98,476 4,75,859
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.