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[--[65.84.65.76]--]
CHAMBLFERT
Chambal Fertilizers Ltd

496.1 -13.20 (-2.59%)

Option Chain for CHAMBLFERT

24 Jan 2025 03:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1900

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 58.86 3 0 73 -0.02
0.00 0 0 0 0.00 38.85 0.35 440 0.00 0.25 47.16 6 0 88 -0.02
- 37 0 1 - 47.20 0.00 450 -0.05 0.35 43.07 49 8 173 -0.03
0.00 0 0 0 0.00 37.40 -0.55 460 -0.05 0.55 38.47 325 -59 225 -0.05
0.89 122 0 2 36.68 28.95 -12.45 470 0.20 1.00 34.68 227 -29 129 -0.09
- 129 -8 54 - 17.60 -13.25 480 1.15 2.50 34.48 339 39 238 -0.20
0.67 119 24 267 28.59 11.75 -10.80 490 2.70 5.35 34.39 582 13 166 -0.35
0.46 607 63 2,122 31.23 6.90 -8.30 500 5.30 10.50 36.64 1,017 -3 315 -0.53
0.29 818 94 2,029 33.67 3.90 -5.60 510 9.35 18.80 45.41 306 -2 115 -0.65
0.18 722 96 2,010 35.60 2.10 -3.35 520 9.30 24.50 36.83 113 -7 69 -0.82
0.10 431 -28 1,219 37.81 1.15 -1.75 530 9.60 31.30 - 9 0 90 -
0.06 369 -14 454 39.49 0.60 -0.85 540 3.50 35.15 - 5 -1 32 -
0.03 627 -13 209 41.93 0.35 -0.45 550 9.50 50.50 - 1 0 37 -
0.02 193 26 72 45.51 0.25 -0.15 560 0.00 51.50 0.00 0 -1 0 0.00
0.01 328 -6 13 48.46 0.15 -0.15 570 0.00 85.20 - 0 0 0 -
0.01 220 -1 4 50.66 0.10 -0.10 580 0.00 108.05 - 0 0 0 -
4,722 2,049
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.