CESC
Cesc Ltd
191.47
-1.75 (-0.91%)
Option Chain for CESC
12 Dec 2024 10:24 AM 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 29.50 | 0.00 | 170 | -0.10 | 0.25 | 37.29 | 13 | -1 | 124 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 17.00 | 0.00 | 172.5 | 0.00 | 0.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 26.15 | 0.00 | 175 | -0.10 | 0.45 | 34.16 | 49 | -28 | 286 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 16.60 | 0.00 | 177.5 | 0.00 | 0.70 | 0.00 | 0 | -1 | 0 | 0.00 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 15.40 | 0.00 | 180 | -0.10 | 1.00 | 33.31 | 104 | -8 | 478 | -0.15 |
| 0.00 | 0 | 0 | 0 | 0.00 | 13.90 | 0.00 | 182.5 | 0.00 | 2.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.77 | 159 | 0 | 6 | 28.59 | 8.95 | -3.35 | 185 | -0.10 | 2.15 | 33.91 | 29 | 1 | 193 | -0.27 |
| 0.00 | 0 | 0 | 0 | 0.00 | 9.65 | 0.00 | 187.5 | 0.00 | 3.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.59 | 126 | 13 | 37 | 31.82 | 6.10 | -1.75 | 190 | 0.20 | 4.05 | 34.60 | 29 | 0 | 239 | -0.41 |
| 0.51 | 29 | 0 | 6 | 33.71 | 5.00 | -1.60 | 192.5 | 0.15 | 5.45 | 36.01 | 30 | 21 | 62 | -0.49 |
| 0.43 | 236 | 18 | 165 | 33.73 | 3.90 | -1.60 | 195 | 0.30 | 6.65 | 34.32 | 43 | 4 | 234 | -0.57 |
| 0.37 | 107 | 0 | 17 | 35.67 | 3.25 | -1.30 | 197.5 | 0.00 | 8.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.30 | 1,601 | -58 | 707 | 35.43 | 2.50 | -1.20 | 200 | 0.70 | 10.15 | 36.53 | 6 | -1 | 233 | -0.69 |
| 0.26 | 86 | -2 | 22 | 38.45 | 2.20 | -0.60 | 202.5 | 0.00 | 12.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.20 | 399 | -9 | 152 | 36.55 | 1.50 | -0.90 | 205 | 0.00 | 12.00 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.16 | 102 | -2 | 9 | 37.32 | 1.15 | -0.65 | 207.5 | 0.00 | 10.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.13 | 645 | -19 | 116 | 38.77 | 0.95 | -0.50 | 210 | 0.00 | 35.50 | - | 0 | 0 | 0 | - |
| 0.10 | 216 | -21 | 49 | 38.63 | 0.70 | -0.40 | 212.5 | 0.00 | 37.80 | - | 0 | 0 | 0 | - |
| 0.09 | 252 | -99 | 266 | 40.30 | 0.60 | -0.25 | 215 | 0.00 | 40.15 | - | 0 | 0 | 0 | - |
| 0.06 | 21 | 0 | 23 | 39.79 | 0.40 | -0.25 | 217.5 | 0.00 | 42.50 | - | 0 | 0 | 0 | - |
| 0.05 | 109 | -5 | 40 | 41.45 | 0.35 | -0.15 | 220 | 0.00 | 44.90 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.40 | 0.00 | 222.5 | 0.00 | 47.30 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | -24 | 0 | 0.00 | 0.35 | 0.00 | 225 | 0.00 | 49.70 | - | 0 | 0 | 0 | - |
| 0.03 | 72 | -51 | 77 | 44.52 | 0.20 | 0.10 | 227.5 | 0.00 | 52.15 | - | 0 | 0 | 0 | - |
| 4,160 | 1,849 | |||||||||||||
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.
