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Option Chain For SIEMENS - SIEMENS LTD
Last updated on 30 Sep 2020 12:13 AM 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 - - - - -
- - - - - 900 - - - - -
- - - - - 920 - - - - -
- - - - - 940 - - - - -
- - - - - 960 - - - - -
- - - - - 980 - - - - -
- - - - - 1000 - - - - -
- - - - - 1020 - - - - -
- - - - - 1040 - - - - -
- - - - - 1060 - - - - -
- - - - - 1080 - - - - -
- - - - - 1100 -1.00 4.50 36.63 1,650 33,550
- - - - - 1120 - 11.15 - - 12,100
- - - - - 1140 - 8.00 - - 1,650
- - - - - 1160 -1.00 12.00 35.75 -1,100 17,050
- - - - - 1180 -1.75 16.05 35.50 1,650 7,150
4,400 - 34.38 93.85 6.40 1200 -0.20 22.30 36.31 550 18,700
4,950 550 33.36 79.00 29.00 1220 0.25 26.50 34.52 6,050 9,900
15,400 - 29.08 60.75 11.90 1240 -8.35 34.00 34.52 11,000 11,550
87,450 41,250 32.32 53.95 14.15 1260 - - - - -
47,300 15,400 31.56 43.00 12.20 1280 -44.00 56.00 36.73 550 1,650
90,750 35,200 31.32 34.15 9.60 1300 -24.60 75.40 42.42 550 1,650
42,350 25,850 31.54 27.25 8.65 1320 - - - - -
22,000 22,000 32.09 21.95 -16.75 1340 - - - - -
4,400 1,650 31.29 16.05 6.05 1360 - 140.00 - - 550
550 550 31.17 12.00 -19.00 1380 - - - - -
31,350 16,500 33.30 10.85 4.05 1400 - - - - -
550 550 31.78 7.00 -17.70 1420 - - - - -
- - - - - 1440 - - - - -
- - - - - 1460 - - - - -
- - - - - 1480 - - - - -
3,300 3,300 33.70 2.50 -12.90 1500 - - - - -
Total 354,750 115,500
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.