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Option Chain For SUNPHARMA - SUN PHARMACEUTICAL IND L
Last updated on 25 Sep 2020 05:14 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
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - -
- - - - - 340 - - - - -
- - - - - 350 - - - - -
- - - - - 360 - - - - -
- - - - - 370 - - - - -
- - - - - 380 - - - - -
- - - - - 390 - - - - -
- - - - - 400 -1.40 1.60 45.63 40,600 70,000
- - - - - 410 -6.40 2.55 45.29 7,000 7,000
- - - - - 420 -1.95 2.85 41.98 11,200 57,400
- - - - - 430 -2.40 4.05 41.54 28,000 37,800
- - - - - 440 -2.85 5.60 41.30 5,600 116,200
22,400 -4,200 36.05 49.00 -3.05 450 -2.80 7.90 41.38 40,600 585,200
- - - - - 460 -3.10 10.40 40.71 53,200 253,400
4,200 1,400 38.46 36.00 -7.20 470 -3.20 13.90 41.00 82,600 217,000
36,400 15,400 37.68 29.45 -0.35 480 -3.85 18.00 41.19 79,800 344,400
113,400 54,600 37.74 24.05 -0.85 490 -3.55 22.75 41.37 28,000 245,000
810,600 324,800 38.39 20.05 -0.50 500 -3.95 28.30 41.81 43,400 483,000
429,800 60,200 38.77 16.25 -0.60 510 -3.90 34.80 42.84 -5,600 225,400
645,400 105,000 39.14 13.20 -0.75 520 -4.55 41.35 43.02 -8,400 229,600
345,800 26,600 39.53 10.50 -1.05 530 -7.25 46.15 38.88 1,400 79,800
434,000 131,600 40.10 8.45 -1.05 540 4.10 56.10 43.72 - 19,600
673,400 119,000 40.94 6.85 -1.00 550 -6.30 65.00 46.05 -4,200 40,600
348,600 89,600 41.40 5.50 -0.85 560 1.75 74.40 49.07 - 12,600
109,200 19,600 41.78 4.40 -0.80 570 - - - - 1,400
148,400 16,800 42.40 3.65 -0.75 580 - - - - -
44,800 5,600 43.33 2.90 -0.90 590 - - - - -
819,000 126,000 45.65 2.75 -0.50 600 -5.10 109.55 51.01 -2,800 16,800
22,400 5,600 45.05 2.00 -1.20 610 - - - - -
26,600 4,200 46.60 1.80 -0.70 620 - - - - -
9,800 - - - - 630 - - - - -
29,400 - - - - 640 - - - - 22,400
5,600 -1,400 51.00 1.35 -2.10 650 - - - - -
21,000 4,200 52.11 1.20 -0.05 660 - - - - -
Total 5,100,200 3,064,600
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.