CROMPTON
Crompt Grea Con Elec Ltd
381.7
-3.30 (-0.86%)
Option Chain for CROMPTON
14 Nov 2024 09:21 AM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | 0 | 0 | - | 127.15 | 0.00 | 330 | -0.05 | 0.70 | 47.37 | 1 | 0 | 175 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 335 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 132.20 | 0.00 | 340 | 0.20 | 1.45 | 47.04 | 0 | 0 | 201 | -0.09 |
0.00 | 0 | 0 | 0 | 0.00 | 37.75 | 0.00 | 345 | 0.00 | 1.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 38.55 | 0.00 | 350 | 0.35 | 2.75 | 47.19 | 8 | -1 | 243 | -0.14 |
0.00 | 0 | 1 | 0 | 0.00 | 38.20 | 0.00 | 355 | 0.00 | 3.25 | 0.00 | 0 | -13 | 0 | 0.00 |
0.00 | 0 | 2 | 0 | 0.00 | 30.60 | 0.00 | 360 | 0.40 | 4.65 | 45.85 | 1 | 0 | 228 | -0.22 |
0.00 | 0 | 0 | 0 | 0.00 | 41.70 | 0.00 | 365 | -0.30 | 5.25 | 43.52 | 12 | 6 | 54 | -0.25 |
0.00 | 0 | 44 | 0 | 0.00 | 24.50 | 0.00 | 370 | 0.70 | 7.60 | 46.11 | 33 | 1 | 453 | -0.32 |
0.69 | 9 | 0 | 6 | 28.83 | 14.45 | -5.05 | 375 | 0.45 | 9.60 | 46.94 | 13 | 3 | 71 | -0.37 |
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0.57 | 115 | 0 | 2 | 43.27 | 15.35 | -2.65 | 380 | 0.30 | 11.65 | 45.90 | 15 | 5 | 610 | -0.43 |
0.52 | 50 | 7 | 9 | 47.07 | 14.20 | -0.90 | 385 | 0.95 | 14.35 | 47.40 | 1 | 0 | 197 | -0.48 |
0.45 | 328 | 4 | 11 | 43.06 | 10.40 | -1.95 | 390 | 0.75 | 17.00 | 46.89 | 6 | 2 | 700 | -0.54 |
0.00 | 0 | 10 | 0 | 0.00 | 10.85 | 0.00 | 395 | 0.00 | 19.35 | 0.00 | 0 | -16 | 0 | 0.00 |
0.34 | 1,175 | 3 | 24 | 42.90 | 6.90 | -1.60 | 400 | 0.45 | 23.00 | 44.57 | 2 | -1 | 490 | -0.66 |
0.00 | 0 | 20 | 0 | 0.00 | 7.05 | 0.00 | 405 | 0.00 | 25.60 | 0.00 | 0 | 2 | 0 | 0.00 |
0.24 | 339 | 7 | 39 | 43.41 | 4.40 | -1.05 | 410 | -0.25 | 29.25 | 39.72 | 20 | 16 | 53 | -0.78 |
0.22 | 42 | 0 | 4 | 45.79 | 4.10 | -0.30 | 415 | 3.65 | 29.15 | - | 3 | 0 | 13 | - |
0.16 | 359 | 3 | 19 | 43.40 | 2.70 | -0.80 | 420 | 0.00 | 37.00 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 0 | -6 | 0 | 0.00 | 2.70 | 0.00 | 425 | 0.00 | 34.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.10 | 270 | 0 | 3 | 43.13 | 1.50 | -0.65 | 430 | 0.00 | 45.70 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 0 | 1 | 0 | 0.00 | 2.25 | 0.00 | 435 | 0.00 | 46.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -36 | 0 | 0.00 | 1.25 | 0.00 | 440 | 0.00 | 54.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 20 | 0 | 2 | 43.25 | 0.65 | -0.40 | 445 | 0.00 | 46.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -12 | 0 | 0.00 | 0.70 | 0.00 | 450 | 0.00 | 57.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 13.60 | 0.00 | 455 | 0.00 | 43.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 20 | 0 | 0.00 | 0.50 | 0.00 | 460 | 0.00 | 68.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.55 | 0.00 | 465 | 0.00 | 50.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.50 | 0.00 | 470 | 0.00 | 32.55 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 8.70 | 0.00 | 475 | 0.00 | 72.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.40 | 0.00 | 480 | 0.00 | 37.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 6.90 | 0.00 | 485 | 0.00 | 66.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.35 | 0.00 | 490 | 0.00 | 93.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 495 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 62 | 0 | 8 | - | 0.25 | 0.00 | 500 | 0.00 | 104.00 | 0.00 | 0 | 0 | 0 | 0.00 |
2,769 | 3,488 |
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.