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Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
78041.59 -1176.46 (-1.49%)

Option Chain for SENSEX

20 Dec 2024 04:11 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 73500 0.00 15.00 21.41 2,741 1,153 1,153 -0.02
0.00 0 0 0 0.00 0.00 0.00 73600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 73700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 73800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 73900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 74000 -1.70 17.15 19.79 10,732 2,012 2,193 -0.02
0.00 0 0 0 0.00 0.00 0.00 74100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 74200 21.00 21.00 19.60 24 22 22 -0.03
0.00 0 0 0 0.00 0.00 0.00 74300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 74400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 74500 33.55 33.55 19.91 7,201 1,697 1,697 -0.04
0.00 0 0 0 0.00 0.00 0.00 74600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 74700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 74800 12.50 12.50 15.68 12 12 12 -0.02
0.00 0 0 0 0.00 0.00 0.00 74900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 75000 22.45 42.95 18.53 20,533 2,540 3,033 -0.05
0.00 0 0 0 0.00 0.00 0.00 75100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 75200 74.95 74.95 19.92 2 2 2 -0.08
0.00 0 0 0 0.00 0.00 0.00 75300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 75400 74.45 74.45 18.85 6 4 4 -0.08
0.00 0 0 0 0.00 0.00 0.00 75500 53.45 74.00 18.30 12,194 1,758 1,778 -0.08
0.00 0 0 0 0.00 0.00 0.00 75600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 75700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 75800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 75900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 76000 63.00 105.00 17.25 29,767 2,991 3,839 -0.11
0.00 0 0 0 0.00 0.00 0.00 76100 114.35 132.85 17.92 2,593 393 394 -0.13
0.00 0 0 0 0.00 0.00 0.00 76200 118.95 145.95 17.86 1,005 147 150 -0.15
0.00 0 0 0 0.00 0.00 0.00 76300 -1.10 123.70 16.34 1,697 206 207 -0.14
0.00 0 0 0 0.00 0.00 0.00 76400 48.50 132.00 16.07 4,121 412 413 -0.15
0.00 0 0 0 0.00 0.00 0.00 76500 94.20 158.15 16.46 22,942 2,217 2,695 -0.17
0.00 0 0 0 0.00 0.00 0.00 76600 95.50 165.50 16.09 2,962 708 720 -0.18
0.00 0 0 0 0.00 0.00 0.00 76700 138.70 181.25 15.98 1,690 385 387 -0.19
0.00 0 0 0 0.00 0.00 0.00 76800 77.10 178.95 15.24 1,932 242 303 -0.19
0.00 0 0 0 0.00 0.00 0.00 76900 143.15 214.35 15.70 2,694 116 233 -0.22
0.72 104 104 250 19.42 1556.90 1556.90 77000 137.05 236.30 15.65 45,458 3,090 5,373 -0.24
0.00 0 0 0 0.00 0.00 0.00 77100 144.00 261.90 15.67 5,211 298 336 -0.25
0.00 0 0 0 0.00 0.00 0.00 77200 220.70 286.00 15.58 2,851 471 475 -0.27
