ABBOTINDIA
Abbott India Limited
27114.7
-109.65 (-0.40%)
Option Chain for ABBOTINDIA
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 20 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 3531.10 | 0.00 | 26000 | -7.50 | 57.30 | 26.90 | 110 | -17 | 139 | -0.11 |
0.00 | 0 | 0 | 0 | 0.00 | 3136.15 | 0.00 | 26250 | 54.00 | 117.20 | 29.15 | 9 | 5 | 11 | -0.19 |
0.00 | 0 | -2 | 0 | 0.00 | 827.75 | 0.00 | 26500 | 64.20 | 154.45 | 27.33 | 2 | 0 | 26 | -0.25 |
0.00 | 0 | 0 | 0 | 0.00 | 2677.95 | 0.00 | 26750 | 0.00 | 145.75 | 0.00 | 0 | 1 | 0 | 0.00 |
0.60 | 65 | 39 | 75 | 18.74 | 374.10 | -320.10 | 27000 | -37.40 | 264.00 | 22.97 | 283 | -17 | 201 | -0.41 |
0.47 | 49 | 36 | 129 | 21.69 | 288.00 | -132.50 | 27250 | 126.25 | 546.25 | 33.75 | 8 | 0 | 32 | -0.52 |
0.35 | 128 | -30 | 290 | 21.33 | 184.05 | -55.95 | 27500 | 45.85 | 600.35 | 27.63 | 73 | -38 | 59 | -0.62 |
0.25 | 27 | -1 | 5 | 22.20 | 123.60 | -256.60 | 27750 | 0.00 | 306.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.17 | 323 | 27 | 184 | 22.71 | 78.65 | -49.35 | 28000 | 213.95 | 973.90 | 29.16 | 20 | -2 | 259 | -0.77 |
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0.13 | 20 | -12 | 22 | 24.83 | 61.30 | -38.70 | 28250 | 0.00 | 707.75 | - | 0 | 0 | 0 | - |
0.09 | 99 | 5 | 161 | 25.54 | 40.25 | -22.50 | 28500 | 293.60 | 1443.65 | 35.29 | 4 | 0 | 233 | -0.83 |
0.07 | 28 | -6 | 22 | 27.00 | 29.90 | -50.10 | 28750 | 407.15 | 1800.10 | 49.93 | 1 | 0 | 34 | -0.78 |
0.05 | 419 | -5 | 402 | 28.79 | 24.00 | -5.05 | 29000 | 439.90 | 2040.00 | 53.40 | 15 | -5 | 133 | -0.80 |
0.00 | 0 | 0 | 0 | 0.00 | 53.50 | 0.00 | 29250 | 0.00 | 1079.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 36 | -1 | 23 | 31.80 | 15.00 | -1.50 | 29500 | 0.00 | 1658.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 14.55 | 1185.90 | 0.00 | 29750 | 0.00 | 1013.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 511 | -40 | 74 | 34.28 | 9.10 | -5.95 | 30000 | 0.00 | 1800.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 17.32 | 976.45 | 0.00 | 30250 | 0.00 | 1662.95 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 10.05 | 0.00 | 30500 | 0.00 | 3099.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 160.65 | 0.00 | 30750 | 0.00 | 1763.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 271 | 0 | 9 | 36.33 | 2.00 | 1.90 | 31000 | 0.00 | 2150.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 22.04 | 641.45 | 0.00 | 31250 | 0.00 | 2315.45 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 70.00 | 0.00 | 31500 | 0.00 | 2472.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 38.85 | 0.00 | 31750 | 0.00 | 2681.10 | - | 0 | 0 | 0 | - |
- | 138 | -3 | 20 | - | 15.95 | 9.55 | 32000 | 0.00 | 2989.40 | 0.00 | 0 | 0 | 0 | 0.00 |
2,114 | 1,127 |
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.