DALBHARAT
Dalmia Bharat Limited
1771.6
26.35 (1.51%)
Option Chain for DALBHARAT
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 250 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 404.10 | 0.00 | 1480 | 0.00 | 0.50 | - | 1.1 | 0 | 5 | - |
- | 0 | 0 | 0 | - | 438.20 | 0.00 | 1500 | 0.00 | 3.65 | 30.00 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 369.45 | 0.00 | 1520 | 0.00 | 0.50 | 49.51 | 1.1 | 0 | 33 | -0.01 |
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- | 0 | 0 | 0 | - | 400.80 | 0.00 | 1540 | 0.00 | 5.75 | 23.94 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 336.10 | 0.00 | 1560 | 0.00 | 2.80 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 364.30 | 0.00 | 1580 | 0.00 | 2.60 | 50.72 | 9.9 | 5 | 5 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 170.35 | 0.00 | 1600 | -0.50 | 2.90 | 47.27 | 309.1 | 15 | 271 | -0.06 |
- | 0 | 0 | 0 | - | 328.90 | 0.00 | 1620 | -1.70 | 3.40 | 44.23 | 183.7 | 94 | 116 | -0.07 |
- | 13 | -1 | 2.2 | - | 117.15 | -8.55 | 1640 | -2.15 | 3.60 | 40.00 | 73.7 | 9 | 32 | -0.08 |
- | 5 | 0 | 1.1 | - | 82.05 | -26.40 | 1660 | -2.15 | 6.10 | 40.74 | 83.6 | 17 | 69 | -0.12 |
- | 13 | -1 | 6.6 | - | 75.85 | -18.15 | 1680 | -3.45 | 7.90 | 38.51 | 286 | 17 | 224 | -0.16 |
0.79 | 98 | -5 | 444.4 | 37.32 | 81.30 | 20.45 | 1700 | -4.25 | 11.95 | 38.60 | 999.9 | 190 | 542 | -0.22 |
0.73 | 60 | 12 | 259.6 | 35.95 | 65.40 | 18.05 | 1720 | -5.80 | 15.05 | 35.88 | 312.4 | -10 | 74 | -0.27 |
0.66 | 77 | 5 | 478.5 | 32.87 | 49.25 | 13.00 | 1740 | -8.85 | 20.00 | 34.07 | 440 | 26 | 77 | -0.35 |
0.56 | 98 | -35 | 676.5 | 31.37 | 36.00 | 10.30 | 1760 | -13.80 | 25.65 | 31.40 | 191.4 | 17 | 95 | -0.44 |
0.46 | 93 | 1 | 402.6 | 30.50 | 25.30 | 9.30 | 1780 | -11.00 | 35.00 | 30.61 | 41.8 | 5 | 50 | -0.54 |
0.35 | 343 | 18 | 1,008.7 | 29.92 | 17.00 | 5.00 | 1800 | -15.95 | 46.00 | 29.31 | 80.3 | -6 | 98 | -0.65 |
0.25 | 102 | 6 | 107.8 | 28.70 | 10.25 | 3.35 | 1820 | -4.10 | 59.90 | 28.87 | 4.4 | -1 | 3 | -0.75 |
0.18 | 97 | -6 | 108.9 | 29.32 | 6.70 | 1.65 | 1840 | -20.65 | 65.00 | - | 4.4 | 0 | 3 | - |
0.12 | 111 | 54 | 281.6 | 29.55 | 4.10 | 0.95 | 1860 | -30.05 | 93.65 | 29.78 | 5.5 | 2 | 4 | -0.88 |
0.08 | 23 | -1 | 49.5 | 30.68 | 2.75 | 0.60 | 1880 | 0.00 | 162.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 347 | 5 | 341 | 32.98 | 2.20 | 0.25 | 1900 | -39.50 | 121.00 | - | 2.2 | 0 | 63 | - |
0.00 | 0 | 0 | 0 | 0.00 | 1.50 | 0.00 | 1920 | 0.00 | 156.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1.00 | 0.00 | 1940 | 0.00 | 153.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1.80 | 0.00 | 1960 | 0.00 | 137.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -1 | 0 | 0.00 | 0.75 | 0.00 | 1980 | 0.00 | 132.25 | - | 0 | 0 | 0 | - |
0.02 | 176 | 8 | 37.4 | 42.73 | 0.80 | 0.30 | 2000 | 0.00 | 295.00 | 0.00 | 0 | 0 | 0 | 0.00 |
1,656 | 1,764 |
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.