0.00 0 0 0 0.00 0.00 0.00 77300 213.90 283.00 14.71 4,474 1,307 1,321 -0.28
0.00 0 0 0 0.00 0.00 0.00 77400 314.95 389.55 16.71 4,866 860 883 -0.33
0.00 0 0 0 0.00 0.00 0.00 77500 214.80 369.55 15.33 30,049 1,659 2,897 -0.33
0.00 0 0 0 0.00 0.00 0.00 77600 350.90 433.75 16.05 9,431 1,273 1,332 -0.36
0.00 0 0 0 0.00 0.00 0.00 77700 236.05 430.20 15.04 6,307 616 728 -0.38
0.59 98 98 181 17.30 955.20 955.20 77800 259.10 463.00 14.87 10,260 2,048 2,219 -0.40
0.56 195 195 569 18.24 938.60 938.60 77900 261.75 495.00 14.64 9,469 659 751 -0.42
0.55 4,465 4,465 14,504 17.21 840.00 840.00 78000 293.00 543.00 14.73 49,197 2,982 7,531 -0.45
0.52 124 124 225 17.73 810.00 810.00 78100 483.75 606.00 15.10 8,784 704 725 -0.47
0.50 1,335 1,335 3,935 17.74 760.00 760.00 78200 399.65 693.10 15.98 7,910 384 918 -0.50
0.48 2,500 2,500 6,298 17.46 700.00 700.00 78300 344.80 673.10 14.32 8,668 457 832 -0.52
0.46 1,149 1,149 8,760 17.24 644.55 644.55 78400 410.50 765.50 15.20 9,054 388 728 -0.55
0.44 8,459 8,459 31,340 17.23 600.00 600.00 78500 431.65 838.90 15.60 58,075 7,591 8,931 -0.57
0.42 873 873 6,194 17.12 553.45 553.45 78600 400.90 818.30 13.70 20,606 163 612 -0.60
0.40 1,147 1,147 7,800 17.10 513.00 513.00 78700 427.75 873.75 13.53 9,328 -11 428 -0.63
0.38 1,579 1,579 8,163 17.28 482.85 482.85 78800 814.05 1017.20 15.49 8,399 403 518 -0.64
0.35 1,529 1,444 12,148 16.98 434.65 -616.85 78900 778.30 1000.00 13.37 9,655 363 701 -0.68
0.34 11,665 9,974 79,140 17.53 422.80 -557.20 79000 506.05 1075.00 13.50 78,196 7,091 9,803 -0.71
0.32 1,915 1,674 13,893 16.97 369.20 -556.30 79100 552.10 1162.10 13.92 13,220 548 802 -0.72
0.31 1,809 838 17,174 17.99 377.90 -502.10 79200 566.75 1229.75 13.74 10,366 337 869 -0.75
0.29 1,270 442 11,891 18.02 350.00 -463.00 79300 593.85 1302.95 13.65 5,762 249 686 -0.77
0.28 1,174 626 7,760 18.19 329.05 -432.25 79400 640.35 1389.90 13.92 3,244 -11 337 -0.78
0.26 8,526 4,774 63,557 18.10 300.00 -427.60 79500 650.90 1448.85 13.22 29,505 1,781 5,217 -0.82
0.24 855 519 6,654 18.19 279.00 -389.10 79600 1130.30 1534.00 13.30 1,760 200 358 -0.83
0.22 697 346 5,910 17.90 246.70 -387.85 79700 1202.50 1630.00 13.76 904 76 218 -0.84
0.21 1,007 607 6,413 18.01 229.35 -364.95 79800 738.45 1706.95 13.42 394 -39 272 -0.86
0.19 1,020 511 5,786 17.77 202.50 -352.80 79900 760.75 1790.95 13.28 267 -87 208 -0.88
0.19 12,165 8,688 54,476 18.40 202.65 -314.35 80000 737.85 1847.75 11.50 9,251 3,240 5,065 -0.92
0.17 1,241 598 5,520 18.21 180.00 -305.50 80100 815.10 1979.20 13.79 58 1 243 -0.90
0.17 1,358 461 7,204 18.81 180.00 -272.15 80200 834.00 2066.85 13.64 250 4 221 -0.91
0.14 1,071 655 5,641 17.72 137.20 -282.80 80300 862.15 2158.70 13.66 202 -77 116 -0.92
0.14 709 280 5,845 18.64 145.75 -248.00 80400 864.20 2238.25 12.72 29 -15 147 -0.94
