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[--[65.84.65.76]--]
CESC
Cesc Ltd

158.16 0.48 (0.30%)

Option Chain for CESC

17 Apr 2025 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2925

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 17.05 0.00 135 -0.05 0.05 51.62 4 0 118 -0.01
0.00 0 0 0 0.00 16.70 0.00 137.5 0.00 0.75 0.00 0 0 0 0.00
- 57 -1 32 - 17.70 0.15 140 0.10 0.25 54.25 70 -16 102 -0.05
0.00 0 0 0 0.00 10.70 0.00 142.5 0.00 0.20 45.62 16 -6 41 -0.05
0.85 23 0 5 62.99 14.15 1.20 145 0.05 0.35 44.74 154 -29 120 -0.08
0.94 13 0 5 31.79 10.70 0.45 147.5 -0.05 0.55 42.97 48 3 35 -0.12
0.80 192 0 38 45.65 9.15 0.35 150 0.20 1.10 45.44 478 11 217 -0.19
0.75 67 0 18 40.93 6.95 0.00 152.5 -0.15 1.80 46.39 223 59 136 -0.28
0.64 227 -170 510 43.23 5.45 0.40 155 0.40 2.65 46.24 499 68 260 -0.37
0.53 114 -24 213 44.47 4.15 0.30 157.5 0.40 3.80 46.79 103 8 86 -0.47
0.43 1,020 -45 2,043 43.84 2.95 0.10 160 0.30 5.15 46.83 328 8 145 -0.56
0.34 85 0 318 46.32 2.25 0.25 162.5 -0.30 6.30 41.43 28 3 18 -0.68
0.27 1,929 1,669 6,747 48.39 1.70 0.40 165 0.00 8.35 44.39 27 7 24 -0.75
0.21 54 -23 170 49.81 1.25 0.40 167.5 -2.40 8.05 - 7 -1 18 -
0.16 412 -47 778 50.90 0.90 0.35 170 0.00 13.75 0.00 0 0 0 0.00
0.13 35 8 35 53.23 0.70 0.25 172.5 0.00 20.80 - 0 0 0 -
0.10 99 22 173 55.50 0.55 0.30 175 0.00 39.95 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 177.5 0.00 0.00 0.00 0 0 0 0.00
0.05 119 26 78 55.89 0.25 0.05 180 0.00 25.45 0.00 0 0 0 0.00
4,446 1,320
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.