DALBHARAT
Dalmia Bharat Limited
1801.9
-50.00 (-2.70%)
Option Chain for DALBHARAT
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 275 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 320.00 | 0.00 | 1600 | 0.00 | 1.80 | 53.30 | 7 | 0 | 4 | -0.04 |
- | 0 | 0 | 0 | - | 250.70 | 0.00 | 1620 | 0.10 | 1.00 | 43.91 | 1 | 0 | 3 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 217.20 | 0.00 | 1640 | 1.10 | 2.50 | 47.23 | 107 | 16 | 78 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 225.75 | 0.00 | 1660 | -5.90 | 3.15 | 44.70 | 68 | 22 | 24 | -0.07 |
0.85 | 2 | 0 | 2 | 55.40 | 135.10 | -93.90 | 1680 | -1.65 | 3.70 | 41.30 | 18 | 7 | 11 | -0.08 |
0.79 | 6 | -1 | 2 | 59.84 | 121.70 | -36.80 | 1700 | 2.55 | 4.55 | 38.21 | 59 | -1 | 122 | -0.11 |
0.67 | 14 | -1 | 3 | 104.32 | 142.45 | -59.55 | 1720 | 3.95 | 5.95 | 35.58 | 24 | 0 | 39 | -0.14 |
0.00 | 0 | 0 | 0 | 0.00 | 185.00 | 0.00 | 1740 | 2.00 | 7.50 | 32.29 | 136 | 7 | 44 | -0.18 |
0.75 | 9 | 8 | 26 | 30.48 | 56.00 | -71.60 | 1760 | 8.45 | 11.20 | 31.01 | 51 | 13 | 88 | -0.26 |
0.66 | 11 | 6 | 27 | 28.66 | 40.75 | -102.10 | 1780 | 10.55 | 15.50 | 28.63 | 157 | 12 | 47 | -0.34 |
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0.54 | 68 | 4 | 133 | 24.85 | 25.60 | -42.55 | 1800 | 16.50 | 24.05 | 28.89 | 513 | -27 | 224 | -0.46 |
0.42 | 49 | 34 | 155 | 28.59 | 19.75 | -24.25 | 1820 | 20.15 | 31.85 | 25.69 | 286 | 51 | 114 | -0.59 |
0.30 | 112 | 14 | 216 | 27.25 | 11.70 | -24.10 | 1840 | 27.70 | 46.10 | 26.90 | 248 | 48 | 148 | -0.70 |
0.20 | 260 | 130 | 647 | 27.30 | 7.00 | -19.35 | 1860 | 32.90 | 60.55 | 25.58 | 184 | 4 | 107 | -0.81 |
0.13 | 234 | 44 | 686 | 28.06 | 4.30 | -13.30 | 1880 | 41.20 | 80.20 | 30.52 | 72 | -24 | 105 | -0.85 |
0.09 | 740 | 262 | 1,164 | 29.64 | 2.90 | -9.25 | 1900 | 40.05 | 95.25 | 21.73 | 245 | -54 | 208 | -0.97 |
0.07 | 429 | 179 | 685 | 31.75 | 2.15 | -6.15 | 1920 | 20.75 | 90.00 | - | 13 | -10 | 167 | - |
0.06 | 508 | 15 | 760 | 34.69 | 1.85 | -4.25 | 1940 | 25.00 | 115.00 | - | 8 | -6 | 131 | - |
0.05 | 673 | 43 | 1,475 | 37.46 | 1.60 | -3.25 | 1960 | 0.00 | 105.95 | 0.00 | 0 | -2 | 0 | 0.00 |
0.04 | 289 | 11 | 483 | 39.59 | 1.30 | -2.55 | 1980 | 71.10 | 121.10 | - | 3 | 0 | 83 | - |
0.03 | 937 | -10 | 1,020 | 42.78 | 1.25 | -1.95 | 2000 | 0.00 | 144.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 133 | 5 | 19 | 45.19 | 1.10 | -1.40 | 2020 | 0.00 | 155.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 137 | -8 | 54 | 46.54 | 0.85 | -0.65 | 2040 | 0.00 | 145.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 51 | -13 | 53 | 49.19 | 0.80 | -0.50 | 2060 | 0.00 | 124.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 108 | -42 | 96 | 51.22 | 0.70 | -0.30 | 2080 | 0.00 | 144.60 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 176 | -5 | 7 | 44.90 | 0.15 | -0.75 | 2100 | 0.00 | 205.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 103 | -2 | 29 | - | 0.65 | -0.15 | 2120 | 0.00 | 169.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.65 | 0.00 | 2140 | 0.00 | 302.80 | - | 0 | 0 | 0 | - |
- | 57 | 0 | 1 | - | 0.20 | -0.65 | 2160 | 0.00 | 265.55 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2180 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 70 | -13 | 15 | - | 0.30 | -0.20 | 2200 | 0.00 | 242.05 | 0.00 | 0 | 0 | 0 | 0.00 |
5,176 | 1,747 |
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.