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[--[65.84.65.76]--]
ANGELONE
Angel One Limited

3399.55 7.35 (0.22%)

Option Chain for ANGELONE

11 Dec 2024 04:14 PM 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 -0.35 0.95 - 20 -3 176 -
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 -0.90 0.60 - 8 0 117 -
- 0 0 0 - 336.90 0.00 2650 0.00 1.70 - 3 1 13 -
0.00 0 0 0 0.00 454.00 0.00 2700 -1.20 1.00 - 11 0 213 -
- 0 0 0 - 274.20 0.00 2750 -1.50 1.50 48.94 1 0 42 -0.01
0.00 0 0 0 0.00 422.80 0.00 2800 -2.75 2.15 47.87 68 -16 200 -0.02
0.00 0 0 0 0.00 258.55 0.00 2850 -0.80 4.10 49.16 8 0 20 -0.03
0.00 0 0 0 0.00 592.00 0.00 2900 -3.30 3.55 44.06 182 -66 287 -0.03
0.00 0 0 0 0.00 534.25 0.00 2950 -6.55 4.40 41.82 38 7 126 -0.04
0.98 383 -1 10 32.09 420.00 -5.50 3000 -3.85 7.95 42.84 829 78 868 -0.06
0.00 0 0 0 0.00 450.00 0.00 3050 -3.15 13.25 43.77 53 -18 164 -0.09
0.89 306 -45 93 41.43 334.95 1.90 3100 -6.20 16.40 41.55 639 28 679 -0.11
0.00 0 2 0 0.00 293.15 0.00 3150 -7.35 23.50 41.26 123 -6 186 -0.15
0.80 550 -44 139 40.50 251.05 -6.55 3200 -7.10 31.40 40.22 808 108 507 -0.20
0.75 129 -3 8 40.03 212.70 -3.80 3250 -7.25 43.35 40.02 108 1 210 -0.25
0.68 606 -78 351 40.62 179.85 -0.95 3300 -9.05 56.95 39.25 810 22 430 -0.31
0.62 127 5 177 39.94 147.25 -4.60 3350 -8.35 79.80 40.80 170 2 121 -0.39
0.54 1,073 286 4,831 39.95 119.95 -7.05 3400 -10.80 100.20 40.02 1,996 54 657 -0.46
0.47 814 273 3,583 40.42 97.50 -6.75 3450 -7.55 127.05 40.31 456 -13 216 -0.53
0.41 1,997 287 5,835 40.52 77.50 -7.40 3500 -6.85 158.15 40.89 344 -30 235 -0.59
0.34 427 10 638 40.82 61.25 -7.00 3550 -12.15 192.55 41.55 18 4 12 -0.66
0.28 1,054 82 2,055 40.30 46.00 -8.95 3600 0.00 723.35 - 0 0 0 -
0.23 97 58 305 40.90 36.00 -9.20 3650 0.00 769.00 - 0 0 0 -
0.18 1,005 57 1,914 41.13 27.35 -8.45 3700 0.00 337.00 0.00 0 1 0 0.00
0.15 86 9 170 41.48 20.75 -6.85 3750 0.00 324.10 0.00 0 0 0 0.00
0.12 348 58 728 42.10 16.00 -5.95 3800 0.00 363.00 0.00 0 0 0 0.00
0.09 49 -9 33 42.44 12.00 -5.55 3850 0.00 906.50 - 0 0 0 -
0.07 324 80 1,072 43.16 9.30 -4.55 3900 0.00 1004.60 - 0 0 0 -
0.06 138 65 362 43.73 7.10 -4.70 3950 0.00 868.05 - 0 0 0 -
9,513 5,479
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.