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Option Chain For VOLTAS - VOLTAS LTD
Last updated on 10 Jul 2020 01:01 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
- - - - - 340 - - - - 3,000
- - - - - 350 - - - - -
- - - - - 360 - - - - -
- - - - - 370 - - - - -
- - - - - 380 - - - - -
- - - - - 390 - - - - -
- - - - - 400 - - - - 2,000
- - - - - 410 - - - - 1,000
- - - - - 420 - - - - -
- - - - - 430 - - - - -
- - - - - 440 - - - - -
- - - - - 450 - - - - 125,000
- - - - - 460 - - - - -
- - - - - 470 - - - - -
- - - - - 480 - - - - 17,000
- - - - - 490 - - - - 14,000
13,000 - - - - 500 0.15 3.45 46.22 -1,000 84,000
- - - - - 510 -0.40 4.60 45.61 19,000 50,000
1,000 - - - - 520 0.05 6.80 45.70 -15,000 54,000
4,000 - - - - 530 -0.70 8.65 44.95 -18,000 60,000
35,000 - - - - 540 -0.10 12.15 45.14 -2,000 96,000
73,000 -2,000 40.25 30.50 1.75 550 -0.70 15.35 43.81 5,000 64,000
264,000 5,000 40.82 25.80 2.25 560 -0.90 19.50 43.92 59,000 109,000
194,000 -18,000 40.90 20.50 1.65 570 -1.10 24.20 43.30 -2,000 28,000
224,000 1,000 40.74 15.90 1.10 580 - - - - 5,000
131,000 -13,000 39.58 12.30 0.90 590 - - - - 6,000
427,000 -45,000 40.58 9.50 0.55 600 - - - - 5,000
48,000 -1,000 40.76 7.10 0.15 610 - - - - -
81,000 3,000 40.04 5.25 0.10 620 - - - - -
4,000 - 42.45 4.40 0.10 630 - - - - 1,000
3,000 - 42.34 3.20 0.30 640 - - - - 2,000
130,000 1,000 41.35 2.10 -0.25 650 - - - - -
3,000 - - - - 660 - - - - 1,000
1,000 - - - - 670 - - - - -
4,000 - - - - 680 - - - - -
5,000 - - - - 690 - - - - -
17,000 - - - - 700 - - - - -
Total 1,662,000 727,000
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.