CHAMBLFERT
Chambal Fertilizers Ltd
454.55
-8.95 (-1.93%)
Option Chain for CHAMBLFERT
21 Nov 2024 02:40 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 | - | 126.50 | 0.00 | 400 | 0.05 | 0.40 | 51.79 | 37 | -12 | 123 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 50.70 | 0.00 | 410 | 0.15 | 0.55 | 46.31 | 23 | -4 | 100 | -0.04 |
| 0.79 | 8 | 0 | 7 | 81.47 | 43.00 | -2.60 | 420 | 0.00 | 0.80 | 41.06 | 63 | -2 | 90 | -0.07 |
| 0.82 | 4 | 0 | 3 | 48.83 | 29.50 | -6.95 | 430 | -0.10 | 1.45 | 37.57 | 395 | 6 | 224 | -0.12 |
| 0.79 | 16 | 6 | 27 | 33.50 | 18.95 | -5.95 | 440 | 0.10 | 2.85 | 35.12 | 785 | 1 | 201 | -0.22 |
| 0.64 | 47 | -16 | 94 | 30.61 | 11.30 | -5.95 | 450 | 0.70 | 5.50 | 33.20 | 967 | -44 | 399 | -0.37 |
| 0.44 | 156 | -37 | 679 | 32.62 | 6.60 | -4.20 | 460 | 2.20 | 10.70 | 34.76 | 856 | -53 | 295 | -0.55 |
| 0.27 | 292 | 28 | 1,271 | 33.49 | 3.45 | -2.30 | 470 | 4.10 | 17.55 | 36.10 | 327 | 10 | 224 | -0.71 |
| 0.16 | 521 | 35 | 1,326 | 35.89 | 1.90 | -1.05 | 480 | 5.75 | 25.90 | 38.83 | 31 | -18 | 181 | -0.82 |
| 0.10 | 426 | -151 | 734 | 39.12 | 1.15 | -0.30 | 490 | 1.65 | 30.60 | - | 26 | -7 | 119 | - |
| 0.07 | 1,157 | 129 | 1,104 | 43.84 | 0.85 | -0.25 | 500 | 6.50 | 44.65 | 47.16 | 39 | -7 | 385 | -0.91 |
| 0.05 | 519 | 13 | 300 | 47.42 | 0.60 | -0.10 | 510 | 5.05 | 51.00 | - | 2 | 0 | 87 | - |
| 0.04 | 583 | -26 | 135 | 51.16 | 0.45 | 0.05 | 520 | 11.75 | 61.00 | - | 15 | -14 | 133 | - |
| 0.02 | 332 | -27 | 78 | 53.51 | 0.30 | -0.05 | 530 | 5.50 | 70.00 | - | 2 | 0 | 98 | - |
|
|
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| - | 346 | -37 | 93 | - | 0.20 | -0.20 | 540 | 0.00 | 51.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 228 | -30 | 51 | - | 0.10 | -0.10 | 550 | 9.55 | 88.00 | - | 1 | 0 | 22 | - |
| - | 118 | -7 | 10 | - | 0.10 | -0.15 | 560 | 0.00 | 42.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 181 | -13 | 17 | - | 0.15 | -0.05 | 570 | 0.00 | 79.15 | - | 0 | 0 | 0 | - |
| - | 196 | -20 | 23 | - | 0.15 | 0.00 | 580 | 0.00 | 92.45 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.50 | 0.00 | 590 | 0.00 | 93.90 | - | 0 | 0 | 0 | - |
| - | 124 | -10 | 20 | - | 0.05 | -0.10 | 600 | 0.00 | 106.85 | - | 0 | 0 | 0 | - |
| 5,254 | 2,681 | |||||||||||||
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.
