CROMPTON
Crompt Grea Con Elec Ltd
351.15
4.15 (1.20%)
Option Chain for CROMPTON
23 Jan 2025 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1800 |
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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 | 37.25 | 0.00 | 320 | 0.00 | 0.45 | 41.97 | 51 | -15 | 41 | -0.05 |
| 0.91 | 14 | 3 | 11 | 42.78 | 27.20 | 3.40 | 325 | -0.20 | 0.55 | 38.15 | 28 | 2 | 60 | -0.07 |
| 0.86 | 17 | 0 | 2 | 43.25 | 22.75 | 3.55 | 330 | -0.60 | 0.65 | 33.46 | 85 | -18 | 135 | -0.09 |
| 0.83 | 14 | -2 | 30 | 36.96 | 18.00 | 3.10 | 335 | -0.80 | 1.05 | 31.62 | 156 | -2 | 79 | -0.13 |
| 0.75 | 42 | 9 | 109 | 36.54 | 13.95 | 3.10 | 340 | -1.15 | 1.80 | 30.15 | 369 | 16 | 276 | -0.21 |
| 0.66 | 118 | 24 | 617 | 34.87 | 10.35 | 2.70 | 345 | -1.80 | 2.85 | 28.39 | 505 | 3 | 174 | -0.31 |
| 0.54 | 137 | 19 | 1,058 | 32.70 | 6.95 | 1.90 | 350 | -2.25 | 4.70 | 27.35 | 758 | 21 | 210 | -0.46 |
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| 0.41 | 134 | 37 | 826 | 31.27 | 4.45 | 1.25 | 355 | -2.95 | 7.20 | 26.65 | 230 | -3 | 129 | -0.60 |
| 0.29 | 206 | -62 | 689 | 31.45 | 2.75 | 0.80 | 360 | -3.65 | 10.30 | 23.82 | 138 | -4 | 114 | -0.77 |
| 0.20 | 192 | 20 | 259 | 31.89 | 1.70 | 0.45 | 365 | -4.10 | 14.05 | 20.81 | 93 | -24 | 63 | -0.90 |
| 0.13 | 454 | -14 | 360 | 32.59 | 1.00 | 0.20 | 370 | -4.00 | 18.70 | - | 112 | -22 | 227 | - |
| 0.09 | 264 | -4 | 124 | 34.63 | 0.70 | 0.10 | 375 | -4.00 | 23.15 | - | 22 | 4 | 53 | - |
| 0.06 | 368 | 6 | 179 | 36.12 | 0.45 | 0.05 | 380 | -6.50 | 28.05 | - | 27 | -2 | 128 | - |
| 0.05 | 139 | -34 | 81 | 40.57 | 0.45 | 0.15 | 385 | 11.60 | 34.95 | 53.13 | 8 | -3 | 54 | -0.89 |
| 0.04 | 286 | 9 | 76 | 41.85 | 0.30 | 0.00 | 390 | -0.55 | 37.00 | - | 2 | 0 | 107 | - |
| 0.03 | 89 | 1 | 5 | 45.81 | 0.30 | 0.00 | 395 | 11.20 | 43.95 | 48.42 | 28 | 4 | 29 | -0.96 |
| 0.02 | 409 | -27 | 87 | 46.72 | 0.20 | -0.05 | 400 | 0.00 | 44.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -8 | 0 | 0.00 | 0.30 | 0.00 | 405 | 0.00 | 41.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 115 | -7 | 11 | - | 0.20 | 0.05 | 410 | 0.00 | 47.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.45 | 0.00 | 415 | 0.00 | 66.20 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 111 | -4 | 16 | - | 0.05 | -0.10 | 420 | 0.00 | 50.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 21 | 0 | 1 | - | 0.05 | -0.05 | 425 | 0.00 | 50.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 178 | 0 | 1 | - | 0.05 | -0.05 | 430 | 0.00 | 34.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.50 | 0.00 | 435 | 0.00 | 80.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.15 | 0.00 | 440 | 0.00 | 88.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.30 | 0.00 | 445 | 0.00 | 45.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -3 | 0 | 0.00 | 0.10 | 0.00 | 450 | 8.70 | 98.60 | - | 3 | 0 | 23 | - |
| 3,308 | 1,902 | |||||||||||||
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.
