GNFC
Guj Nar Val Fer & Chem L
583.8
-16.20 (-2.70%)
Option Chain for GNFC
20 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1300 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 65.05 | 0.00 | 550 | 0.20 | 0.65 | 33.26 | 34 | 8 | 133 | -0.06 |
| - | 0 | 0 | 0 | - | 129.80 | 0.00 | 560 | 0.45 | 1.15 | 30.02 | 122 | 9 | 105 | -0.10 |
| 0.86 | 130 | -16 | 164 | 21.70 | 18.40 | -29.60 | 570 | 1.15 | 2.55 | 28.91 | 309 | 30 | 160 | -0.21 |
| 0.66 | 4 | 1 | 13 | 24.52 | 11.50 | -18.40 | 580 | 3.00 | 5.25 | 28.13 | 438 | -14 | 164 | -0.36 |
| 0.45 | 95 | 87 | 172 | 23.73 | 5.85 | -9.60 | 590 | 5.30 | 9.50 | 26.82 | 344 | -24 | 141 | -0.55 |
| 0.27 | 107 | -189 | 1,029 | 26.40 | 3.20 | -6.20 | 600 | 8.00 | 16.35 | 28.13 | 444 | -13 | 206 | -0.72 |
| 0.15 | 179 | 48 | 619 | 28.01 | 1.60 | -3.60 | 610 | 12.45 | 26.20 | 37.45 | 75 | -10 | 103 | -0.78 |
| 0.09 | 344 | 35 | 632 | 31.42 | 1.00 | -2.20 | 620 | 11.05 | 34.90 | 39.52 | 50 | -18 | 178 | -0.85 |
| 0.07 | 457 | -32 | 606 | 36.69 | 0.85 | -1.35 | 630 | 11.95 | 43.00 | 30.39 | 20 | -7 | 113 | -0.96 |
|
|
||||||||||||||
| 0.05 | 432 | -28 | 438 | 39.23 | 0.55 | -1.00 | 640 | 9.05 | 50.90 | - | 8 | -1 | 115 | - |
| 0.04 | 397 | -68 | 258 | 44.04 | 0.50 | -0.60 | 650 | 0.00 | 49.25 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.03 | 457 | 11 | 114 | 49.35 | 0.50 | -0.30 | 660 | 0.00 | 63.35 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.02 | 142 | -29 | 48 | 51.42 | 0.35 | -0.25 | 670 | 0.00 | 44.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 203 | -9 | 37 | 54.90 | 0.30 | -0.10 | 680 | 0.00 | 83.50 | 0.00 | 0 | -5 | 0 | 0.00 |
| - | 86 | -10 | 33 | - | 0.20 | -0.20 | 690 | 0.00 | 49.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 367 | -18 | 28 | - | 0.20 | -0.15 | 700 | 0.00 | 65.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 80 | 0 | 1 | - | 0.05 | -0.25 | 710 | 0.00 | 72.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 117 | -2 | 3 | - | 0.05 | -0.15 | 720 | 42.15 | 119.00 | - | 1 | 0 | 4 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 730 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 263 | 0 | 1 | - | 0.05 | 0.00 | 740 | 0.00 | 99.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 3,860 | 1,422 | |||||||||||||
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.
