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[--[65.84.65.76]--]
SUNPHARMA
Sun Pharmaceutical Ind L

1822.2 -11.40 (-0.62%)

Option Chain for SUNPHARMA

24 Jan 2025 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
- 19 -11 15 - 221.20 -5.80 1600 -0.10 0.10 38.07 38 -22 356 -0.00
0.00 0 0 0 0.00 147.60 0.00 1620 -0.25 0.05 32.51 22 -10 247 -0.00
0.00 0 0 0 0.00 141.55 0.00 1640 -0.25 0.15 32.93 11 5 171 -0.01
0.00 0 0 0 0.00 122.65 0.00 1660 -0.10 0.30 32.29 9 0 111 -0.01
0.00 0 0 0 0.00 91.05 -0.70 1680 -0.20 0.50 30.73 22 -10 332 -0.02
0.96 251 0 12 31.11 122.00 -5.40 1700 -0.30 0.65 27.86 969 -72 655 -0.03
- 42 0 1 - 101.45 -9.55 1720 -0.45 0.90 25.44 185 -25 245 -0.04
0.93 139 -7 35 24.67 82.75 -8.90 1740 -0.40 1.45 23.21 642 -47 837 -0.06
0.89 113 -56 133 22.06 64.50 -8.45 1760 -0.50 2.10 20.57 1,482 46 634 -0.09
0.84 495 -80 314 18.40 44.70 -9.40 1780 -0.85 3.20 17.38 3,302 48 1,120 -0.15
0.78 3,483 -138 2,290 12.31 25.50 -11.00 1800 -1.25 5.65 15.07 8,986 -178 1,908 -0.26
0.53 653 -51 4,312 15.31 15.20 -8.15 1820 0.15 13.50 15.05 6,101 -66 705 -0.48
0.32 1,181 146 4,841 16.27 7.85 -5.65 1840 2.75 26.30 16.71 2,442 -121 433 -0.67
0.17 1,975 52 4,706 17.31 3.70 -3.60 1860 4.65 41.60 15.46 203 -26 319 -0.86
0.10 1,187 -34 2,814 18.98 2.00 -2.10 1880 7.30 60.60 18.17 110 -24 403 -0.91
0.06 3,616 96 3,072 21.45 1.35 -1.05 1900 7.90 79.80 19.80 50 -12 424 -0.95
0.03 3,819 -4 1,327 21.89 0.60 -0.45 1920 0.00 86.80 0.00 0 -31 0 0.00
0.02 1,690 -17 914 23.37 0.35 -0.25 1940 0.00 153.80 0.00 0 0 0 0.00
0.01 367 -21 121 25.98 0.30 -0.35 1960 0.00 186.40 0.00 0 0 0 0.00
0.02 272 -6 85 29.96 0.40 -0.30 1980 0.00 122.05 0.00 0 0 0 0.00
0.02 1,767 246 743 34.35 0.50 -0.10 2000 0.00 202.20 0.00 0 0 0 0.00
0.01 331 0 4 34.70 0.30 -0.20 2020 0.00 162.25 0.00 0 0 0 0.00
0.01 283 -4 9 34.82 0.15 -0.10 2040 0.00 173.80 0.00 0 0 0 0.00
0.01 82 1 2 38.45 0.20 -0.10 2060 0.00 270.85 0.00 0 0 0 0.00
0.01 201 0 14 40.03 0.15 -0.15 2080 0.00 216.35 - 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
0.00 249 -3 9 45.07 0.15 -0.05 2120 0.00 249.65 - 0 0 0 -
22,215 8,900
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.