HAL
Hindustan Aeronautics Ltd
3982.3
-74.85 (-1.84%)
Option Chain for HAL
21 Nov 2024 02:43 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 300 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1302.75 | 0.00 | 3400 | 0.95 | 4.85 | - | 990.5 | 89 | 500 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3500 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.91 | 70 | 1 | 10.5 | 55.71 | 398.65 | -103.35 | 3600 | -0.20 | 9.10 | 51.13 | 2,665 | -126 | 1,945 | -0.07 |
| 0.84 | 220 | 92 | 76 | 57.04 | 314.25 | -49.15 | 3700 | -1.05 | 13.95 | 45.43 | 2,018 | 294 | 1,478 | -0.11 |
| 0.79 | 293 | 3 | 78 | 43.94 | 215.45 | -58.75 | 3800 | 1.25 | 24.20 | 40.80 | 4,508 | -114 | 1,859 | -0.19 |
| 0.67 | 582 | 250 | 1,324 | 37.63 | 132.85 | -54.65 | 3900 | 7.75 | 46.00 | 37.79 | 6,769.5 | 889 | 2,748 | -0.33 |
| 0.48 | 2,649 | 991 | 5,483 | 36.12 | 73.55 | -42.45 | 4000 | 18.60 | 86.15 | 36.10 | 6,238 | -415 | 3,387 | -0.52 |
| 0.29 | 4,240 | 734 | 5,405.5 | 35.52 | 35.50 | -33.15 | 4100 | 23.85 | 142.40 | 32.29 | 1,069.5 | -277 | 2,900 | -0.73 |
| 0.17 | 6,001 | 71 | 6,570.5 | 37.96 | 18.40 | -19.10 | 4200 | 41.10 | 228.05 | 35.57 | 339 | -169 | 2,666 | -0.85 |
| 0.10 | 4,690 | -128 | 4,052.5 | 41.28 | 10.35 | -9.85 | 4300 | 46.20 | 316.05 | 31.91 | 89.5 | -47 | 1,915 | -0.95 |
| 0.06 | 5,226 | -173 | 3,601.5 | 44.67 | 6.15 | -5.05 | 4400 | 60.85 | 410.85 | - | 40 | -37 | 1,911 | - |
| 0.04 | 7,121 | -398 | 2,684 | 48.35 | 4.00 | -3.20 | 4500 | 58.95 | 512.00 | - | 29.5 | -27 | 1,606 | - |
| 0.03 | 4,419 | -509 | 1,759.5 | 52.29 | 2.85 | -1.75 | 4600 | 90.00 | 598.00 | - | 32.5 | -63 | 911 | - |
| 0.02 | 2,653 | -1 | 1,198.5 | 55.71 | 2.00 | -1.50 | 4700 | 107.00 | 707.00 | - | 11 | -18 | 714 | - |
|
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| - | 1,885 | -114 | 815 | - | 1.60 | -1.00 | 4800 | 116.00 | 806.00 | - | 15.5 | -4 | 701 | - |
| - | 733 | -40 | 187.5 | - | 1.35 | -0.50 | 4900 | 123.00 | 890.00 | - | 5.5 | -5 | 208 | - |
| - | 4,023 | -527 | 469 | - | 1.20 | -0.25 | 5000 | 92.00 | 987.00 | - | 6 | -9 | 1,098 | - |
| - | 748 | -122 | 112 | - | 0.85 | -0.35 | 5100 | 186.00 | 1097.00 | - | 3.5 | 0 | 110 | - |
| - | 825 | -41 | 140 | - | 0.25 | -0.20 | 5200 | 106.25 | 1206.45 | - | 5 | -7 | 316 | - |
| 46,378 | 26,973 | |||||||||||||
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.