0.14 5,277 3,020 35,742 19.41 150.90 -209.10 80500 869.85 2304.10 - 2,599 279 1,741 -
0.13 761 316 6,040 19.11 131.00 -204.25 80600 928.65 2438.65 13.67 208 -8 132 -0.94
0.15 873 346 4,043 21.33 170.40 -142.75 80700 891.20 2490.00 - 2 0 491 -
0.12 842 298 6,416 19.54 117.00 -183.00 80800 915.80 2600.00 - 204 -30 105 -
0.13 1,033 581 6,448 21.82 155.60 -126.00 80900 747.60 2512.40 - 5 -3 178 -
0.11 8,875 4,254 46,093 20.19 109.20 -146.10 81000 940.15 2768.75 - 3,519 551 3,049 -
0.10 1,305 792 5,648 20.68 109.00 -136.70 81100 0.00 1925.60 0.00 0 0 234 0.00
0.09 1,057 623 7,355 20.15 90.00 -141.00 81200 994.40 3029.30 15.43 30 -21 91 -0.96
0.09 1,046 605 5,603 20.34 85.00 -130.70 81300 0.00 2120.25 0.00 0 0 179 0.00
0.08 976 330 5,276 20.58 81.00 -124.05 81400 917.90 3030.00 - 40 -7 173 -
0.07 6,104 3,565 34,117 20.23 68.35 -118.10 81500 987.25 3240.00 - 1,315 816 1,319 -
0.06 1,140 428 5,807 20.07 59.80 -119.20 81600 0.00 2340.60 0.00 0 0 135 0.00
0.06 1,166 763 6,070 20.35 57.60 -92.40 81700 0.00 2468.65 0.00 0 0 144 0.00
0.07 1,324 684 6,042 22.28 78.40 -34.55 81800 1025.60 3423.75 - 50 -32 120 -
0.05 1,740 1,053 7,640 20.65 50.45 -99.50 81900 199.35 2839.35 - 3 -1 125 -
0.06 11,473 6,116 54,798 21.86 60.00 -60.05 82000 1004.95 3709.95 - 2,328 1,166 2,172 -
0.05 1,051 370 3,834 21.47 50.00 -52.70 82100 1207.60 3928.50 19.14 125 -88 52 -0.97
0.05 812 336 6,010 22.16 53.10 -61.90 82200 0.00 2911.00 0.00 0 0 187 0.00
0.05 727 197 3,472 21.66 43.00 -63.40 82300 0.00 1481.25 0.00 0 0 125 0.00
0.05 730 257 3,907 22.27 45.10 -62.80 82400 0.00 1661.80 0.00 0 0 141 0.00
0.05 3,991 1,624 30,241 23.04 48.80 -47.25 82500 1009.95 4181.95 - 193 -129 90 -
0.04 522 139 3,232 23.11 45.25 -48.30 82600 0.00 1650.00 0.00 0 0 0 0.00
0.04 462 202 2,134 23.07 40.85 -32.50 82700 0.00 6498.95 0.00 0 0 0 0.00
0.04 455 284 1,424 22.82 35.00 -39.95 82800 0.00 0.00 0.00 0 0 0 0.00
0.04 712 508 2,238 23.31 35.90 -31.10 82900 0.00 2008.00 0.00 0 0 0 0.00
0.03 7,864 3,056 39,588 22.97 30.00 -25.00 83000 0.00 3480.00 0.00 0 0 0 0.00
0.03 377 197 1,020 23.78 33.30 -6.85 83100 0.00 0.00 0.00 0 0 0 0.00
0.03 281 182 586 23.46 28.00 -31.10 83200 0.00 0.00 0.00 0 0 0 0.00
0.02 302 193 663 22.85 21.55 -26.60 83300 0.00 0.00 0.00 0 0 0 0.00
0.03 245 32 1,569 24.77 32.05 -6.25 83400 0.00 0.00 0.00 0 0 0 0.00
0.02 2,313 1,320 14,617 24.00 24.15 -16.30 83500 0.00 0.00 0.00 0 0 0 0.00
0.03 89 21 176 25.14 29.30 -10.85 83600 0.00 0.00 0.00 0 0 0 0.00
0.02 93 12 159 24.72 24.10 -19.15 83700 0.00 0.00 0.00 0 0 0 0.00
0.02 90 12 169 23.73 16.75 -17.75 83800 0.00 0.00 0.00 0 0 0 0.00
0.02 264 162 632 24.91 21.00 -10.85 83900 0.00 6958.95 0.00 0 0 0 0.00
0.02 4,558 2,988 14,712 24.85 18.85 -7.65 84000 0.00 0.00 0.00 0 0 0 0.00
