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

547.75 2.75 (0.50%)

Option Chain for GNFC

14 Nov 2024 09:23 AM 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 0.00 209.75 0.00 480 -1.40 0.70 39.99 28 -23 135 -0.04
0.00 0 0 0 0.00 185.30 0.00 490 0.00 1.80 0.00 1 1 0 0.00
0.00 0 0 2 0.00 49.50 0.00 500 -2.80 1.15 33.42 64 -54 394 -0.07
0.00 0 3 3 0.00 38.85 0.00 510 0.00 5.75 0.00 0 109 0 0.00
0.00 0 15 0 0.00 35.80 0.00 520 -5.20 2.00 26.30 39 -38 179 -0.14
0.00 0 14 0 0.00 29.05 0.00 530 -7.00 3.00 23.52 48 -30 211 -0.20
0.65 131 -4 6 26.23 16.80 -5.35 540 -5.10 7.90 28.47 81 -76 441 -0.36
0.51 372 -31 37 28.83 12.50 -3.45 550 -3.60 13.30 30.96 43 -39 837 -0.49
0.37 541 -23 29 25.80 6.90 -4.00 560 -6.85 15.00 18.93 5 0 336 -0.70
0.25 308 -23 25 25.56 4.00 -3.05 570 -4.50 23.55 24.74 5 -4 209 -0.76
0.14 258 -4 6 24.86 1.80 -2.60 580 0.00 36.05 0.00 0 -36 0 0.00
0.06 444 -8 9 22.33 0.60 -2.35 590 -2.55 42.00 31.26 12 -11 138 -0.86
0.07 460 -29 30 29.95 1.05 -1.10 600 0.05 54.50 37.43 1 0 267 -0.89
0.00 0 24 0 0.00 1.55 0.00 610 0.00 66.55 0.00 33 -6 0 0.00
0.06 351 0 1 38.35 1.00 -0.25 620 -1.95 72.20 40.35 2 -1 203 -0.93
0.00 0 31 0 0.00 0.85 0.00 630 0.00 83.80 0.00 0 0 0 0.00
0.00 0 40 0 0.00 0.85 0.00 640 0.00 94.10 0.00 0 -2 0 0.00
0.03 301 0 2 44.09 0.55 -0.15 650 0.00 96.70 0.00 0 0 0 0.00
0.00 0 -31 0 0.00 0.60 0.00 660 0.00 84.20 0.00 7 0 0 0.00
0.00 0 -4 0 0.00 0.70 0.00 670 0.00 94.15 0.00 0 0 0 0.00
0.00 0 -83 0 0.00 0.65 0.00 680 0.00 75.15 0.00 0 0 0 0.00
0.00 0 -58 0 0.00 0.60 0.00 690 0.00 53.30 0.00 0 0 0 0.00
0.00 0 -149 0 0.00 0.50 0.00 700 0.00 136.00 0.00 5 -1 0 0.00
0.00 0 -3 29 0.00 0.30 0.00 710 0.00 65.35 0.00 0 0 0 0.00
0.00 0 -89 0 0.00 0.45 0.00 720 0.00 70.20 0.00 0 0 0 0.00
0.00 0 -109 0 0.00 0.40 0.00 730 0.00 168.00 0.00 1 0 0 0.00
- 23 -6 10 - 0.10 0.00 740 0.00 82.90 0.00 0 0 0 0.00
3,189 3,350
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.