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Related Pages for ANGELONE
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ANGELONE
Angel One Limited
3424 24.45 (0.72%)

Option Chain for ANGELONE

12 Dec 2024 10:14 AM IST

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

Call
Put

Lot Size : 200
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 618.55 0.00 2500 0.15 1.10 - 8 0 176 -
0.00 0 0 0 0.00 0.00 0.00 2550 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 371.40 0.00 2600 0.00 0.60 0.00 0 0 0 0.00
- 0 0 0 - 336.90 0.00 2650 0.00 1.70 0.00 0 1 0 0.00
0.00 0 0 0 0.00 454.00 0.00 2700 0.00 1.00 0.00 0 0 0 0.00
- 0 0 0 - 274.20 0.00 2750 0.00 1.50 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 422.80 0.00 2800 -0.15 2.00 49.72 10 -2 196 -0.02
0.00 0 0 0 0.00 258.55 0.00 2850 0.00 4.10 0.00 0 4 0 0.00
0.00 0 0 0 0.00 592.00 0.00 2900 -0.35 3.20 45.60 13 -1 285 -0.03
0.98 54 0 1 38.09 488.25 -46.00 2950 1.30 5.70 46.32 2 0 125 -0.04
0.90 380 -4 8 55.60 453.00 33.00 3000 -1.85 6.10 42.72 172 -21 845 -0.05
0.84 59 0 1 64.53 423.50 -26.50 3050 -3.35 9.90 43.00 3 0 168 -0.07
0.86 309 0 2 50.18 360.00 25.05 3100 -3.20 13.20 41.47 130 23 703 -0.10
0.00 0 0 0 0.00 293.15 0.00 3150 -5.20 18.30 40.46 13 0 187 -0.13
0.80 544 -3 14 44.65 270.00 18.95 3200 -6.95 24.45 39.08 188 -36 472 -0.17
0.00 0 -3 0 0.00 212.70 0.00 3250 -8.95 34.40 38.66 8 -5 205 -0.22
0.72 590 -16 77 38.13 183.10 3.25 3300 -10.05 46.90 38.12 201 38 467 -0.28
0.64 125 -2 60 38.98 152.45 5.20 3350 -14.00 65.80 38.79 36 2 122 -0.36
0.57 1,075 6 1,086 38.19 121.05 1.10 3400 -15.35 84.85 38.06 453 21 678 -0.43
0.49 758 -54 866 38.27 96.85 -0.65 3450 -17.75 109.30 37.94 147 27 243 -0.51
0.42 2,065 70 1,216 38.11 75.15 -2.35 3500 -17.75 140.40 38.70 46 -8 226 -0.58
0.35 424 -4 170 39.10 60.00 -1.25 3550 0.00 192.55 0.00 0 7 0 0.00
0.28 1,100 48 597 38.61 44.35 -1.65 3600 0.00 723.35 - 0 0 0 -
0.23 96 0 65 39.14 33.90 -2.10 3650 0.00 769.00 - 0 0 0 -
0.18 952 -53 295 39.55 25.55 -1.80 3700 0.00 337.00 0.00 0 0 0 0.00
0.14 75 -11 20 40.04 19.20 -1.55 3750 0.00 324.10 0.00 0 0 0 0.00
0.11 422 76 306 40.15 13.85 -2.15 3800 0.00 363.00 0.00 0 0 0 0.00
0.09 51 2 9 41.34 11.00 -1.00 3850 0.00 906.50 - 0 0 0 -
0.07 342 18 118 41.62 8.00 -1.30 3900 0.00 1004.60 - 0 0 0 -
0.06 144 2 10 44.27 7.55 0.45 3950 0.00 868.05 - 0 0 0 -
9,565 5,098
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.