COROMANDEL
Coromandel Interntl. Ltd
1839.3
-6.20 (-0.34%)
Option Chain for COROMANDEL
20 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 350 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 24 | 0 | 3 | - | 422.45 | 0.00 | 1400 | 0.00 | 0.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1420 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 400.00 | 0.00 | 1440 | 0.00 | 23.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 237.05 | 0.00 | 1460 | 0.00 | 12.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 212.70 | 0.00 | 1480 | 0.00 | 31.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 204.00 | 0.00 | 1500 | 0.00 | 18.70 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 184.35 | 0.00 | 1520 | 0.00 | 42.80 | 30.00 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 173.20 | 0.00 | 1540 | 0.00 | 27.45 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 4 | 0 | 8 | - | 260.75 | 3.90 | 1560 | 0.00 | 2.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 145.00 | 0.00 | 1580 | -0.10 | 0.30 | 49.78 | 10 | 0 | 10 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 222.85 | 0.00 | 1600 | -0.65 | 0.65 | 51.18 | 619 | -273 | 918 | -0.01 |
- | 0 | 0 | 0 | - | 119.70 | 0.00 | 1620 | 0.00 | 2.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 108.25 | 0.00 | 1640 | -0.10 | 1.00 | 46.19 | 4 | -2 | 74 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 117.55 | 0.00 | 1660 | -1.15 | 0.95 | 41.82 | 29 | -2 | 82 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 146.25 | 0.00 | 1680 | -0.45 | 1.75 | 42.14 | 55 | -22 | 127 | -0.04 |
- | 79 | -5 | 12 | - | 123.30 | -25.55 | 1700 | -1.00 | 1.60 | 37.00 | 283 | -60 | 229 | -0.04 |
- | 46 | 1 | 6 | - | 113.30 | -13.05 | 1720 | -1.50 | 1.85 | 33.56 | 286 | -12 | 152 | -0.05 |
- | 32 | -1 | 5 | - | 94.75 | -6.85 | 1740 | -1.40 | 2.60 | 31.37 | 831 | 40 | 222 | -0.08 |
- | 126 | -1 | 13 | - | 77.95 | -9.60 | 1760 | -0.90 | 4.25 | 30.33 | 740 | 32 | 201 | -0.12 |
- | 177 | -2 | 22 | - | 58.25 | -12.45 | 1780 | -2.55 | 4.70 | 25.67 | 577 | -19 | 226 | -0.15 |
- | 542 | -52 | 414 | - | 31.00 | -22.65 | 1800 | -2.15 | 8.65 | 25.57 | 831 | -11 | 519 | -0.24 |
- | 218 | -20 | 409 | - | 19.90 | -20.70 | 1820 | 0.10 | 15.00 | 25.81 | 815 | -6 | 331 | -0.36 |
0.52 | 375 | -112 | 1,248 | 18.44 | 17.95 | -11.70 | 1840 | 6.20 | 31.40 | 34.06 | 922 | 37 | 251 | -0.49 |
0.37 | 858 | 76 | 1,368 | 22.79 | 13.45 | -8.30 | 1860 | 12.90 | 49.85 | 42.10 | 483 | -48 | 196 | -0.56 |
0.27 | 419 | -47 | 662 | 25.84 | 9.90 | -5.60 | 1880 | 9.90 | 60.40 | 39.94 | 14 | 1 | 50 | -0.65 |
0.19 | 790 | -2 | 963 | 27.78 | 6.90 | -3.65 | 1900 | 8.15 | 75.50 | 41.26 | 2 | 0 | 71 | -0.71 |
0.14 | 147 | -23 | 362 | 30.08 | 5.10 | -2.30 | 1920 | 8.85 | 92.95 | 44.33 | 6 | -1 | 13 | -0.76 |
0.09 | 193 | 4 | 383 | 29.97 | 2.90 | -2.25 | 1940 | 0.00 | 101.20 | 0.00 | 0 | 2 | 0 | 0.00 |
0.06 | 231 | 29 | 342 | 30.58 | 1.75 | -1.90 | 1960 | 0.00 | 120.60 | 0.00 | 0 | -11 | 0 | 0.00 |
0.05 | 103 | -5 | 26 | 34.22 | 1.70 | -1.25 | 1980 | -160.25 | 140.20 | 34.02 | 2 | 1 | 1 | -0.95 |
0.04 | 495 | -18 | 249 | 36.31 | 1.35 | -0.65 | 2000 | 0.00 | 182.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 18.87 | 7.95 | 0.00 | 2020 | 0.00 | 336.85 | - | 0 | 0 | 0 | - |
|
||||||||||||||
0.03 | 176 | -12 | 52 | 40.41 | 0.90 | -0.95 | 2040 | 0.00 | 382.10 | - | 0 | 0 | 0 | - |
5,035 | 3,673 |
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.