SUNPHARMA
Sun Pharmaceutical Ind L
1824.55
-1.95 (-0.11%)
Option Chain for SUNPHARMA
06 Sep 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
|
|
||||||||||
| 0 | 0 | 0 | 270 | 0.00 | 1540 | 0.25 | 0.5 | 350 | 0 | 350 |
| 0 | 0 | 0 | 64.9 | 0.00 | 1560 | 0.05 | 0.55 | 5,950 | 0 | 7,000 |
| 0 | 0 | 0 | 191 | 0.00 | 1580 | 0.00 | 2.6 | 0 | 0 | 0 |
| 28,350 | 700 | 2,450 | 221 | -7.00 | 1600 | 0.25 | 0.85 | 8,050 | -1,050 | 1,98,800 |
| 0 | 0 | 0 | 170 | 0.00 | 1620 | 0.45 | 0.9 | 700 | 0 | 27,300 |
| 0 | 0 | 0 | 140.45 | 0.00 | 1640 | 0.30 | 1.15 | 16,800 | 1,400 | 39,200 |
| 0 | 0 | 0 | 78.25 | 0.00 | 1660 | 0.25 | 1.6 | 50,750 | 2,450 | 81,550 |
| 0 | 0 | 0 | 130.65 | 0.00 | 1680 | 0.10 | 2.15 | 78,750 | 17,850 | 48,650 |
| 0 | -700 | 0 | 133.45 | 0.00 | 1700 | -0.05 | 2.85 | 2,90,500 | 48,300 | 2,28,900 |
| 0 | 0 | 0 | 103.95 | 0.00 | 1720 | -0.15 | 3.75 | 1,19,350 | 12,950 | 94,850 |
| 30,450 | 1,400 | 4,200 | 93.6 | 0.20 | 1740 | -0.40 | 4.95 | 2,10,000 | -16,100 | 1,41,050 |
| 87,150 | 0 | 9,100 | 74.5 | -0.95 | 1760 | -0.60 | 6.9 | 2,61,100 | -13,650 | 1,88,650 |
| 65,100 | -16,100 | 30,100 | 59.25 | 1.55 | 1780 | -0.90 | 9.8 | 3,57,700 | -4,900 | 2,70,200 |
| 3,03,100 | -88,200 | 5,55,450 | 43 | 0.45 | 1800 | -1.40 | 14.15 | 9,93,300 | 77,700 | 6,40,150 |
| 4,18,950 | 70,350 | 12,47,750 | 29.7 | 0.80 | 1820 | -1.75 | 20.05 | 11,35,400 | -5,250 | 3,72,050 |
| 24,51,750 | 21,000 | 18,81,950 | 18 | 0.10 | 1840 | -2.40 | 28.45 | 5,70,850 | -38,150 | 3,50,700 |
| 27,04,800 | 41,650 | 12,79,600 | 11.05 | 0.30 | 1860 | -2.75 | 41.25 | 92,050 | 1,050 | 1,47,700 |
| 2,94,000 | 10,850 | 5,55,100 | 7.5 | 0.00 | 1880 | -1.65 | 57.85 | 18,550 | 4,900 | 56,350 |
| 6,51,000 | 32,550 | 8,13,050 | 5.35 | -0.25 | 1900 | -1.10 | 75.8 | 17,150 | 10,150 | 63,350 |
| 1,56,800 | 6,650 | 2,90,500 | 4 | 0.10 | 1920 | -0.15 | 94.85 | 2,800 | 0 | 5,600 |
| 1,29,500 | -3,500 | 2,68,450 | 2.85 | -0.15 | 1940 | 0.00 | 101.55 | 0 | -350 | 0 |
| 1,29,150 | 4,900 | 1,72,200 | 2.3 | 0.00 | 1960 | 0.00 | 139.5 | 0 | 0 | 0 |
| 53,550 | -6,650 | 25,900 | 1.8 | -0.15 | 1980 | 0.00 | 293.1 | 0 | 0 | 0 |
| 2,05,100 | 700 | 40,250 | 1.55 | -0.15 | 2000 | 0.00 | 165 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 2020 | 0.00 | 0 | 0 | 0 | 0 |
| 83,650 | 350 | 30,100 | 0.95 | -0.15 | 2040 | 0.00 | 205 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 2060 | 0 | 0 | 0 | 0 | ||
| 350 | 0 | 700 | 0.6 | 2080 | 526.65 | 0 | 0 | 0 | ||
| 77,92,750 | 29,62,400 | |||||||||
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.