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Related Pages for CIPLA
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CIPLA
Cipla Ltd
1533.9 26.20 (1.74%)

Option Chain for CIPLA

03 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
0.00 0 0 0 0.00 405.55 0.00 1240 0.05 0.45 37.54 12 2 10 -0.01
0.00 0 0 0 0.00 0.00 0.00 1260 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 367.45 0.00 1280 0.00 0.95 0.00 0 1 0 0.00
0.00 0 0 0 0.00 269.10 0.00 1300 -0.55 0.50 30.69 27 -1 262 -0.01
- 0 0 0 - 330.05 0.00 1320 -0.85 0.85 30.55 32 7 24 -0.02
- 0 0 0 - 232.20 0.00 1340 0.00 5.60 14.21 0 0 0 -0.00
- 0 0 0 - 293.75 0.00 1360 -1.10 1.60 28.45 413 -67 127 -0.04
- 0 0 0 - 197.00 0.00 1380 -1.45 2.20 27.38 389 -48 343 -0.05
0.92 42 1 20 28.66 146.10 19.35 1400 -1.90 2.95 26.15 930 -50 459 -0.07
- 9 0 1 - 116.15 8.45 1420 -2.70 4.05 25.05 695 5 238 -0.09
0.84 40 0 3 29.12 112.10 24.85 1440 -3.60 5.70 24.11 935 -22 299 -0.12
0.80 66 3 27 27.51 94.60 19.40 1460 -4.85 8.15 23.35 1,197 -62 617 -0.17
0.81 170 -7 285 19.53 70.45 9.50 1480 -6.40 11.75 22.78 1,506 -127 421 -0.23
0.74 564 -96 2,665 18.16 53.75 6.30 1500 -8.50 16.80 22.38 3,070 21 878 -0.30
0.63 457 -342 4,897 18.58 41.00 4.65 1520 -9.95 23.70 22.17 2,734 -63 451 -0.38
0.52 920 -243 7,500 18.68 30.00 2.90 1540 -11.45 32.70 22.18 2,643 23 508 -0.48
0.42 1,945 872 6,938 18.68 21.05 1.30 1560 -12.25 44.10 22.56 830 62 386 -0.57
0.32 554 79 2,882 18.99 14.60 0.50 1580 -14.15 57.50 23.15 261 86 248 -0.65
0.23 1,546 318 5,856 19.37 9.95 0.05 1600 -16.40 70.60 22.39 92 1 230 -0.73
0.17 404 149 1,261 19.59 6.50 -0.50 1620 -27.10 79.40 14.81 11 1 16 -0.90
0.12 809 96 1,644 20.15 4.40 -0.45 1640 0.00 124.25 0.00 0 -3 0 0.00
0.08 228 16 583 20.60 2.90 -0.65 1660 0.00 142.85 0.00 0 -1 0 0.00
0.06 233 21 565 21.27 2.00 -0.50 1680 0.00 183.00 0.00 0 0 0 0.00
0.04 655 128 1,191 22.53 1.55 -0.35 1700 4.60 158.65 24.31 6 1 14 -0.94
0.04 42 26 34 24.09 1.40 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
0.02 45 9 25 26.18 0.90 -0.35 1760 0.00 248.00 0.00 0 0 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
0.02 117 13 63 28.47 0.65 -0.10 1800 0.00 267.00 0.00 1 -1 0 0.00
8,846 5,531
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.