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Related Pages for CESC
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CESC
Cesc Ltd
151.83 -5.60 (-3.56%)

Option Chain for CESC

04 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 43.85 0.00 100 -0.10 0.15 - 4 1 21 -
0.00 0 0 0 0.00 0.00 0.00 105 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 107.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 35.05 0.00 110 0.00 0.10 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 112.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 22.85 0.00 115 0.00 0.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 117.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 27.10 0.00 120 0.00 0.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 122.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 15.75 0.00 125 -0.15 0.30 50.45 9 0 14 -0.04
0.00 0 0 0 0.00 0.00 0.00 127.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 20.30 0.00 130 0.05 0.35 43.57 9 -1 89 -0.05
0.00 0 0 0 0.00 0.00 0.00 132.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 10.25 0.00 135 0.40 0.85 44.28 32 6 134 -0.11
- 0 0 0 - 18.10 0.00 137.5 0.00 1.15 0.00 0 0 0 0.00
0.80 49 -2 4 46.23 14.50 -4.45 140 0.65 1.45 41.65 327 76 158 -0.17
- 0 0 0 - 14.40 0.00 142.5 0.90 2.00 41.51 27 14 26 -0.22
0.73 24 9 27 38.58 10.00 -4.45 145 1.25 2.65 41.05 126 3 54 -0.28
0.00 0 3 0 0.00 10.95 0.00 147.5 0.70 3.15 38.30 1 0 15 -0.33
0.59 172 41 224 40.32 7.10 -3.55 150 1.95 4.50 40.83 334 19 157 -0.41
0.52 16 7 24 39.58 5.70 -3.55 152.5 2.55 5.60 40.17 33 5 28 -0.48
0.45 340 85 546 40.10 4.65 -3.05 155 3.05 7.20 41.86 397 -8 84 -0.54
0.39 78 42 164 40.52 3.75 -2.55 157.5 3.55 8.75 42.07 47 -32 128 -0.60
0.32 545 125 1,551 39.78 2.85 -2.10 160 4.05 10.55 43.07 58 22 102 -0.66
0.27 21 3 19 40.69 2.30 -1.50 162.5 0.20 11.20 33.01 1 0 3 -0.78
0.22 166 11 276 41.06 1.80 -1.25 165 1.80 14.85 48.24 2 1 2 -0.74
0.18 9 3 8 40.92 1.35 -1.10 167.5 0.00 11.70 0.00 0 1 0 0.00
0.14 463 -21 429 40.18 0.95 -0.90 170 0.00 16.75 - 2 0 8 -
0.12 1 1 5 41.76 0.80 -1.30 172.5 0.00 20.80 - 0 0 0 -
0.09 47 -22 82 41.97 0.60 -0.40 175 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
0.05 115 -12 53 41.59 0.30 -0.25 180 -2.35 25.45 - 2 0 3 -
2,046 1,026
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.