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[--[65.84.65.76]--]
CRUDEOILM
Crude Oil Mini

6017 84.00 (1.42%)

Option Chain for CRUDEOILM

20 Dec 2024 11:40 PM IST

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

Call
Put

Lot Size : 10

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 0.00 0.00 5400 0.00 23.00 28.74 0.2 2 2 -0.10
0.00 0 0 0 0.00 0.00 0.00 5450 0.00 17.80 0.00 0.7 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5500 1.20 45.25 30.82 79.1 53 233 -0.17
0.00 0 0 0 0.00 0.00 0.00 5550 4.20 35.25 25.94 0.8 0 6 -0.16
0.78 17 17 6 29.42 397.60 -12.40 5600 -2.15 60.90 29.49 68.1 24 169 -0.22
0.00 0 0 0 0.00 0.00 0.00 5650 1.45 75.90 29.88 17.3 41 49 -0.26
0.72 36 31 50.2 28.03 317.90 17.90 5700 -5.40 83.75 28.66 241.9 145 357 -0.28
0.68 10 10 2.9 27.36 280.50 -46.25 5750 -0.25 102.10 28.87 73.3 66 93 -0.33
0.64 486 197 501.7 27.26 248.25 -0.40 5800 -5.85 116.05 28.19 1,030.1 230 1,405 -0.36
0.60 190 134 372.4 26.60 214.75 -3.85 5850 1.95 138.20 28.29 438.5 377 525 -0.41
0.55 2,855 516 1,904.8 26.99 191.10 0.50 5900 -3.50 158.00 27.93 1,621.6 490 2,618 -0.45
0.50 653 44 386.6 26.95 165.90 1.40 5950 -4.60 180.20 27.31 275.1 -55 391 -0.50
0.46 4,182 -38 1,235.5 26.42 139.95 -0.40 6000 -2.55 206.15 27.08 438.2 -234 1,594 -0.54
0.41 280 -72 135 26.41 119.55 1.65 6050 -0.80 234.65 26.88 15.2 -16 44 -0.59
0.37 1,411 50 356.5 26.76 103.60 0.80 6100 4.15 273.40 28.01 33.2 -19 217 -0.63
0.33 97 -14 27.6 27.18 90.00 7.15 6150 0.00 291.20 0.00 0.3 1 0 0.00
0.28 493 108 190.6 26.77 72.95 1.25 6200 71.20 346.65 28.72 0.1 -1 1 -0.70
0.25 32 -14 14.4 27.03 62.10 0.55 6250 0.00 0.00 0.00 0 0 0 0.00
0.21 532 96 59.7 26.70 50.00 -2.20 6300 196.75 420.00 28.19 0.1 0 0 -0.77
0.17 19 7 4.5 25.81 37.35 -6.45 6350 0.00 0.00 0.00 0 0 0 0.00
0.16 46 2 16.9 27.51 36.60 -2.60 6400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0.5 0.00 64.90 0.00 6450 0.00 0.00 0.00 0 0 0 0.00
0.13 192 -2 51.3 28.43 27.20 -2.70 6500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6550 0.00 0.00 0.00 0 0 0 0.00
0.09 11 -1 1.8 28.32 17.65 -52.15 6600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6650 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6750 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6850 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 6950 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -3 2.5 0.00 17.05 0.00 7000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 7050 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 7100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 7150 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 7200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 7250 0.00 0.00 0.00 0 0 0 0.00
0.04 269 20 208.8 42.89 10.95 -1.90 7300 0.00 0.00 0.00 0 0 0 0.00
0.05 18 -21 525.5 46.99 15.40 4.40 7350 0.00 0.00 0.00 0 0 0 0.00
11,829 7,704
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.