CESC
Cesc Ltd
191.57
4.96 (2.66%)
Option Chain for CESC
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 2925 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 18.40 | 0.00 | 160 | -1.25 | 0.25 | 43.39 | 24 | 0 | 8 | -0.03 |
| - | 0 | 0 | 0 | - | 16.60 | 0.00 | 162.5 | 0.00 | 1.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 2 | 0 | 0.00 | 23.55 | 0.00 | 165 | -0.25 | 0.35 | 39.93 | 117 | -15 | 111 | -0.04 |
| - | 0 | 0 | 0 | - | 13.35 | 0.00 | 167.5 | 0.00 | 0.95 | 0.00 | 0 | 17 | 0 | 0.00 |
| - | 15 | 1 | 3 | - | 23.10 | 4.30 | 170 | -0.60 | 0.60 | 38.11 | 228 | -74 | 190 | -0.07 |
| 0.00 | 0 | 3 | 0 | 0.00 | 17.00 | 0.00 | 172.5 | -0.65 | 0.90 | 38.71 | 16 | 6 | 112 | -0.10 |
| 0.89 | 25 | 0 | 1 | 34.46 | 19.00 | 4.15 | 175 | -0.90 | 1.20 | 38.33 | 269 | 37 | 94 | -0.13 |
| 0.88 | 14 | -2 | 5 | 31.77 | 16.60 | 4.30 | 177.5 | -0.95 | 1.75 | 39.43 | 75 | 28 | 65 | -0.17 |
| 0.83 | 71 | -7 | 83 | 32.48 | 14.60 | 3.55 | 180 | -1.50 | 1.95 | 36.81 | 269 | 19 | 136 | -0.20 |
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| 0.74 | 19 | 0 | 1 | 41.13 | 13.90 | 3.45 | 182.5 | 0.00 | 4.05 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.71 | 206 | -3 | 398 | 34.78 | 11.20 | 3.30 | 185 | -2.00 | 3.35 | 37.07 | 213 | 23 | 112 | -0.30 |
| 0.65 | 61 | -15 | 160 | 35.84 | 9.75 | 2.95 | 187.5 | -2.40 | 4.15 | 36.58 | 71 | 7 | 18 | -0.35 |
| 0.59 | 230 | -74 | 2,059 | 36.51 | 8.40 | 2.80 | 190 | -3.20 | 5.15 | 36.46 | 312 | 69 | 117 | -0.41 |
| 0.54 | 52 | 44 | 271 | 36.06 | 7.00 | 2.30 | 192.5 | -3.35 | 6.65 | 38.27 | 16 | 8 | 9 | -0.46 |
| 0.48 | 246 | 129 | 1,403 | 37.00 | 6.00 | 2.15 | 195 | -14.70 | 7.75 | 37.10 | 24 | 10 | 10 | -0.52 |
| 0.41 | 28 | 13 | 62 | 35.21 | 4.65 | 1.60 | 197.5 | -3.65 | 9.70 | 39.83 | 4 | 1 | 3 | -0.57 |
| 0.36 | 388 | -118 | 1,812 | 36.55 | 4.00 | 1.50 | 200 | 0.00 | 14.40 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.32 | 6 | 3 | 8 | 38.45 | 3.55 | 1.30 | 202.5 | 0.00 | 28.75 | - | 0 | 0 | 0 | - |
| 0.26 | 58 | 41 | 203 | 35.93 | 2.50 | 0.75 | 205 | -15.25 | 15.70 | 45.62 | 7 | 3 | 3 | -0.69 |
| 0.21 | 17 | 8 | 12 | 35.40 | 1.90 | 0.60 | 207.5 | 0.00 | 20.65 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.19 | 286 | 57 | 923 | 36.84 | 1.65 | 0.60 | 210 | 0.00 | 35.50 | - | 0 | 0 | 0 | - |
| 0.15 | 66 | 66 | 182 | 36.98 | 1.30 | 0.00 | 212.5 | 0.00 | 37.80 | - | 0 | 0 | 0 | - |
| 1,788 | 988 | |||||||||||||
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.
