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Related Pages for CROMPTON
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CROMPTON
Crompt Grea Con Elec Ltd
381.05 -9.65 (-2.47%)

Option Chain for CROMPTON

21 Nov 2024 02:31 PM IST

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

Call
Put

Lot Size : 1800
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 127.15 0.00 330 -0.05 0.10 47.05 10 -3 158 -0.01
- 0 0 0 - 89.80 0.00 335 0.00 1.35 27.74 0 0 0 -0.00
0.00 0 0 0 0.00 34.75 0.00 340 0.00 0.15 41.21 13 -8 109 -0.02
0.00 0 0 0 0.00 36.35 0.00 345 0.00 0.20 0.00 0 1 0 0.00
0.00 0 0 0 0.00 39.35 0.00 350 0.00 0.30 35.97 62 -27 149 -0.04
0.00 0 0 0 0.00 39.50 0.00 355 0.05 0.45 33.97 21 0 98 -0.06
0.00 0 1 0 0.00 31.90 0.00 360 0.15 0.80 33.19 59 27 209 -0.10
0.00 0 1 0 0.00 28.45 0.00 365 0.40 1.25 31.43 46 6 73 -0.14
0.76 29 -3 7 33.38 14.50 -9.10 370 0.65 2.05 30.34 219 -58 245 -0.22
0.61 70 9 35 58.54 16.05 -0.90 375 1.25 3.35 29.83 199 0 173 -0.32
0.56 276 7 534 30.91 7.55 -6.15 380 1.90 5.20 29.15 693 16 658 -0.44
0.43 132 72 930 30.38 5.05 -4.75 385 3.00 7.75 28.90 601 -21 117 -0.57
0.32 423 88 2,212 31.15 3.40 -3.40 390 3.90 11.05 29.30 697 -9 211 -0.69
0.23 187 -20 1,039 32.34 2.30 -2.30 395 5.15 14.65 28.25 250 -11 87 -0.80
0.17 760 97 1,149 33.95 1.60 -1.60 400 5.95 19.15 30.59 77 0 174 -0.86
0.12 88 -42 214 34.88 1.05 -1.20 405 0.00 14.65 0.00 0 0 0 0.00
0.08 230 -2 349 36.00 0.70 -0.75 410 0.00 26.25 0.00 0 0 0 0.00
0.06 75 5 56 38.44 0.55 -0.40 415 0.00 22.85 0.00 0 1 0 0.00
0.05 342 113 246 40.03 0.40 -0.25 420 3.70 32.40 - 2 0 49 -
0.04 87 -2 23 42.90 0.35 -0.10 425 0.00 31.55 0.00 0 0 0 0.00
0.03 116 -20 58 44.12 0.25 -0.10 430 0.00 45.70 0.00 0 0 0 0.00
0.03 27 -1 10 46.93 0.25 -0.05 435 0.00 48.25 0.00 0 0 0 0.00
0.02 76 -5 14 49.00 0.20 -0.05 440 0.00 57.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 445 0.00 46.80 0.00 0 0 0 0.00
0.01 309 -5 13 46.79 0.05 -0.05 450 0.00 55.00 0.00 0 0 0 0.00
3,227 2,510
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.