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[--[65.84.65.76]--]
GMRINFRA
Gmr Airports Infra Ltd

83.34 0.13 (0.16%)

Option Chain for GMRINFRA

02 Dec 2024 04:11 PM IST

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

Call
Put

Lot Size : 5625

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 15.95 0.00 65 0.00 0.10 51.56 16 0 93 -0.02
0.00 0 0 0 0.00 29.85 0.00 66 0.00 0.15 0.00 0 6 0 0.00
0.00 0 0 0 0.00 14.35 0.00 67 0.00 0.15 0.00 0 1 0 0.00
0.00 0 0 0 0.00 28.05 0.00 68 0.00 0.30 0.00 0 1 0 0.00
- 0 0 0 - 12.80 0.00 69 -0.30 0.20 47.49 1 0 1 -0.05
0.96 154 39 49 41.17 13.95 0.80 70 -0.05 0.15 41.65 515 47 559 -0.04
0.00 0 0 0 0.00 11.35 0.00 71 -0.10 0.20 41.22 24 21 40 -0.05
- 0 0 0 - 24.60 0.00 72 -0.05 0.25 40.54 20 -7 98 -0.06
- 0 0 0 - 10.00 0.00 73 -0.05 0.30 39.33 21 3 211 -0.08
- 0 0 0 - 22.95 0.00 74 -0.10 0.35 37.84 37 -8 150 -0.09
0.88 175 -1 13 38.78 9.35 0.20 75 -0.10 0.45 37.37 973 73 850 -0.11
0.00 0 0 0 0.00 4.15 0.00 76 -0.10 0.55 36.42 179 87 212 -0.13
0.82 255 30 63 37.77 7.65 0.35 77 -0.10 0.70 36.00 194 24 356 -0.16
0.80 108 -14 61 35.69 6.75 0.20 78 -0.10 0.80 34.19 247 18 280 -0.19
0.76 135 17 48 36.40 6.05 0.40 79 -0.15 1.00 33.63 286 27 329 -0.23
0.72 956 -15 459 33.59 5.15 0.25 80 -0.10 1.25 33.23 1,121 72 1,169 -0.27
0.68 281 0 344 31.83 4.35 0.15 81 -0.20 1.45 31.58 705 4 228 -0.32
0.63 679 35 1,121 31.45 3.70 0.10 82 -0.25 1.80 31.29 918 49 594 -0.37
0.57 951 69 1,247 31.01 3.10 0.10 83 -0.25 2.15 30.34 1,090 28 1,653 -0.43
0.51 484 72 1,607 30.48 2.55 0.05 84 -0.30 2.60 29.90 979 -15 266 -0.49
0.45 1,663 86 3,630 30.42 2.10 0.05 85 -0.35 3.10 29.32 805 -21 790 -0.55
0.39 377 83 1,304 30.26 1.70 0.00 86 -0.35 3.70 29.21 438 39 275 -0.62
0.33 473 95 1,145 30.01 1.35 0.00 87 -0.35 4.45 30.27 172 28 321 -0.67
0.28 377 37 470 29.71 1.05 -0.05 88 -0.40 5.10 29.38 27 -7 199 -0.72
0.23 169 -17 310 30.15 0.85 -0.05 89 0.00 11.60 - 0 0 0 -
0.19 3,251 283 2,150 29.97 0.65 -0.05 90 -0.40 6.65 28.94 175 -7 2,333 -0.82
0.16 156 38 78 31.00 0.55 0.00 91 0.00 10.00 0.00 0 0 0 0.00
0.14 210 63 150 31.60 0.45 0.00 92 0.00 8.70 0.00 0 -2 0 0.00
0.10 202 17 111 30.47 0.30 -0.10 93 0.00 9.95 0.00 0 -9 0 0.00
0.08 231 10 99 31.29 0.25 -0.05 94 0.00 12.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 95 0.00 0.00 0.00 0 0 0 0.00
0.05 356 62 320 31.84 0.15 -0.05 96 -0.95 12.00 - 1 0 298 -
11,643 11,305
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.