CHAMBLFERT
Chambal Fertilizers Ltd
455.4
-8.10 (-1.75%)
Option Chain for CHAMBLFERT
21 Nov 2024 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 | - | 126.50 | 0.00 | 400 | 0.25 | 0.60 | 55.85 | 55 | -15 | 120 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 50.70 | 0.00 | 410 | 0.30 | 0.70 | 48.24 | 66 | -1 | 103 | -0.05 |
| 0.90 | 8 | 0 | 9 | 46.22 | 36.95 | -8.65 | 420 | 0.20 | 1.00 | 43.30 | 98 | -8 | 84 | -0.08 |
| 0.80 | 4 | 0 | 3 | 52.50 | 29.50 | -6.95 | 430 | 0.35 | 1.90 | 40.26 | 461 | -5 | 213 | -0.14 |
| 0.77 | 16 | 6 | 30 | 34.61 | 18.55 | -6.35 | 440 | 0.45 | 3.20 | 36.87 | 891 | -19 | 181 | -0.23 |
| 0.62 | 60 | -3 | 149 | 32.47 | 11.25 | -6.00 | 450 | 1.40 | 6.20 | 35.01 | 1,198 | -30 | 413 | -0.39 |
| 0.43 | 184 | -9 | 852 | 34.22 | 6.65 | -4.15 | 460 | 2.95 | 11.45 | 37.51 | 974 | -71 | 277 | -0.55 |
| 0.27 | 332 | 68 | 1,391 | 33.77 | 3.45 | -2.30 | 470 | 4.50 | 17.95 | 35.51 | 354 | 2 | 216 | -0.73 |
| 0.16 | 521 | 35 | 1,468 | 36.11 | 1.80 | -1.15 | 480 | 5.70 | 25.85 | 34.54 | 43 | -17 | 182 | -0.86 |
| 0.10 | 408 | -169 | 788 | 38.90 | 1.10 | -0.35 | 490 | 5.75 | 34.70 | 31.94 | 28 | -9 | 117 | -0.95 |
| 0.07 | 1,140 | 112 | 1,233 | 44.53 | 0.85 | -0.25 | 500 | 7.90 | 46.05 | 53.79 | 41 | -9 | 383 | -0.89 |
| 0.05 | 515 | 9 | 346 | 47.66 | 0.60 | -0.10 | 510 | 7.35 | 53.30 | - | 3 | 0 | 87 | - |
| 0.04 | 581 | -28 | 148 | 51.83 | 0.45 | 0.05 | 520 | 11.75 | 61.00 | - | 15 | -14 | 133 | - |
| 0.02 | 330 | -29 | 81 | 52.28 | 0.25 | -0.10 | 530 | 5.50 | 70.00 | - | 2 | 0 | 98 | - |
| 0.01 | 341 | -42 | 97 | 53.74 | 0.15 | -0.25 | 540 | 0.00 | 51.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 226 | -32 | 56 | - | 0.10 | -0.10 | 550 | 9.55 | 88.00 | - | 1 | 0 | 22 | - |
| - | 118 | -7 | 11 | - | 0.10 | -0.15 | 560 | 0.00 | 42.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 177 | -17 | 23 | - | 0.10 | -0.10 | 570 | 0.00 | 79.15 | - | 0 | 0 | 0 | - |
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| - | 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 | - |
| 5,281 | 2,629 | |||||||||||||
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.
