CHAMBLFERT
Chambal Fertilizers Ltd
469.5
-14.45 (-2.99%)
Option Chain for CHAMBLFERT
13 Nov 2024 11:50 AM 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 | 0.30 | 0.80 | 48.01 | 253 | 88 | 187 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 111.00 | 0.00 | 410 | 0.00 | 0.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 52.70 | 0.00 | 420 | 0.75 | 1.70 | 43.17 | 177 | 70 | 148 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 47.85 | 0.00 | 430 | 1.55 | 2.65 | 41.51 | 102 | 13 | 233 | -0.13 |
| - | 1 | 0 | 1 | - | 31.15 | 4.15 | 440 | 2.85 | 4.50 | 41.78 | 404 | 38 | 173 | -0.19 |
| - | 50 | 19 | 36 | - | 20.00 | -12.00 | 450 | 2.95 | 6.10 | 39.16 | 513 | 54 | 400 | -0.26 |
| 0.74 | 106 | 14 | 66 | 19.97 | 14.75 | -8.75 | 460 | 4.40 | 9.55 | 39.50 | 451 | 28 | 355 | -0.36 |
| 0.55 | 120 | 67 | 267 | 23.01 | 10.00 | -7.10 | 470 | 5.95 | 14.50 | 40.61 | 567 | 30 | 333 | -0.46 |
| 0.38 | 393 | 105 | 568 | 25.67 | 6.30 | -5.40 | 480 | 7.65 | 21.25 | 43.62 | 374 | -98 | 230 | -0.56 |
| 0.26 | 510 | 183 | 832 | 28.08 | 4.15 | -3.95 | 490 | 7.55 | 27.70 | 43.59 | 12 | -6 | 164 | -0.65 |
| 0.18 | 1,011 | 86 | 1,009 | 30.24 | 2.75 | -2.70 | 500 | 12.45 | 37.95 | 53.21 | 21 | 1 | 432 | -0.69 |
| 0.13 | 399 | 12 | 563 | 32.34 | 1.90 | -1.70 | 510 | 8.55 | 44.30 | 49.00 | 6 | 1 | 102 | -0.77 |
| 0.09 | 643 | -4 | 816 | 34.27 | 1.30 | -1.10 | 520 | 6.45 | 49.50 | 35.12 | 2 | 0 | 152 | -0.91 |
| 0.06 | 499 | 34 | 229 | 36.33 | 0.90 | -0.85 | 530 | 0.00 | 45.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 530 | -7 | 153 | 39.24 | 0.75 | -0.45 | 540 | 0.00 | 51.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 368 | -50 | 173 | 41.73 | 0.60 | -0.25 | 550 | 15.55 | 78.45 | 37.72 | 1 | 0 | 22 | -0.98 |
| 0.03 | 184 | -8 | 15 | 44.18 | 0.50 | -0.10 | 560 | 0.00 | 42.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 210 | -2 | 4 | 47.94 | 0.50 | -0.10 | 570 | 0.00 | 79.15 | - | 0 | 0 | 0 | - |
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| 0.02 | 225 | 0 | 2 | 47.61 | 0.30 | -0.20 | 580 | 0.00 | 92.45 | - | 0 | 0 | 0 | - |
| - | 51 | 0 | 1 | - | 0.35 | 0.00 | 590 | 0.00 | 93.90 | - | 0 | 0 | 0 | - |
| 0.01 | 198 | -15 | 30 | 52.80 | 0.25 | -0.15 | 600 | 0.00 | 106.85 | - | 0 | 0 | 0 | - |
| 5,498 | 2,931 | |||||||||||||
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.
