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 |
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Put
Lot Size : 200 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 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 |
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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
- 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.