`
Related Pages for SUNPHARMA
[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L
1808.85 -14.45 (-0.79%)

Option Chain for SUNPHARMA

20 Dec 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 350
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 406.90 0.00 1520 0.00 0.35 - 14 1 104 -
0.00 0 0 0 0.00 0.00 0.00 1540 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 368.60 0.00 1560 0.00 0.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 288.10 0.00 1580 0.00 1.65 0.00 0 0 0 0.00
- 20 0 1 - 202.20 -22.80 1600 -0.10 0.20 39.72 10 -5 384 -0.01
- 0 0 0 - 250.30 0.00 1620 -0.15 0.20 36.20 17 -4 74 -0.01
- 0 0 0 - 294.20 0.00 1640 -0.05 0.20 32.68 17 0 176 -0.01
0.00 0 0 0 0.00 141.55 0.00 1660 -0.10 0.25 30.00 28 -15 205 -0.01
0.00 0 0 0 0.00 126.00 0.00 1680 -0.10 0.35 27.67 100 -24 197 -0.02
0.94 99 0 1 33.47 115.00 -6.05 1700 -0.10 0.60 26.02 213 -38 828 -0.03
0.00 0 8 0 0.00 104.60 0.00 1720 -0.15 0.95 23.92 356 -88 233 -0.04
- 96 -6 38 - 69.45 -15.60 1740 -0.45 1.50 21.62 585 4 416 -0.07
- 291 1 80 - 51.75 -15.95 1760 -0.65 2.40 19.11 1,512 -26 847 -0.11
- 392 -87 480 - 31.90 -17.55 1780 -0.85 3.95 16.36 3,090 -87 986 -0.19
0.75 1,953 53 5,077 8.55 16.00 -16.45 1800 0.55 8.50 15.22 6,376 -377 1,467 -0.35
0.38 9,581 -109 18,708 9.90 6.10 -12.40 1820 3.90 17.90 15.22 3,222 -297 929 -0.57
0.17 4,627 -159 9,307 11.89 2.45 -7.65 1840 9.65 34.65 19.35 531 -83 221 -0.72
0.09 2,234 -128 4,519 15.00 1.50 -4.25 1860 11.45 53.20 23.77 74 18 127 -0.80
0.06 924 -190 1,652 18.35 1.15 -2.85 1880 10.80 71.10 25.77 16 -3 144 -0.86
0.05 2,086 -209 2,130 21.58 0.95 -1.75 1900 16.15 94.85 37.82 1 0 150 -0.83
0.03 338 -88 499 23.73 0.65 -1.15 1920 3.60 113.50 40.65 5 -2 42 -0.86
0.02 388 -77 222 26.11 0.50 -0.80 1940 0.00 106.90 - 0 0 0 -
0.02 75 -17 40 30.23 0.60 -0.55 1960 0.00 99.15 - 0 0 0 -
0.02 73 -7 23 33.50 0.60 -0.45 1980 0.00 183.60 0.00 0 0 0 0.00
0.02 1,045 -94 254 35.73 0.50 -0.35 2000 0.00 189.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2020 0.00 166.55 0.00 0 0 0 0.00
0.00 0 0 0 23.90 44.55 0.00 2040 0.00 149.35 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2060 0.00 0.00 0.00 0 0 0 0.00
0.01 4 -4 6 42.56 0.20 -0.40 2080 0.00 178.25 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2100 0.00 0.00 0.00 0 0 0 0.00
- 20 -1 6 - 0.25 -0.65 2120 0.00 209.10 - 0 0 0 -
24,246 7,530
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.