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

480.95 -19.35 (-3.87%)

Option Chain for CHAMBLFERT

06 Jan 2025 02:50 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 - 90.45 0.00 420 1.15 1.45 37.57 280 41 247 -0.07
0.00 0 0 0 0.00 0.00 0.00 430 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 77.65 0.00 440 2.55 3.60 36.22 260 -11 142 -0.15
0.00 0 0 0 0.00 60.50 0.00 450 3.70 5.50 35.97 460 23 233 -0.21
0.00 0 0 0 0.00 51.45 0.00 460 5.40 8.30 35.93 308 37 192 -0.29
0.00 0 0 0 0.00 37.85 0.00 470 7.00 11.55 35.38 139 3 82 -0.37
0.54 67 21 39 30.75 16.30 -19.20 480 9.10 16.20 35.57 199 4 238 -0.46
0.44 71 24 140 31.45 12.20 -10.80 490 11.35 22.00 36.72 184 11 140 -0.54
0.35 386 69 571 32.32 8.90 -8.50 500 13.85 28.65 37.38 212 -13 244 -0.63
0.27 310 26 447 32.29 6.20 -6.65 510 14.60 34.80 35.91 15 -3 105 -0.71
0.20 393 77 474 32.86 4.30 -4.80 520 12.25 36.70 - 4 -1 85 -
0.15 322 22 490 33.50 3.00 -3.30 530 18.05 51.75 39.11 5 0 90 -0.81
0.10 420 -6 264 33.78 2.00 -2.30 540 0.00 41.50 0.00 0 4 0 0.00
0.08 746 83 487 35.02 1.50 -1.45 550 0.00 43.15 0.00 0 0 0 0.00
0.06 149 -31 153 35.48 1.00 -0.90 560 0.00 59.55 0.00 0 0 0 0.00
0.04 340 0 82 36.12 0.70 -0.50 570 0.00 85.20 0.00 0 0 0 0.00
0.03 237 -35 81 36.41 0.45 -0.50 580 0.00 108.05 - 0 0 0 -
0.02 106 2 19 38.93 0.40 -0.20 590 0.00 100.50 0.00 0 0 0 0.00
0.02 164 -11 16 41.13 0.40 -0.10 600 0.00 123.65 0.00 0 0 0 0.00
3,711 1,798
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.