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[--[65.84.65.76]--]
GNFC
Guj Nar Val Fer & Chem L

637.15 -15.10 (-2.32%)

Option Chain for GNFC

03 Dec 2024 04:12 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 0.00 180.60 0.00 500 0.05 0.40 46.99 5 -2 27 -0.01
0.00 0 0 0 0.00 124.65 0.00 510 0.00 3.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 162.90 0.00 520 0.00 5.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 107.45 0.00 530 0.00 6.40 0.00 0 0 0 0.00
- 0 0 0 - 145.95 0.00 540 -7.50 0.70 37.50 1 0 0 -0.03
0.00 0 0 0 0.00 57.00 0.00 550 0.15 1.00 36.05 57 6 132 -0.04
- 0 0 0 - 129.80 0.00 560 0.35 1.30 34.60 275 88 127 -0.05
0.77 146 0 1 73.07 88.40 15.20 570 0.40 1.80 33.41 344 11 87 -0.07
- 0 0 0 - 114.60 0.00 580 0.60 2.75 33.15 497 70 176 -0.10
0.00 0 3 0 0.00 65.40 0.00 590 1.00 3.95 32.54 683 -13 101 -0.14
0.80 254 -7 581 32.66 47.25 -10.35 600 1.70 5.75 32.36 1,980 78 320 -0.19
0.75 37 0 65 31.59 39.25 -11.50 610 1.40 7.70 31.36 656 35 119 -0.25
0.68 143 -23 447 32.21 32.75 -9.35 620 3.15 11.30 32.28 1,331 62 238 -0.32
0.61 136 -20 804 32.09 26.60 -8.75 630 3.80 14.90 31.86 931 22 172 -0.39
0.53 219 -177 4,046 32.12 21.30 -7.50 640 5.45 20.30 33.10 2,368 -235 187 -0.47
0.45 264 -3 2,543 32.21 16.80 -6.20 650 6.55 25.25 32.42 1,078 -21 116 -0.55
0.38 282 91 1,990 32.40 13.10 -5.30 660 7.60 31.45 32.55 1,150 20 149 -0.62
0.31 207 32 1,163 32.29 9.90 -4.40 670 8.65 38.60 33.18 267 28 54 -0.68
0.25 210 -29 1,354 32.22 7.35 -3.65 680 8.60 45.45 32.16 142 8 69 -0.75
0.20 103 28 979 32.71 5.60 -2.80 690 1.25 47.45 - 21 13 17 -
0.15 563 -155 2,086 32.70 4.05 -2.25 700 9.25 61.10 30.07 282 31 123 -0.87
0.12 100 69 548 33.39 3.10 -1.50 710 -17.95 73.70 40.60 11 7 7 -0.83
0.09 176 56 1,364 33.04 2.10 -1.30 720 -22.35 82.65 41.52 5 2 4 -0.85
0.00 0 0 0 0.00 0.00 0.00 730 0.00 0.00 0.00 0 0 0 0.00
0.05 324 77 1,412 33.42 1.05 -0.75 740 12.10 99.00 34.59 19 12 64 -0.95
3,164 2,289
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.