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[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

366.75 -5.30 (-1.42%)

Option Chain for CROMPTON

03 Jan 2025 04:11 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 - 71.70 0.00 330 0.25 1.10 30.81 139 14 99 -0.08
- 0 0 0 - 78.05 0.00 335 0.50 1.65 30.96 27 1 14 -0.11
- 2 0 1 - 29.65 -9.15 340 0.65 2.25 30.48 284 96 190 -0.14
0.95 1 1 2 15.86 25.75 -43.60 345 0.65 2.90 29.52 64 20 61 -0.18
0.81 12 1 3 24.49 23.05 -3.45 350 1.00 4.10 29.83 182 -22 131 -0.23
0.75 4 -2 11 24.46 19.25 -3.80 355 1.30 5.45 29.68 131 21 48 -0.28
0.68 17 9 21 24.31 15.75 -3.75 360 1.70 7.20 29.82 373 -60 207 -0.34
0.60 20 3 79 25.66 13.20 -3.20 365 2.00 9.25 29.89 217 20 100 -0.41
0.52 223 115 610 25.41 10.45 -2.85 370 2.25 11.50 29.62 621 57 229 -0.48
0.45 142 20 353 26.09 8.45 -2.45 375 2.75 14.45 30.29 171 6 91 -0.54
0.38 264 51 608 26.38 6.65 -1.95 380 3.20 17.60 30.69 84 -8 128 -0.60
0.31 196 9 350 26.17 5.00 -1.75 385 3.20 20.80 30.45 17 -4 59 -0.66
0.25 206 19 504 26.69 3.90 -1.30 390 6.05 26.05 35.29 5 0 139 -0.69
0.20 73 13 135 26.92 2.95 -1.00 395 3.45 27.45 28.01 1 0 27 -0.79
0.16 527 5 666 27.12 2.20 -0.80 400 3.80 32.30 30.78 6 0 86 -0.81
0.13 164 13 151 27.69 1.70 -0.50 405 0.00 25.95 0.00 0 0 0 0.00
0.10 268 -1 117 27.89 1.25 -0.40 410 0.00 33.60 0.00 0 0 0 0.00
0.08 28 6 25 28.70 1.00 -0.25 415 0.00 44.20 20.27 2 0 19 -0.98
0.06 137 -2 101 28.64 0.70 -0.20 420 3.00 50.75 35.54 2 -1 12 -0.89
0.05 32 -21 54 29.81 0.60 -0.05 425 0.00 50.00 0.00 0 1 0 0.00
0.04 191 0 21 29.54 0.40 -0.15 430 0.00 34.00 0.00 0 0 0 0.00
0.03 20 0 10 30.69 0.35 -0.10 435 0.00 38.00 0.00 0 0 0 0.00
0.03 76 -1 3 32.49 0.35 0.05 440 5.90 66.00 - 1 0 3 -
0.00 0 0 0 0.00 0.50 0.00 445 0.00 45.15 0.00 0 0 0 0.00
0.02 104 -6 17 34.14 0.25 -0.10 450 0.00 74.50 0.00 0 1 0 0.00
0.00 0 0 0 0.00 9.90 0.00 455 0.00 52.55 0.00 0 0 0 0.00
0.02 22 1 3 36.19 0.20 -0.10 460 0.00 61.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 465 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 7.15 0.00 470 0.00 77.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 475 0.00 0.00 0.00 0 0 0 0.00
0.01 1 0 1 42.16 0.20 0.00 480 0.00 85.00 0.00 0 0 0 0.00
2,730 1,643
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.