ANGELONE
Angel One Limited
3221.7
189.65 (6.25%)
Option Chain for ANGELONE
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 200 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 1 | - | 601.20 | 155.50 | 2500 | -3.00 | 3.50 | 55.04 | 55 | -21 | 174 | -0.02 |
| 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 | -5.70 | 4.10 | 49.12 | 178 | 131 | 147 | -0.03 |
| - | 0 | 0 | 0 | - | 336.90 | 0.00 | 2650 | -14.55 | 5.55 | 48.28 | 7 | 0 | 9 | -0.04 |
| - | 0 | 0 | 0 | - | 304.50 | 0.00 | 2700 | -98.95 | 7.20 | 46.70 | 163 | 110 | 110 | -0.05 |
| - | 0 | 0 | 0 | - | 274.20 | 0.00 | 2750 | -10.45 | 10.85 | 46.94 | 106 | 9 | 53 | -0.07 |
| - | 24 | 0 | 3 | - | 353.00 | 37.75 | 2800 | -15.00 | 13.80 | 45.51 | 584 | 52 | 204 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 258.55 | 0.00 | 2850 | -151.10 | 19.45 | 45.45 | 9 | 3 | 3 | -0.11 |
| 0.84 | 101 | 0 | 12 | 48.69 | 370.00 | 171.00 | 2900 | -27.15 | 25.35 | 44.56 | 609 | 38 | 218 | -0.14 |
| 0.82 | 59 | -2 | 10 | 45.59 | 324.15 | 149.45 | 2950 | -33.35 | 34.80 | 44.71 | 148 | 60 | 63 | -0.18 |
| 0.79 | 444 | 60 | 1,089 | 43.35 | 281.00 | 145.75 | 3000 | -45.05 | 44.95 | 44.15 | 1,021 | 207 | 373 | -0.22 |
| 0.74 | 78 | -13 | 386 | 43.42 | 245.00 | 137.20 | 3050 | -61.35 | 55.65 | 42.94 | 340 | 65 | 94 | -0.26 |
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| 0.68 | 514 | 80 | 8,672 | 42.76 | 209.75 | 122.00 | 3100 | -78.65 | 71.00 | 42.65 | 1,744 | 231 | 323 | -0.32 |
| 0.63 | 158 | 130 | 3,118 | 42.69 | 178.85 | 112.85 | 3150 | -82.00 | 91.00 | 42.99 | 673 | 162 | 170 | -0.37 |
| 0.57 | 939 | 591 | 13,156 | 42.38 | 150.20 | 98.70 | 3200 | -277.00 | 112.00 | 42.65 | 789 | 206 | 206 | -0.43 |
| 0.51 | 264 | 241 | 1,954 | 42.22 | 125.00 | 84.50 | 3250 | -296.10 | 130.80 | 40.63 | 59 | 15 | 15 | -0.49 |
| 0.45 | 750 | 502 | 6,161 | 42.62 | 104.50 | 74.50 | 3300 | -100.05 | 161.75 | 41.58 | 53 | 11 | 63 | -0.55 |
| 0.39 | 102 | 102 | 375 | 42.26 | 84.55 | 26.20 | 3350 | -275.25 | 231.20 | 54.44 | 13 | 4 | 4 | -0.58 |
| 0.34 | 272 | 215 | 2,660 | 42.46 | 69.00 | 53.40 | 3400 | 0.00 | 548.00 | - | 0 | 0 | 0 | - |
| 0.29 | 42 | 41 | 183 | 42.53 | 55.50 | 7.20 | 3450 | 0.00 | 590.55 | - | 0 | 0 | 0 | - |
| 0.24 | 372 | 342 | 4,587 | 42.83 | 44.80 | 31.90 | 3500 | 0.00 | 634.05 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 9.79 | 31.30 | 0.00 | 3550 | 0.00 | 678.30 | - | 0 | 0 | 0 | - |
| 0.17 | 63 | 63 | 250 | 43.80 | 29.40 | 0.00 | 3600 | 0.00 | 723.35 | - | 0 | 0 | 0 | - |
| 4,182 | 2,229 | |||||||||||||
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.
