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Related Pages for CESC
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CESC
Cesc Ltd
193.22 -1.14 (-0.59%)

Option Chain for CESC

11 Dec 2024 04:14 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 0 0 - 26.40 0.00 150 0.00 0.10 - 8 7 8 -
0.00 0 0 0 0.00 0.00 0.00 152.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 22.25 0.00 155 0.00 2.05 30.00 0 0 0 -0.00
- 0 0 0 - 20.25 0.00 157.5 0.00 2.55 30.00 0 0 0 -0.00
- 0 0 0 - 18.40 0.00 160 0.00 0.30 0.00 0 1 0 0.00
- 0 0 0 - 16.60 0.00 162.5 0.00 1.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 23.55 0.00 165 0.00 0.10 0.00 0 0 0 0.00
- 0 0 0 - 13.35 0.00 167.5 0.00 0.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 29.50 0.00 170 0.00 0.35 40.91 44 15 124 -0.05
0.00 0 0 0 0.00 17.00 0.00 172.5 0.00 0.50 0.00 0 -25 0 0.00
0.00 0 0 0 0.00 26.15 0.00 175 -0.05 0.55 37.41 135 40 317 -0.08
0.00 0 0 0 0.00 16.60 0.00 177.5 -0.20 0.70 35.82 4 -1 53 -0.10
0.84 53 0 2 39.25 15.40 -1.25 180 0.00 1.10 36.43 206 87 487 -0.15
0.00 0 0 0 0.00 13.90 0.00 182.5 0.00 2.05 0.00 0 6 0 0.00
0.72 160 -2 7 44.82 12.30 -0.05 185 0.15 2.25 37.12 85 32 188 -0.25
0.69 56 0 4 37.64 9.65 0.20 187.5 0.00 3.05 0.00 0 -8 0 0.00
0.63 112 9 37 36.05 7.85 -1.40 190 0.10 3.85 36.58 134 23 241 -0.37
0.56 29 1 8 37.07 6.60 -6.40 192.5 0.30 5.30 38.95 7 1 41 -0.44
0.49 219 45 279 37.92 5.50 -1.20 195 0.40 6.35 37.60 224 40 230 -0.51
0.43 107 12 70 38.66 4.55 -0.95 197.5 0.00 8.50 0.00 0 -10 0 0.00
0.37 1,654 153 721 39.09 3.70 -0.95 200 0.65 9.45 38.21 34 9 236 -0.64
0.31 88 -1 16 38.16 2.80 -0.90 202.5 0.00 12.25 0.00 0 0 0 0.00
0.26 408 -2 218 39.98 2.40 -0.60 205 -0.35 12.00 29.30 6 0 7 -0.81
0.21 105 2 23 39.41 1.80 -0.10 207.5 0.00 10.30 0.00 0 0 0 0.00
0.18 661 28 320 40.16 1.45 -0.50 210 0.00 35.50 - 0 0 0 -
0.14 249 -9 31 40.15 1.10 -0.35 212.5 0.00 37.80 - 0 0 0 -
0.11 351 -101 220 40.48 0.85 -0.25 215 0.00 40.15 - 0 0 0 -
0.09 26 -8 19 40.76 0.65 -0.10 217.5 0.00 42.50 - 0 0 0 -
0.07 115 -67 168 41.13 0.50 -0.10 220 0.00 44.90 - 0 0 0 -
0.06 28 0 1 41.88 0.40 -0.55 222.5 0.00 47.30 - 0 0 0 -
0.05 119 -25 39 43.37 0.35 0.00 225 0.00 49.70 - 0 0 0 -
0.02 128 -9 42 37.18 0.10 -0.20 227.5 0.00 52.15 - 0 0 0 -
4,668 1,932
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.