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 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
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| 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
- 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.
