COROMANDEL
Coromandel Interntl. Ltd
1768
3.40 (0.19%)
Option Chain for COROMANDEL
21 Nov 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 700 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.25 | 1.20 | - | 25.5 | -8 | 85 | - |
| - | 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 |
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| 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 | -0.55 | 2.15 | 45.17 | 85 | -47 | 141 | -0.05 |
| - | 8 | 0 | 1.5 | - | 149.65 | 55.65 | 1620 | -1.70 | 2.40 | 41.70 | 28.5 | -8 | 16 | -0.05 |
| 0.95 | 13 | 0 | 0.5 | 34.18 | 135.75 | 11.10 | 1640 | -2.20 | 2.80 | 38.50 | 51.5 | -7 | 51 | -0.07 |
| - | 52 | 0 | 3.5 | - | 107.70 | 1.95 | 1660 | -1.65 | 3.80 | 36.53 | 73.5 | -18 | 66 | -0.09 |
| - | 40 | -2 | 9 | - | 89.40 | 1.60 | 1680 | -1.90 | 5.10 | 34.35 | 85 | 0 | 79 | -0.12 |
| 0.86 | 150 | -17 | 44 | 29.26 | 79.50 | 8.00 | 1700 | -4.45 | 6.60 | 31.64 | 324 | 32 | 284 | -0.16 |
| 0.81 | 66 | -3 | 11 | 26.05 | 61.05 | 5.65 | 1720 | -7.00 | 10.00 | 30.67 | 75.5 | 14 | 81 | -0.23 |
| 0.71 | 105 | -17 | 100 | 26.67 | 46.55 | 5.75 | 1740 | -8.65 | 13.35 | 28.00 | 224.5 | 26 | 106 | -0.30 |
| 0.60 | 105 | -20 | 390.5 | 25.88 | 33.05 | 5.80 | 1760 | -11.15 | 21.35 | 28.68 | 147.5 | 4 | 76 | -0.41 |
| 0.47 | 298 | 144 | 1,023 | 26.38 | 23.15 | 4.35 | 1780 | -11.25 | 31.75 | 29.46 | 80.5 | 24 | 90 | -0.52 |
| 0.36 | 473 | 23 | 1,128 | 28.35 | 17.00 | 2.50 | 1800 | -13.10 | 43.90 | 29.81 | 37 | 25 | 61 | -0.63 |
| 0.26 | 80 | 27 | 86.5 | 28.03 | 10.75 | 1.75 | 1820 | 0.00 | 86.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.18 | 160 | 16 | 156.5 | 27.97 | 6.55 | -0.30 | 1840 | 0.00 | 151.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.14 | 139 | 13 | 79 | 30.41 | 5.05 | 0.90 | 1860 | 0.00 | 225.50 | - | 0 | 0 | 0 | - |
| 0.10 | 40 | -109 | 157.5 | 31.90 | 3.60 | 0.10 | 1880 | 0.00 | 133.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 328 | 183 | 340.5 | 34.38 | 2.95 | 1.20 | 1900 | 0.00 | 128.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 51 | 14 | 27 | 35.20 | 2.00 | 0.15 | 1920 | 0.00 | 156.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 16.54 | 12.55 | 0.00 | 1940 | 0.00 | 294.10 | - | 0 | 0 | 0 | - |
| 0.04 | 117 | 17 | 43 | 40.31 | 1.55 | 0.45 | 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 | 40.78 | 0.65 | 0.00 | 2000 | 0.00 | 274.55 | - | 0 | 0 | 0 | - |
| 2,273 | 1,136 | |||||||||||||
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.