0.02 221 111 503 25.02 17.95 -44.10 84100 0.00 0.00 0.00 0 0 0 0.00
0.02 222 137 288 26.06 21.50 -10.20 84200 0.00 6997.95 0.00 0 0 0 0.00
0.02 117 10 10 25.29 16.00 -66.90 84300 0.00 5598.05 0.00 0 0 0 0.00
0.02 298 181 1,549 26.47 20.00 -55.90 84400 0.00 7838.95 0.00 0 0 0 0.00
0.02 2,084 1,110 7,495 26.37 17.80 2.60 84500 0.00 4151.05 0.00 0 0 0 0.00
0.00 216 0 5 0.00 27.00 0.00 84600 0.00 8616.95 0.00 0 0 0 0.00
0.01 131 14 15 26.36 14.85 -53.75 84700 0.00 0.00 0.00 0 0 0 0.00
0.02 54 -7 76 27.54 18.50 -6.50 84800 0.00 0.00 0.00 0 0 0 0.00
0.02 254 101 118 27.52 16.90 -7.40 84900 0.00 0.00 0.00 0 0 0 0.00
0.01 4,978 2,986 11,846 27.01 13.50 -4.50 85000 0.00 0.00 0.00 0 0 0 0.00
0.02 36 4 4 28.88 20.00 -1.20 85100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 34.05 0.00 85200 0.00 6185.05 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
0.01 865 731 2,767 28.89 14.45 2.40 85500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 85600 0.00 0.00 0.00 0 0 0 0.00
0.00 10 0 0 0.00 142.70 0.00 85700 0.00 9223.95 0.00 0 0 0 0.00
0.00 17 0 98 0.00 12.55 0.00 85800 0.00 9035.95 0.00 0 0 0 0.00
0.01 363 20 56 29.94 13.60 1.30 85900 0.00 8064.95 0.00 0 0 0 0.00
0.01 9,146 8,143 16,852 29.69 11.75 -0.20 86000 0.00 2493.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86100 0.00 6273.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86400 0.00 0.00 0.00 0 0 0 0.00
0.01 43 0 97 28.57 5.50 0.25 86500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 86800 0.00 10913.95 0.00 0 0 0 0.00
0.00 5 0 0 0.00 49.20 0.00 86900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87400 0.00 0.00 0.00 0 0 0 0.00
0.00 3 0 0 0.00 15.00 0.00 87500 0.00 3358.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87600 0.00 0.00 0.00 0 0 0 0.00
0.00 1 0 0 0.00 140.60 0.00 87700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 87900 0.00 0.00 0.00 0 0 0 0.00
0.00 4 0 0 0.00 20.85 0.00 88000 0.00 0.00 0.00 0 0 0 0.00
0.00 45 0 0 0.00 20.25 0.00 88100 0.00 0.00 0.00 0 0 0 0.00
0.01 17 -2 2 34.71 7.80 -3.30 88200 0.00 9362.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 88900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 89000 0.00 4356.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 89100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 89200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 89300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 89400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 89500 0.00 0.00 0.00 0 0 0 0.00
0.00 2 0 1 35.72 3.65 0.70 89600 0.00 0.00 0.00 0 0 0 0.00
0.00 27 0 16 0.00 4.05 0.00 89700 0.00 0.00 0.00 0 0 0 0.00
0.00 4 -4 4 35.50 2.95 -1.20 89800 0.00 0.00 0.00 0 0 0 0.00
1,60,132 93,019
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.