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Option Chain For SUNPHARMA - SUN PHARMACEUTICAL IND L
Last updated on 03 Jul 2020 02:53 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
- - - - - 300 - - - - -
- - - - - 310 - - - - -
- - - - - 320 - - - - 1,250
- - - - - 330 - - - - -
- - - - - 340 - - - - -
315,000 - - - - 350 0.05 0.35 54.23 - 141,250
- - - - - 360 - - - - 2,500
- - - - - 370 - - - - 1,250
- - - - - 380 - - - - 1,250
- - - - - 390 - - - - 1,250
506,250 - - 78.85 6.20 400 -0.45 1.55 44.57 7,500 703,750
- - - - - 410 -0.80 2.05 42.52 -1,250 172,500
6,250 - - - - 420 -0.50 3.35 43.08 2,500 157,500
5,000 - - - - 430 -0.70 4.95 42.95 10,000 341,250
22,500 - 28.66 41.75 -0.55 440 -1.05 6.90 42.22 -5,000 483,750
71,250 6,250 37.20 36.90 2.35 450 -1.05 9.90 42.13 -15,000 478,750
95,000 1,250 32.97 28.20 -0.90 460 -1.70 13.20 42.63 - 222,500
198,750 -38,750 36.84 24.00 0.65 470 -1.75 17.65 42.55 2,500 321,250
508,750 -50,000 37.13 18.80 - 480 -1.70 22.80 43.21 -3,750 201,250
316,250 5,000 38.27 14.75 -0.15 490 -1.10 29.65 46.30 -16,250 117,500
1,320,000 -11,250 38.35 11.65 -0.30 500 -2.00 35.35 45.33 - 151,250
243,750 16,250 39.14 9.15 -0.20 510 - - - - 10,000
563,750 3,750 39.74 7.05 -0.35 520 -4.90 49.50 45.40 - 10,000
287,500 8,750 40.59 5.50 -0.25 530 - - - - 563,750
228,750 6,250 41.47 4.30 -0.30 540 - - - - 3,750
1,211,250 2,500 42.28 3.35 -0.35 550 -6.60 77.25 54.91 1,250 508,750
153,750 6,250 42.58 2.50 -0.25 560 - - - - 1,250
120,000 5,000 42.86 1.90 -0.10 570 - - - - -
260,000 11,250 44.63 1.60 -0.20 580 - - - - 1,250
221,250 12,500 44.61 1.15 -0.20 590 - - - - 15,000
Total 6,655,000 4,613,750
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.