search
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
- 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 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.