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Option Chain For VEDL - VEDANTA LIMITED
Last updated on 25 Sep 2020 05:14 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 67.5 - - - - -
- - - - - 70 - - - - -
- - - - - 72.5 - - - - -
- - - - - 75 - - - - -
- - - - - 77.5 - - - - -
- - - - - 80 - - - - -
- - - - - 82.5 - - - - -
- - - - - 85 - - - - -
- - - - - 87.5 - - - - -
- - - - - 90 - - - - -
- - - - - 92.5 - - - - -
- - - - - 95 - - - - -
- - - - - 97.5 - - - - -
- - - - - 100 -0.20 0.50 65.11 124,000 136,400
- - - - - 102.5 - - - - -
- - - - - 105 -0.25 0.85 64.23 74,400 161,200
- - - - - 107.5 -10.95 1.00 62.40 - -
285,200 68,200 62.09 29.25 4.85 110 -0.55 1.45 63.73 1,674,000 3,441,000
- - - - - 112.5 0.45 2.00 66.23 - 80,600
- - - - - 115 -0.65 2.20 63.37 136,400 1,165,600
- - - - - 117.5 -14.95 2.60 62.19 31,000 31,000
43,400 6,200 53.19 20.25 3.25 120 -1.50 2.80 61.80 2,566,800 8,593,200
- - - - - 122.5 - - - - 43,400
781,200 167,400 58.43 17.25 3.85 125 -1.40 4.50 59.60 582,800 1,537,600
12,400 - 37.03 12.70 0.20 127.5 -0.55 5.15 59.63 12,400 31,000
1,240,000 527,000 53.66 13.50 3.15 130 -2.05 6.15 58.99 793,600 2,139,000
43,400 12,400 49.95 11.30 2.60 132.5 -1.15 7.15 59.66 - 55,800
1,835,200 961,000 53.50 10.60 2.75 135 -2.65 8.05 56.59 254,200 601,400
24,800 24,800 51.96 9.00 2.45 137.5 - - - - -
4,092,000 1,822,800 52.18 7.90 2.15 140 -23.30 10.20 55.47 291,400 291,400
18,600 18,600 45.70 5.80 0.25 142.5 - - - - -
1,556,200 1,016,800 50.65 5.80 1.60 145 - - - - -
- - - - - 147.5 - - - - -
4,947,600 3,794,400 50.88 4.35 1.10 150 - - - - -
- - - - - 152.5 - - - - -
1,004,400 620,000 50.78 3.05 0.75 155 - - - - -
49,600 43,400 51.40 2.60 0.65 157.5 - - - - -
638,600 - 49.80 2.10 -1.30 160 - - - - -
Total 16,572,600 18,308,600
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.