CHAMBLFERT
Chambal Fertilizers Ltd
496.05
-13.25 (-2.60%)
Option Chain for CHAMBLFERT
24 Jan 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1900 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 104.50 | 0.00 | 400 | 0.00 | 0.20 | - | 14 | -2 | 31 | - |
| - | 0 | 0 | 0 | - | 101.85 | 0.00 | 410 | 0.00 | 1.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 90.45 | 0.00 | 420 | 0.00 | 0.25 | - | 6 | -2 | 268 | - |
| - | 0 | 0 | 0 | - | 86.70 | 0.00 | 430 | -0.30 | 0.35 | 58.64 | 3 | 0 | 73 | -0.02 |
|
|
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| 0.00 | 0 | 0 | 0 | 0.00 | 38.85 | 0.35 | 440 | 0.00 | 0.25 | 47.98 | 6 | 0 | 88 | -0.02 |
| 0.96 | 37 | 0 | 1 | 45.52 | 47.20 | 0.00 | 450 | -0.05 | 0.35 | 42.80 | 49 | 8 | 173 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 37.40 | -0.55 | 460 | -0.10 | 0.50 | 37.41 | 338 | -67 | 217 | -0.05 |
| 0.96 | 121 | -1 | 4 | 24.72 | 27.50 | -13.90 | 470 | 0.30 | 1.10 | 35.22 | 246 | -40 | 118 | -0.10 |
| 0.87 | 125 | -12 | 61 | 25.38 | 18.40 | -12.45 | 480 | 1.10 | 2.45 | 33.74 | 375 | 45 | 244 | -0.20 |
| 0.66 | 120 | 25 | 279 | 30.35 | 11.85 | -10.70 | 490 | 2.50 | 5.15 | 32.91 | 599 | 12 | 165 | -0.35 |
| 0.46 | 605 | 61 | 2,185 | 31.69 | 6.80 | -8.40 | 500 | 4.45 | 9.65 | 32.37 | 1,047 | 2 | 320 | -0.54 |
| 0.29 | 796 | 72 | 2,097 | 33.62 | 3.75 | -5.75 | 510 | 7.40 | 16.85 | 35.62 | 317 | -8 | 109 | -0.70 |
| 0.17 | 713 | 87 | 2,037 | 35.19 | 1.95 | -3.50 | 520 | 9.30 | 24.50 | 34.59 | 113 | -7 | 69 | -0.84 |
| 0.10 | 422 | -37 | 1,265 | 37.81 | 1.10 | -1.80 | 530 | 9.60 | 31.30 | - | 9 | 0 | 90 | - |
| 0.06 | 366 | -17 | 464 | 39.88 | 0.60 | -0.85 | 540 | 3.50 | 35.15 | - | 5 | -1 | 32 | - |
| 0.03 | 626 | -14 | 237 | 41.20 | 0.30 | -0.50 | 550 | 9.50 | 50.50 | - | 1 | 0 | 37 | - |
| 0.02 | 193 | 26 | 72 | 45.87 | 0.25 | -0.15 | 560 | 0.00 | 51.50 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.01 | 328 | -6 | 13 | 47.90 | 0.15 | -0.15 | 570 | 0.00 | 85.20 | - | 0 | 0 | 0 | - |
| - | 220 | -1 | 4 | - | 0.10 | -0.10 | 580 | 0.00 | 108.05 | - | 0 | 0 | 0 | - |
| 4,672 | 2,034 | |||||||||||||
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.
