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Option Chain For SUNPHARMA - SUN PHARMACEUTICAL IND L
Last updated on
25 Sep 2020 05:14 PM
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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
- 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.