SUNPHARMA
Sun Pharmaceutical Ind L
1779.05
0.05 (0.00%)
Option Chain for SUNPHARMA
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 350 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 211.00 | 0.00 | 1600 | 0.00 | 1.35 | 32.22 | 1 | 0 | 417 | -0.03 |
| - | 0 | 0 | 0 | - | 300.80 | 0.00 | 1620 | 0.00 | 1.60 | 0.00 | 0 | 10 | 0 | 0.00 |
| 0.00 | 0 | 1 | 0 | 0.00 | 143.60 | 0.00 | 1640 | 0.00 | 2.10 | 0.00 | 0 | 41 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 157.40 | 0.00 | 1660 | -0.60 | 2.25 | 26.23 | 9 | 0 | 140 | -0.06 |
| 0.00 | 0 | 0 | 0 | 0.00 | 130.50 | 0.00 | 1680 | -0.55 | 3.10 | 24.90 | 34 | 4 | 229 | -0.08 |
| 0.00 | 0 | 27 | 0 | 0.00 | 86.80 | 0.00 | 1700 | -1.00 | 4.35 | 23.69 | 46 | 3 | 571 | -0.11 |
| 0.00 | 0 | 0 | 0 | 0.00 | 69.30 | 0.00 | 1720 | -1.30 | 6.25 | 22.56 | 33 | -1 | 226 | -0.15 |
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| 0.92 | 56 | 5 | 17 | 12.21 | 61.60 | 8.60 | 1740 | -2.05 | 9.00 | 21.53 | 40 | 14 | 306 | -0.21 |
| 0.80 | 186 | 8 | 37 | 13.99 | 45.70 | 6.60 | 1760 | -2.85 | 13.30 | 20.75 | 69 | 13 | 690 | -0.28 |
| 0.68 | 649 | 3 | 114 | 14.23 | 33.00 | 6.35 | 1780 | -4.45 | 19.30 | 20.11 | 145 | 22 | 891 | -0.38 |
| 0.51 | 907 | -20 | 191 | 15.06 | 21.45 | 4.60 | 1800 | -5.85 | 27.95 | 19.95 | 85 | 2 | 907 | -0.49 |
| 0.36 | 2,035 | 4 | 119 | 15.27 | 13.30 | 3.15 | 1820 | -6.50 | 40.05 | 20.61 | 14 | 1 | 417 | -0.60 |
| 0.26 | 2,634 | 4 | 187 | 15.59 | 8.35 | 2.00 | 1840 | -8.00 | 55.25 | 22.02 | 4 | 0 | 512 | -0.68 |
| 0.17 | 2,169 | -9 | 97 | 17.12 | 5.50 | 1.25 | 1860 | -10.25 | 73.15 | 25.05 | 1 | 0 | 749 | -0.74 |
| 0.13 | 1,705 | -16 | 68 | 18.80 | 4.10 | 0.70 | 1880 | 0.00 | 82.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 5,608 | -7 | 76 | 20.56 | 3.25 | 0.40 | 1900 | -13.00 | 108.00 | 27.90 | 1 | 0 | 443 | -0.83 |
| 0.07 | 1,448 | 7 | 30 | 22.10 | 2.50 | 0.35 | 1920 | 0.00 | 141.25 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | -98 | 0 | 0.00 | 1.80 | 0.00 | 1940 | 0.00 | 161.40 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | -144 | 0 | 0.00 | 1.50 | 0.00 | 1960 | 0.00 | 158.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -26 | 0 | 0.00 | 1.35 | 0.00 | 1980 | 0.00 | 103.60 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | -47 | 0 | 0.00 | 1.25 | 0.00 | 2000 | 0.00 | 166.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.95 | 0.00 | 2020 | 0.00 | 130.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -5 | 0 | 0.00 | 0.65 | 0.00 | 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 | 19.05 | 15.30 | 0.00 | 2080 | 0.00 | 258.70 | - | 0 | 0 | 0 | - |
| 0.01 | 296 | 0 | 5 | 34.52 | 0.55 | 0.00 | 2100 | 0.00 | 192.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 17,693 | 6,498 | |||||||||||||
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.
