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[--[65.84.65.76]--]
DMART
Avenue Supermarts Limited

3708.3 -108.60 (-2.85%)

Option Chain for DMART

11 Dec 2024 04:14 PM IST

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

Call
Put

Lot Size : 150

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 635.75 0.00 3100 0.15 1.90 43.54 60 21 30 -0.02
0.00 0 0 0 0.00 0.00 0.00 3150 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 539.80 0.00 3200 0.85 2.85 39.49 527 130 166 -0.02
0.00 0 0 0 0.00 0.00 0.00 3250 0.00 0.00 0.00 0 0 0 0.00
0.97 3 3 4 31.94 434.00 -13.40 3300 -0.35 5.15 36.55 725 288 332 -0.04
- 0 0 0 - 403.10 0.00 3350 -3.45 6.70 34.79 317 118 144 -0.06
- 0 0 0 - 360.50 0.00 3400 2.30 8.20 32.49 2,744 398 678 -0.07
0.95 7 7 15 24.70 286.55 -33.35 3450 1.80 11.80 31.44 549 50 79 -0.10
0.92 12 5 24 22.84 238.55 -86.45 3500 4.65 15.40 29.51 5,673 357 1,245 -0.13
0.84 29 29 52 25.71 199.35 -46.10 3550 7.10 22.15 28.50 1,175 226 360 -0.18
0.76 114 82 300 26.93 162.90 -57.10 3600 10.25 32.25 27.81 4,762 512 1,211 -0.25
0.67 115 101 351 27.56 130.00 -60.00 3650 14.35 47.35 27.67 1,967 175 337 -0.33
0.57 1,142 937 6,998 27.55 100.10 -66.20 3700 25.50 69.35 28.37 7,859 700 1,176 -0.43
0.48 863 813 4,868 27.33 74.30 -55.05 3750 32.80 95.45 28.84 4,790 267 367 -0.52
0.39 1,427 575 7,883 28.46 57.15 -44.35 3800 39.00 124.00 28.61 1,870 -73 509 -0.61
0.31 760 211 1,875 29.00 42.30 -37.70 3850 52.45 165.00 31.41 264 -35 169 -0.67
0.24 1,703 510 4,362 29.62 31.10 -30.55 3900 53.15 197.50 29.79 173 -25 113 -0.76
0.19 549 190 1,177 30.52 23.25 -22.85 3950 -24.10 246.30 33.93 1 0 0 -0.78
0.15 3,484 477 8,297 31.61 17.70 -18.05 4000 68.40 284.60 32.34 51 18 57 -0.85
0.11 192 36 468 32.13 12.75 -14.40 4050 0.00 206.65 0.00 0 0 0 0.00
0.09 1,913 356 4,810 33.42 10.05 -9.55 4100 0.00 390.20 - 0 0 0 -
0.07 61 14 169 34.40 7.70 -7.35 4150 0.00 433.45 - 0 0 0 -
0.05 673 31 2,586 35.39 5.95 -5.95 4200 0.00 355.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4250 0.00 0.00 0.00 0 0 0 0.00
0.03 333 -183 1,135 37.28 3.60 -3.95 4300 0.00 570.05 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 4350 0.00 0.00 0.00 0 0 0 0.00
0.02 183 -1 396 40.27 2.70 -2.10 4400 0.00 665.05 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 4450 0.00 0.00 0.00 0 0 0 0.00
0.02 388 154 594 42.40 1.85 -1.75 4500 0.00 761.95 - 0 0 0 -
13,951 6,973
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.