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[--[65.84.65.76]--]
COROMANDEL
Coromandel Interntl. Ltd

1773.1 8.50 (0.48%)

Option Chain for COROMANDEL

21 Nov 2024 02:02 PM IST

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

Call
Put

Lot Size : 700

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 128.90 0.00 1500 0.20 1.15 - 22.5 -5 88 -
- 0 0 0 - 258.35 0.00 1520 0.00 2.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 135.45 0.00 1540 0.00 1.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 157.10 0.00 1560 0.00 1.95 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 89.00 0.00 1580 0.00 7.35 0.00 0 0 0 0.00
- 43 -2 1.5 - 170.00 49.80 1600 -0.65 2.05 45.57 72.5 -47 141 -0.04
- 7 -1 1 - 155.55 61.55 1620 -1.80 2.30 42.21 26.5 -7 17 -0.05
- 13 0 0.5 - 135.75 11.10 1640 -2.35 2.65 38.95 49 -10 48 -0.06
- 52 0 3.5 - 107.70 1.95 1660 -2.00 3.45 36.65 62.5 -12 72 -0.08
- 40 -2 9 - 89.40 1.60 1680 -2.20 4.80 34.87 80.5 0 79 -0.11
0.94 152 -15 42.5 21.51 81.00 9.50 1700 -4.10 6.95 33.16 297.5 45 297 -0.16
- 66 -3 10 - 55.45 0.05 1720 -6.25 10.75 33.17 68 17 84 -0.22
0.75 104 -18 92 24.61 48.85 8.05 1740 -6.45 15.55 32.31 196 18 98 -0.30
0.63 111 -14 355.5 26.55 37.05 9.80 1760 -9.95 22.55 32.04 132.5 4 76 -0.39
0.51 307 153 886 25.60 25.10 6.30 1780 -12.75 30.25 30.56 63 20 86 -0.49
0.39 488 38 1,028.5 27.17 18.00 3.50 1800 -11.80 45.20 34.45 28.5 18 54 -0.58
0.29 77 24 76 27.65 12.00 3.00 1820 0.00 86.40 0.00 0 0 0 0.00
0.20 161 17 134.5 28.34 7.90 1.05 1840 0.00 151.20 0.00 0 0 0 0.00
0.15 139 13 64.5 30.08 5.70 1.55 1860 0.00 225.50 - 0 0 0 -
0.11 40 -109 154 31.63 4.10 0.60 1880 0.00 133.55 0.00 0 0 0 0.00
0.08 331 186 317 33.34 3.05 1.30 1900 0.00 128.70 0.00 0 0 0 0.00
0.06 44 7 22 34.32 2.10 0.25 1920 0.00 156.10 0.00 0 0 0 0.00
0.00 0 0 0 16.04 12.55 0.00 1940 0.00 294.10 - 0 0 0 -
0.04 119 19 35.5 39.36 1.60 0.50 1960 0.00 243.35 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1980 0.00 0.00 0.00 0 0 0 0.00
0.02 5 0 7.5 39.22 0.65 0.00 2000 0.00 274.55 - 0 0 0 -
2,299 1,140
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.