CAMS
Computer Age Mngt Ser Ltd
5222.05
10.91 (0.21%)
Option Chain for CAMS
11 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 125 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 743.80 | 0.00 | 4200 | -2.30 | 1.00 | 45.01 | 8 | -2 | 105 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 575.95 | 0.00 | 4400 | 0.00 | 40.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 589.90 | 0.00 | 4500 | -1.00 | 5.00 | 41.07 | 20 | 5 | 213 | -0.03 |
| - | 0 | 0 | 0 | - | 428.25 | 0.00 | 4600 | -4.50 | 7.00 | 38.47 | 46 | -12 | 190 | -0.04 |
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| - | 0 | 0 | 0 | - | 363.45 | 0.00 | 4700 | -4.05 | 13.95 | 38.81 | 58 | -33 | 179 | -0.07 |
| - | 0 | 0 | 0 | - | 305.10 | 0.00 | 4800 | -2.15 | 26.00 | 39.39 | 62 | -3 | 124 | -0.12 |
| 0.76 | 12 | 0 | 1 | 51.15 | 429.00 | 53.85 | 4900 | -8.85 | 37.20 | 37.29 | 36 | -4 | 59 | -0.17 |
| 0.76 | 244 | 104 | 261 | 36.69 | 308.50 | 10.00 | 5000 | -11.95 | 57.45 | 36.53 | 246 | -11 | 271 | -0.24 |
| 0.66 | 223 | -5 | 44 | 37.97 | 245.00 | 3.00 | 5100 | -18.50 | 83.05 | 35.10 | 99 | 5 | 206 | -0.33 |
| 0.57 | 532 | -23 | 1,032 | 35.67 | 177.15 | -7.95 | 5200 | -13.60 | 125.90 | 35.69 | 341 | 11 | 199 | -0.43 |
| 0.46 | 589 | 50 | 1,437 | 36.13 | 130.55 | -7.15 | 5300 | 1.55 | 194.40 | 39.82 | 147 | 37 | 131 | -0.53 |
| 0.36 | 430 | -14 | 819 | 35.87 | 91.05 | -7.05 | 5400 | -51.20 | 216.85 | 30.25 | 9 | 2 | 19 | -0.66 |
| 0.28 | 600 | 20 | 1,075 | 36.66 | 64.70 | -5.40 | 5500 | 0.00 | 327.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.21 | 535 | 30 | 321 | 37.10 | 44.30 | -3.50 | 5600 | 0.00 | 362.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.15 | 159 | 19 | 97 | 37.19 | 28.90 | -5.55 | 5700 | 0.00 | 645.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 342 | 14 | 305 | 37.53 | 18.80 | -4.20 | 5800 | 0.00 | 584.45 | 0.00 | 0 | 6 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5900 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 695 | -44 | 662 | 39.21 | 8.60 | -2.30 | 6000 | 0.00 | 1090.20 | - | 0 | 0 | 0 | - |
| 4,361 | 1,696 | |||||||||||||
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.
