SUNPHARMA
Sun Pharmaceutical Ind L
1775
-2.25 (-0.13%)
Option Chain for SUNPHARMA
21 Nov 2024 02:50 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
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Put
Lot Size : 350 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 274.50 | 0.00 | 1560 | 0.00 | 0.25 | 39.55 | 14 | 0 | 438 | -0.01 |
| - | 0 | 0 | 0 | - | 339.25 | 0.00 | 1580 | 0.00 | 1.05 | 21.28 | 0 | 0 | 0 | -0.00 |
| - | 25 | -7 | 8 | - | 167.50 | -43.50 | 1600 | -0.65 | 0.40 | 34.70 | 55 | -20 | 399 | -0.01 |
| - | 0 | 0 | 0 | - | 300.80 | 0.00 | 1620 | 0.00 | 1.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 125.00 | 0.00 | 1640 | -0.35 | 1.05 | 32.20 | 78 | 10 | 195 | -0.03 |
| 0.90 | 14 | 0 | 3 | 40.47 | 123.30 | -8.05 | 1660 | -0.90 | 1.20 | 28.89 | 311 | -21 | 202 | -0.04 |
| 0.00 | 0 | 5 | 0 | 0.00 | 121.80 | 0.00 | 1680 | -1.25 | 2.00 | 27.61 | 803 | -12 | 395 | -0.07 |
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| - | 109 | 7 | 36 | - | 75.85 | -6.15 | 1700 | -1.85 | 3.15 | 25.96 | 1,160 | -71 | 646 | -0.10 |
| 0.87 | 20 | -4 | 32 | 21.51 | 61.75 | -1.55 | 1720 | -2.35 | 5.40 | 24.98 | 2,360 | -67 | 466 | -0.16 |
| 0.78 | 196 | 16 | 301 | 20.71 | 44.85 | -1.50 | 1740 | -2.75 | 8.80 | 23.75 | 1,664 | -36 | 761 | -0.25 |
| 0.66 | 503 | 55 | 1,741 | 19.45 | 29.60 | -1.75 | 1760 | -2.45 | 14.10 | 22.60 | 2,780 | 41 | 962 | -0.36 |
| 0.49 | 804 | 96 | 5,209 | 19.15 | 18.05 | -1.85 | 1780 | -2.30 | 22.45 | 22.03 | 3,356 | -107 | 787 | -0.51 |
| 0.33 | 1,173 | -123 | 5,697 | 18.84 | 9.80 | -1.15 | 1800 | -1.90 | 34.15 | 21.96 | 1,187 | -96 | 639 | -0.65 |
| 0.19 | 2,302 | 89 | 2,933 | 18.98 | 4.95 | -0.85 | 1820 | -2.95 | 48.70 | 22.13 | 141 | -32 | 326 | -0.77 |
| 0.11 | 2,945 | -19 | 2,059 | 19.87 | 2.60 | -0.50 | 1840 | -4.40 | 63.40 | 18.36 | 51 | -2 | 501 | -0.91 |
| 0.07 | 2,239 | -18 | 1,342 | 21.88 | 1.70 | -0.50 | 1860 | 16.00 | 94.55 | 41.62 | 56 | -23 | 685 | -0.77 |
| 0.05 | 1,479 | -50 | 879 | 24.39 | 1.30 | -0.40 | 1880 | 3.45 | 92.40 | - | 2 | 0 | 120 | - |
| 0.04 | 5,155 | -42 | 1,408 | 27.14 | 1.10 | -0.35 | 1900 | 3.00 | 125.00 | 35.25 | 34 | -14 | 394 | -0.91 |
| 0.03 | 1,220 | -103 | 372 | 29.22 | 0.85 | -0.20 | 1920 | 10.00 | 151.25 | 52.17 | 1 | 0 | 34 | -0.85 |
| 0.03 | 604 | -63 | 219 | 31.80 | 0.75 | -0.15 | 1940 | 3.05 | 164.45 | 41.88 | 1 | 0 | 21 | -0.93 |
| 0.02 | 609 | -9 | 83 | 33.22 | 0.60 | -0.05 | 1960 | 0.00 | 156.45 | 0.00 | 0 | 6 | 0 | 0.00 |
| 0.02 | 261 | -6 | 33 | 35.73 | 0.50 | -0.10 | 1980 | 0.00 | 103.60 | - | 0 | 0 | 0 | - |
| 0.02 | 1,388 | -25 | 211 | 38.59 | 0.55 | 0.00 | 2000 | 0.00 | 166.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -3 | 0 | 0.00 | 0.55 | 0.00 | 2020 | 0.00 | 130.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 394 | -8 | 13 | 42.00 | 0.30 | -0.20 | 2040 | 0.00 | 225.00 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 24.40 | 0.00 | 2060 | 0.00 | 160.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 28.23 | 15.30 | 0.00 | 2080 | 0.00 | 258.70 | - | 0 | 0 | 0 | - |
| 0.01 | 231 | 1 | 2 | 50.22 | 0.30 | 0.00 | 2100 | 0.00 | 192.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 21,671 | 7,971 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
