GNFC
Guj Nar Val Fer & Chem L
556.9
-4.14 (-0.74%)
Option Chain for GNFC
21 Nov 2024 02:13 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 1300 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 209.75 | 0.00 | 480 | 0.15 | 0.40 | 55.45 | 17 | -16 | 76 | -0.02 |
- | 0 | 0 | 0 | - | 185.30 | 0.00 | 490 | 0.00 | 1.80 | 0.00 | 0 | 0 | 1 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 49.50 | 0.00 | 500 | 0.00 | 0.35 | 0.00 | 0 | -20 | 0 | 0.00 |
0.00 | 3 | 0 | 0 | 0.00 | 38.85 | 0.00 | 510 | 0.00 | 0.10 | 0.00 | 0 | -4 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 34.65 | 0.00 | 520 | 0.75 | 0.95 | 35.91 | 11 | -10 | 113 | -0.07 |
0.00 | 0 | 0 | 0 | 0.00 | 33.00 | 0.00 | 530 | 0.10 | 0.55 | 24.35 | 4 | -3 | 142 | -0.07 |
0.00 | 0 | -4 | 0 | 0.00 | 26.00 | 0.00 | 540 | 2.60 | 4.80 | 38.43 | 8 | -6 | 271 | -0.26 |
0.00 | 0 | -24 | 0 | 0.00 | 17.00 | 0.00 | 550 | -1.60 | 2.40 | 18.11 | 39 | -19 | 593 | -0.27 |
0.42 | 411 | 0 | 1 | 10.55 | 2.50 | -1.50 | 560 | 0.00 | 1.80 | 0.00 | 0 | -36 | 0 | 0.00 |
0.31 | 117 | -1 | 2 | 28.26 | 4.20 | -0.90 | 570 | 0.00 | 10.00 | - | 4 | -2 | 168 | - |
0.14 | 183 | -1 | 2 | 24.81 | 1.35 | -2.15 | 580 | 5.50 | 26.00 | 40.96 | 2 | -1 | 143 | -0.73 |
0.06 | 379 | -2 | 4 | 24.83 | 0.50 | -0.20 | 590 | 0.00 | 27.00 | 0.00 | 0 | -2 | 0 | 0.00 |
0.04 | 293 | -9 | 10 | 29.91 | 0.40 | -0.25 | 600 | 0.00 | 33.25 | 0.00 | 0 | -3 | 0 | 0.00 |
0.00 | 0 | -11 | 0 | 0.00 | 0.20 | 0.00 | 610 | 0.00 | 66.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 298 | -5 | 6 | 35.93 | 0.20 | 0.00 | 620 | 0.00 | 53.50 | 0.00 | 0 | -1 | 0 | 0.00 |
0.02 | 180 | -9 | 10 | 42.04 | 0.25 | 0.05 | 630 | 0.00 | 75.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 228 | -12 | 13 | 46.34 | 0.25 | 0.00 | 640 | -4.10 | 90.00 | - | 1 | 0 | 75 | - |
0.03 | 224 | -9 | 10 | 54.40 | 0.40 | -0.05 | 650 | 0.00 | 86.00 | 0.00 | 0 | -3 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 660 | 0.00 | 84.20 | 0.00 | 0 | 0 | 14 | 0.00 |
- | 157 | -10 | 17 | - | 0.05 | -0.25 | 670 | 0.00 | 94.15 | 0.00 | 0 | 0 | 29 | 0.00 |
- | 79 | -1 | 2 | - | 0.40 | -0.10 | 680 | 0.00 | 75.15 | 0.00 | 0 | 0 | 54 | 0.00 |
- | 52 | 0 | 1 | - | 0.60 | 0.10 | 690 | 0.00 | 53.30 | - | 0 | 0 | 0 | - |
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- | 293 | -7 | 8 | - | 0.15 | 0.00 | 700 | 0.00 | 142.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.30 | 0.00 | 710 | 0.00 | 65.35 | - | 0 | 0 | 0 | - |
0.00 | 59 | 0 | 0 | 0.00 | 0.10 | 0.00 | 720 | 0.00 | 70.20 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 730 | 0.00 | 168.00 | 0.00 | 0 | 0 | 2 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 740 | 0.00 | 82.90 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.35 | 0.00 | 750 | 0.00 | 130.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.30 | 0.00 | 760 | 0.00 | 121.10 | 0.00 | 0 | 0 | 20 | 0.00 |
2,956 | 1,701 |
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.