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Option Chain For SIEMENS - SIEMENS LTD
Last updated on 03 Jul 2020 02:56 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
- - - - - 800 - - - - -
- - - - - 820 - - - - -
- - - - - 840 - - - - -
- - - - - 860 - - - - -
- - - - - 880 - - - - -
1,100 - - - - 900 - - - - 2,200
- - - - - 920 - - - - 3,300
- - - - - 940 - - - - -
1,650 - - - - 960 -0.70 5.30 47.45 1,100 6,050
- - - - - 980 - - - - -
3,850 2,200 - 127.00 13.45 1000 -5.90 7.80 44.69 1,100 41,250
1,650 -1,100 - 109.95 12.35 1020 -10.20 10.50 44.43 1,100 10,450
3,300 - - 94.60 11.20 1040 -9.20 14.35 43.22 2,750 8,250
2,200 - - 81.00 9.50 1060 -13.60 17.90 42.71 2,750 18,150
7,700 2,200 37.23 84.10 24.00 1080 -14.40 24.85 42.37 4,400 18,150
30,800 -2,750 35.58 77.50 28.10 1100 -18.80 30.00 44.20 8,250 44,000
21,450 -8,800 39.84 66.00 26.15 1120 -16.60 44.00 45.57 -1,100 13,750
53,900 20,900 40.21 55.85 23.40 1140 -12.60 52.00 44.29 - 4,950
39,050 13,750 39.55 45.60 19.35 1160 -6.85 84.30 61.82 -550 2,750
48,400 26,400 40.29 37.60 17.40 1180 -31.20 73.20 43.22 - 2,750
235,400 92,400 40.59 30.50 13.50 1200 -34.00 87.40 44.33 -2,200 2,750
1,650 550 40.82 23.00 9.80 1220 -37.00 99.90 43.11 - 1,100
3,300 3,300 40.63 19.15 -81.45 1240 - - - - -
1,650 - - - - 1260 - - - - -
2,750 550 41.41 11.50 -4.55 1280 - - - - -
38,500 15,950 41.68 9.85 4.25 1300 - - - - 1,100
- - - - - 1320 - - - - -
- - - - - 1340 - - - - -
- - - - - 1360 - - - - 550
- - - - - 1380 - - - - -
3,300 - - - - 1400 - - - - 1,100
- - - - - 1420 - - - - -
- - - - - 1440 - - - - -
- - - - - 1460 - - - - -
- - - - - 1480 - - - - -
- - - - - 1500 - - - - 4,400
Total 501,600 187,000
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 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.