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.