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Option Chain For VEDL - VEDANTA LIMITED
Last updated on 16 Jul 2020 12:59 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
- - - - - 55 - - - - 28,000
- - - - - 57.5 - - - - -
- - - - - 60 - - - - 17,500
- - - - - 62.5 - - - - -
- - - - - 65 - - - - -
- - - - - 67.5 - - - - -
- - - - - 70 - - - - 3,500
- - - - - 72.5 - - - - -
- - - - - 75 - - - - -
- - - - - 77.5 - - - - 17,500
- - - - - 80 0.05 0.10 76.44 - 80,500
- - - - - 82.5 - - - - 7,000
- - - - - 85 0.05 0.15 67.58 -17,500 451,500
- - - - - 87.5 - - - - 546,000
91,000 -3,500 - 17.75 -5.10 90 - 0.30 62.11 -42,000 2,383,500
3,500 - - - - 92.5 -0.05 0.40 58.64 - 434,000
3,500 - - - - 95 -0.05 0.65 56.93 7,000 1,071,000
10,500 - - - - 97.5 0.15 1.25 62.50 -10,500 136,500
493,500 -3,500 65.52 10.30 -0.80 100 - 1.60 56.48 -115,500 2,964,500
17,500 - - - - 102.5 -0.05 2.20 59.57 3,500 192,500
455,000 119,000 58.31 6.90 -0.65 105 - 3.00 55.16 -3,500 885,500
171,500 24,500 57.76 5.45 -0.60 107.5 0.25 4.10 56.10 7,000 241,500
4,959,500 308,000 58.38 4.30 -0.40 110 0.15 5.35 56.27 -10,500 3,171,000
416,500 -10,500 57.25 3.30 -0.55 112.5 0.35 6.80 60.05 -24,500 133,000
3,335,500 -290,500 56.86 2.50 -0.40 115 0.30 8.85 60.59 -21,000 595,000
234,500 -10,500 59.00 2.00 -0.10 117.5 - - - - 3,500
2,292,500 -70,000 57.78 1.35 -0.25 120 0.45 12.25 54.62 -7,000 539,000
147,000 3,500 55.71 0.90 -0.30 122.5 - - - - 3,500
3,332,000 10,500 58.66 0.70 -0.15 125 - - - - 38,500
56,000 - 54.90 0.40 -0.50 127.5 - - - - -
1,260,000 -10,500 61.56 0.45 -0.10 130 - - - - 7,000
112,000 - 60.94 0.30 -0.20 132.5 - - - - -
749,000 -3,500 65.43 0.30 -0.05 135 - - - - 7,000
Total 18,140,500 13,958,000
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 prices, 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.