ABBOTINDIA
Abbott India Limited
28655.35
-398.50 (-1.37%)
Option Chain for ABBOTINDIA
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 20 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 6 | 0 | 3 | - | 2620.00 | 189.75 | 26000 | -8.00 | 2.00 | 30.55 | 6 | -1 | 40 | -0.01 |
| - | 0 | 0 | 0 | - | 3221.00 | 0.00 | 26250 | 0.00 | 193.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 3547.80 | 0.00 | 26500 | -2.60 | 2.50 | 25.52 | 10 | 0 | 16 | -0.01 |
| - | 0 | 0 | 0 | - | 2813.20 | 0.00 | 26750 | 0.00 | 287.40 | 13.33 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1519.20 | 0.00 | 27000 | 5.00 | 26.95 | 29.77 | 109 | -12 | 164 | -0.06 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1250.00 | 0.00 | 27250 | 0.00 | 400.40 | 9.01 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1520.00 | 0.00 | 27500 | -3.80 | 38.00 | 24.34 | 103 | 19 | 119 | -0.09 |
| 0.71 | 4 | 0 | 1 | 47.44 | 1230.00 | 680.00 | 27750 | 0.00 | 539.15 | 6.00 | 0 | 0 | 0 | -0.00 |
| 0.78 | 166 | -2 | 15 | 24.14 | 771.75 | -382.00 | 28000 | -15.30 | 78.00 | 20.61 | 1,119 | 66 | 218 | -0.19 |
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| 0.00 | 0 | 3 | 0 | 0.00 | 722.00 | 0.00 | 28250 | 2.25 | 143.95 | 21.02 | 32 | 8 | 28 | -0.29 |
| 0.60 | 136 | -7 | 25 | 18.37 | 354.35 | -338.65 | 28500 | -290.00 | 230.00 | 20.72 | 21 | 11 | 39 | -0.41 |
| 0.44 | 31 | -4 | 29 | 16.59 | 200.05 | -371.50 | 28750 | 92.80 | 398.00 | 23.89 | 86 | -4 | 14 | -0.54 |
| 0.33 | 204 | -26 | 959 | 20.07 | 155.65 | -274.35 | 29000 | 133.10 | 567.35 | 25.27 | 72 | -10 | 71 | -0.64 |
| 0.24 | 213 | 11 | 595 | 22.19 | 113.85 | -207.65 | 29250 | 352.85 | 892.00 | 36.97 | 6 | 1 | 11 | -0.66 |
| 0.17 | 184 | -60 | 1,050 | 23.40 | 77.55 | -173.30 | 29500 | 491.25 | 1091.25 | 38.80 | 1 | 0 | 2 | -0.71 |
| 0.15 | 7 | 0 | 2 | 27.36 | 75.00 | -101.20 | 29750 | 0.00 | 1421.45 | - | 0 | 0 | 0 | - |
| 0.09 | 363 | -52 | 1,668 | 26.62 | 41.65 | -105.65 | 30000 | -119.70 | 1080.30 | - | 2 | 0 | 5 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 15.00 | 0.00 | 30250 | 0.00 | 1513.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 57 | -7 | 707 | 30.20 | 26.00 | -48.00 | 30500 | 0.00 | 2165.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 11.97 | 625.25 | 0.00 | 30750 | 0.00 | 2055.00 | - | 0 | 0 | 0 | - |
| 0.04 | 168 | -22 | 806 | 33.79 | 17.80 | -22.20 | 31000 | 0.00 | 2273.40 | - | 0 | 0 | 0 | - |
| 1,539 | 727 | |||||||||||||
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.
