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Related Pages for CIPLA
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CIPLA
Cipla Ltd
1454.1 -1.10 (-0.08%)

Option Chain for CIPLA

11 Dec 2024 04:10 PM IST

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

Call
Put

Lot Size : 325
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 269.10 0.00 1300 -0.05 0.70 28.91 90 5 318 -0.02
- 0 0 0 - 330.05 0.00 1320 0.00 1.35 0.00 0 0 0 0.00
- 0 0 0 - 232.20 0.00 1340 -0.40 1.40 25.45 59 -6 57 -0.04
0.00 0 0 0 0.00 128.50 0.00 1360 -0.55 2.25 24.29 730 108 778 -0.07
0.81 3 1 4 32.96 90.90 0.25 1380 -0.85 3.70 23.30 939 15 707 -0.11
0.84 123 5 44 21.51 66.05 -3.70 1400 -1.20 6.20 22.59 2,752 111 1,185 -0.17
0.75 77 4 54 21.86 50.75 -3.70 1420 -1.50 10.45 22.30 1,073 168 603 -0.26
0.63 287 129 702 22.96 38.50 -3.10 1440 -1.60 16.90 22.25 2,036 129 582 -0.37
0.51 1,435 295 3,776 22.79 27.25 -3.25 1460 -1.05 26.05 22.52 2,784 262 1,295 -0.49
0.40 3,189 752 4,235 23.02 18.80 -2.90 1480 -0.50 37.55 22.78 975 161 1,301 -0.60
0.30 5,274 580 4,564 23.99 13.25 -2.10 1500 0.20 51.95 23.75 556 -63 1,060 -0.70
0.22 2,464 164 2,277 24.87 9.20 -1.55 1520 0.95 68.10 24.90 33 -13 533 -0.78
0.16 2,467 176 1,614 25.86 6.45 -1.05 1540 -0.90 83.65 23.58 21 11 716 -0.86
0.12 2,955 76 1,277 26.96 4.60 -0.60 1560 -1.15 100.20 20.43 5 2 467 -0.94
0.09 1,117 138 1,161 28.35 3.45 -0.50 1580 0.00 108.50 0.00 0 0 0 0.00
0.07 2,578 -63 1,558 29.78 2.65 -0.45 1600 0.00 133.00 0.00 0 -2 0 0.00
0.05 681 60 744 30.97 2.00 -0.40 1620 0.00 114.95 0.00 0 0 0 0.00
0.04 822 -24 342 32.42 1.60 -0.30 1640 40.05 179.05 28.03 2 1 15 -0.98
0.03 355 -22 146 33.16 1.15 -0.30 1660 0.00 177.00 0.00 0 0 0 0.00
0.03 364 7 99 34.90 1.00 -0.15 1680 0.00 183.00 0.00 0 0 0 0.00
0.02 622 -36 69 36.08 0.80 -0.10 1700 0.00 190.00 0.00 0 0 0 0.00
0.02 71 -2 22 38.40 0.80 -0.05 1720 0.00 128.70 - 0 0 0 -
0.00 0 0 0 0.00 17.25 0.00 1740 0.00 186.15 0.00 0 0 0 0.00
0.01 35 0 10 39.10 0.40 -0.45 1760 0.00 289.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1780 0.00 0.00 0.00 0 0 0 0.00
0.01 123 -2 22 44.37 0.50 -0.20 1800 0.00 267.00 0.00 1 -1 0 0.00
25,042 9,617
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.