CROMPTON
Crompt Grea Con Elec Ltd
381.95
-8.75 (-2.24%)
Option Chain for CROMPTON
21 Nov 2024 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 | 0 | 0 | - | 127.15 | 0.00 | 330 | 0.05 | 0.20 | 52.47 | 19 | -6 | 155 | -0.02 |
| - | 0 | 0 | 0 | - | 89.80 | 0.00 | 335 | 0.00 | 1.35 | 27.69 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 34.75 | 0.00 | 340 | 0.10 | 0.25 | 44.83 | 37 | -11 | 106 | -0.03 |
| 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 | 0.05 | 0.35 | 37.70 | 129 | -21 | 155 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 39.50 | 0.00 | 355 | 0.25 | 0.65 | 37.50 | 67 | 12 | 110 | -0.07 |
| 0.00 | 0 | 1 | 0 | 0.00 | 31.90 | 0.00 | 360 | 0.40 | 1.05 | 36.41 | 132 | 44 | 226 | -0.11 |
| 0.00 | 0 | 1 | 0 | 0.00 | 28.45 | 0.00 | 365 | 0.55 | 1.40 | 33.29 | 114 | 14 | 81 | -0.15 |
| 0.78 | 29 | -3 | 7 | 31.32 | 14.50 | -9.10 | 370 | 0.95 | 2.35 | 32.96 | 320 | -83 | 220 | -0.23 |
| 0.69 | 70 | 9 | 37 | 29.14 | 10.50 | -6.45 | 375 | 1.55 | 3.65 | 32.17 | 269 | -20 | 153 | -0.32 |
| 0.57 | 262 | -7 | 620 | 27.14 | 7.00 | -6.70 | 380 | 2.25 | 5.55 | 31.85 | 829 | -7 | 635 | -0.43 |
| 0.44 | 131 | 71 | 1,198 | 27.61 | 4.65 | -5.15 | 385 | 3.30 | 8.05 | 31.63 | 659 | -39 | 99 | -0.55 |
| 0.31 | 444 | 109 | 2,437 | 27.56 | 2.85 | -3.95 | 390 | 3.55 | 10.70 | 29.15 | 720 | -12 | 208 | -0.68 |
| 0.22 | 180 | -27 | 1,182 | 29.29 | 1.90 | -2.70 | 395 | 5.00 | 14.50 | 29.65 | 263 | -13 | 85 | -0.78 |
| 0.15 | 759 | 96 | 1,278 | 31.18 | 1.30 | -1.90 | 400 | 5.80 | 19.00 | 32.48 | 84 | -3 | 171 | -0.84 |
| 0.11 | 123 | -7 | 303 | 33.01 | 0.90 | -1.35 | 405 | 0.00 | 14.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 256 | 24 | 467 | 35.02 | 0.65 | -0.80 | 410 | 0.00 | 26.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 67 | -3 | 64 | 37.34 | 0.50 | -0.45 | 415 | 0.00 | 22.85 | 0.00 | 0 | 1 | 0 | 0.00 |
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| 0.05 | 367 | 138 | 297 | 39.74 | 0.40 | -0.25 | 420 | 3.70 | 32.40 | - | 2 | 0 | 49 | - |
| 0.04 | 65 | -24 | 67 | 41.48 | 0.30 | -0.15 | 425 | 0.00 | 31.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 116 | -20 | 58 | 43.84 | 0.25 | -0.10 | 430 | 0.00 | 45.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 27 | -1 | 12 | 45.74 | 0.20 | -0.10 | 435 | 0.00 | 48.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 76 | -5 | 14 | 49.06 | 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 |
| - | 308 | -6 | 14 | - | 0.10 | 0.00 | 450 | 0.00 | 55.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 3,280 | 2,453 | |||||||||||||
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.
