CIPLA
Cipla Ltd
1494
-11.60 (-0.77%)
Option Chain for CIPLA
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 650 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | -1 | 0 | 0.00 | 209.45 | 0.00 | 1300 | 0.10 | 1.05 | 39.99 | 16.5 | 0 | 463 | -0.02 |
| 0.00 | 0 | 7 | 0 | 0.00 | 194.95 | 0.00 | 1320 | 0.35 | 1.35 | 38.15 | 10.5 | 3 | 280 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 250.60 | 0.00 | 1340 | 0.00 | 1.85 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | 3 | 0 | 0.00 | 150.80 | 0.00 | 1360 | 0.00 | 2.40 | 34.98 | 20 | 11 | 240 | -0.05 |
| - | 0 | 0 | 0 | - | 263.95 | 0.00 | 1380 | -0.05 | 3.10 | 33.16 | 7.5 | 6 | 426 | -0.07 |
| 0.91 | 166 | 0 | 3 | 30.77 | 120.50 | 3.35 | 1400 | -0.15 | 4.30 | 31.71 | 100.5 | 23 | 1,781 | -0.09 |
| 0.00 | 0 | 7 | 0 | 0.00 | 98.05 | 0.00 | 1420 | -0.25 | 5.40 | 29.49 | 23 | 4 | 459 | -0.12 |
| 0.85 | 341 | -1 | 2 | 26.38 | 83.20 | 2.80 | 1440 | 0.20 | 7.70 | 28.23 | 47 | 8 | 557 | -0.17 |
| 0.81 | 301 | 1 | 1 | 22.39 | 64.25 | 0.35 | 1460 | -0.25 | 10.45 | 26.57 | 121 | -12 | 868 | -0.22 |
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| 0.70 | 160 | 6 | 10 | 24.69 | 51.20 | 2.25 | 1480 | -0.55 | 14.85 | 25.51 | 98 | 41 | 437 | -0.30 |
| 0.61 | 972 | -4 | 97.5 | 23.24 | 37.20 | 1.55 | 1500 | -0.65 | 21.30 | 24.78 | 209.5 | 119 | 2,017 | -0.39 |
| 0.49 | 473 | 30 | 99.5 | 22.70 | 25.90 | 1.60 | 1520 | -0.45 | 30.00 | 24.14 | 78.5 | 42 | 770 | -0.50 |
| 0.38 | 940 | 40 | 121.5 | 22.53 | 17.35 | 1.25 | 1540 | -1.00 | 41.10 | 23.78 | 27 | -14 | 699 | -0.61 |
| 0.28 | 1,088 | 20 | 75 | 22.43 | 11.15 | 0.75 | 1560 | -1.35 | 54.15 | 22.94 | 7 | -4 | 1,021 | -0.72 |
| 0.19 | 1,370 | 9 | 67 | 22.92 | 7.10 | 0.60 | 1580 | 1.80 | 74.40 | 28.64 | 1.5 | 0 | 675 | -0.75 |
| 0.13 | 2,903 | -6 | 137 | 23.54 | 4.65 | 0.35 | 1600 | -2.25 | 87.55 | 25.23 | 3.5 | 2 | 1,089 | -0.85 |
| 0.09 | 1,241 | -6 | 33 | 24.70 | 3.20 | 0.30 | 1620 | -4.45 | 104.75 | 23.70 | 0.5 | 0 | 281 | -0.91 |
| 0.07 | 689 | -9 | 26 | 25.88 | 2.25 | 0.15 | 1640 | 0.00 | 128.35 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.05 | 682 | -19 | 14.5 | 27.28 | 1.70 | 0.05 | 1660 | 0.00 | 107.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -46 | 0 | 0.00 | 1.15 | 0.00 | 1680 | 0.00 | 110.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 1,671 | 0 | 5 | 31.54 | 1.35 | 0.25 | 1700 | 0.00 | 192.00 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | -21 | 0 | 0.00 | 0.80 | 0.00 | 1720 | 84.50 | 204.00 | 36.43 | 1.5 | 0 | 3 | -0.96 |
| 12,997 | 12,066 | |||||||||||||
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.
