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[--[65.84.65.76]--]
DEEPAKNTR
Deepak Nitrite Ltd

2596.85 -41.85 (-1.59%)

Option Chain for DEEPAKNTR

20 Dec 2024 04:11 PM IST

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

Call
Put

Lot Size : 300

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 1 0 1 - 440.00 -70.00 2200 0.20 0.35 - 64 3 134 -
- 0 0 0 - 430.95 0.00 2250 -7.35 0.70 - 1 0 1 -
0.00 0 0 0 0.00 480.00 0.00 2300 -0.10 0.65 45.00 47 -12 135 -0.01
- 0 0 0 - 348.65 0.00 2350 0.00 1.00 0.00 0 -1 0 0.00
- 0 0 0 - 500.80 0.00 2400 0.05 1.40 35.84 100 1 289 -0.03
0.00 0 0 0 0.00 220.00 0.00 2450 -0.15 1.85 30.08 42 -18 79 -0.04
- 84 0 2 - 109.20 -34.80 2500 1.20 5.35 29.11 610 31 456 -0.11
0.81 36 14 45 22.51 72.30 -28.75 2550 2.75 12.00 26.70 1,178 44 214 -0.23
0.58 289 117 727 22.68 37.95 -25.15 2600 7.30 28.70 26.62 1,058 -27 550 -0.43
0.34 436 53 1,404 24.48 18.15 -17.45 2650 16.10 59.60 29.26 691 -38 318 -0.63
0.18 1,057 -67 1,616 27.37 9.05 -11.45 2700 21.00 99.75 32.90 371 -71 393 -0.77
0.11 785 -140 832 31.10 5.20 -6.55 2750 27.85 146.85 39.72 25 -8 269 -0.83
0.06 818 -85 1,134 34.33 3.05 -3.65 2800 24.55 190.45 38.86 70 -12 288 -0.91
0.04 388 -5 129 38.04 2.05 -1.85 2850 5.20 193.30 - 1 0 6 -
0.03 396 -67 531 42.30 1.60 -1.25 2900 -0.90 250.05 - 3 0 57 -
0.03 322 22 113 47.50 1.50 -0.65 2950 0.00 193.00 0.00 0 0 0 0.00
0.02 1,145 -92 261 49.50 0.95 -0.50 3000 18.00 360.00 - 4 0 45 -
0.01 32 -3 10 48.85 0.40 -0.35 3050 0.00 316.45 0.00 0 0 0 0.00
- 153 -4 9 - 0.60 -0.30 3100 0.00 320.15 0.00 0 0 0 0.00
- 29 -10 14 - 0.55 -0.40 3150 0.00 456.00 0.00 0 0 0 0.00
- 93 -3 7 - 0.90 0.00 3200 48.35 550.00 - 5 -1 25 -
6,064 3,259
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.