SUNPHARMA
Sun Pharmaceutical Ind L
1780
2.75 (0.15%)
Option Chain for SUNPHARMA
21 Nov 2024 04:10 PM 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 | 0 | 0 | - | 274.50 | 0.00 | 1560 | 0.00 | 0.25 | 38.88 | 14 | 0 | 438 | -0.01 |
| - | 0 | 0 | 0 | - | 339.25 | 0.00 | 1580 | 0.00 | 1.05 | 21.64 | 0 | 0 | 0 | -0.00 |
| - | 25 | -7 | 8 | - | 167.50 | -43.50 | 1600 | -0.45 | 0.60 | 36.15 | 64 | -20 | 399 | -0.02 |
| - | 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 | -0.55 | 0.85 | 30.34 | 85 | 9 | 194 | -0.03 |
| 0.85 | 14 | 0 | 3 | 47.74 | 123.30 | -8.05 | 1660 | -0.80 | 1.30 | 28.59 | 338 | -21 | 202 | -0.04 |
| 0.00 | 0 | 5 | 0 | 0.00 | 121.80 | 0.00 | 1680 | -1.15 | 2.10 | 27.09 | 874 | -11 | 396 | -0.07 |
| 0.91 | 112 | 10 | 49 | 23.61 | 76.60 | -5.40 | 1700 | -1.35 | 3.65 | 26.11 | 1,333 | -53 | 664 | -0.12 |
| 0.85 | 24 | 0 | 41 | 22.31 | 58.55 | -4.75 | 1720 | -1.95 | 5.80 | 24.52 | 2,628 | -55 | 478 | -0.18 |
| 0.75 | 184 | 4 | 339 | 21.76 | 42.40 | -3.95 | 1740 | -2.55 | 9.00 | 22.69 | 1,919 | -71 | 726 | -0.26 |
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| 0.62 | 499 | 51 | 1,994 | 20.01 | 27.40 | -3.95 | 1760 | -2.10 | 14.45 | 21.32 | 3,376 | -8 | 913 | -0.39 |
| 0.46 | 814 | 106 | 6,381 | 19.14 | 16.00 | -3.90 | 1780 | -1.60 | 23.15 | 20.54 | 3,635 | -108 | 786 | -0.54 |
| 0.30 | 1,235 | -61 | 6,718 | 19.00 | 8.60 | -2.35 | 1800 | -0.50 | 35.55 | 20.40 | 1,383 | -109 | 626 | -0.69 |
| 0.17 | 2,220 | 7 | 4,097 | 19.05 | 4.20 | -1.60 | 1820 | -0.35 | 51.30 | 21.18 | 189 | -43 | 315 | -0.80 |
| 0.10 | 2,910 | -54 | 2,434 | 20.11 | 2.25 | -0.85 | 1840 | 0.60 | 68.40 | 21.19 | 101 | -5 | 498 | -0.89 |
| 0.07 | 2,269 | 12 | 1,491 | 22.35 | 1.55 | -0.65 | 1860 | 8.90 | 87.45 | 23.16 | 99 | -39 | 669 | -0.93 |
| 0.05 | 1,468 | -61 | 969 | 25.27 | 1.30 | -0.40 | 1880 | 16.40 | 105.35 | - | 6 | 1 | 121 | - |
| 0.04 | 5,254 | 57 | 1,689 | 28.22 | 1.15 | -0.30 | 1900 | -2.00 | 120.00 | - | 36 | -16 | 392 | - |
| 0.03 | 1,212 | -111 | 406 | 30.33 | 0.90 | -0.15 | 1920 | 10.00 | 151.25 | 45.28 | 1 | 0 | 34 | -0.89 |
| 0.03 | 598 | -69 | 240 | 32.93 | 0.80 | -0.10 | 1940 | 3.05 | 164.45 | - | 1 | 0 | 21 | - |
| 0.02 | 609 | -9 | 84 | 34.50 | 0.60 | -0.05 | 1960 | 0.00 | 156.45 | 0.00 | 0 | 6 | 0 | 0.00 |
| 0.02 | 252 | -15 | 36 | 36.99 | 0.55 | -0.05 | 1980 | 0.00 | 103.60 | - | 0 | 0 | 0 | - |
| 0.02 | 1,384 | -29 | 266 | 39.85 | 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 | 17 | 43.53 | 0.40 | -0.10 | 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 | 28.19 | 15.30 | 0.00 | 2080 | 0.00 | 258.70 | - | 0 | 0 | 0 | - |
| 0.01 | 231 | 1 | 2 | 48.39 | 0.30 | 0.00 | 2100 | 0.00 | 192.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 21,708 | 7,872 | |||||||||||||
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.
