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[--[65.84.65.76]--]
HAVELLS
Havells India Limited

1757.2 17.85 (1.03%)

Option Chain for HAVELLS

03 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 500

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 242.10 0.00 1420 -0.90 0.55 37.84 1 0 13 -0.01
- 0 0 0 - 608.55 0.00 1440 0.00 0.55 20.17 0 0 0 -0.00
0.00 0 0 0 0.00 207.65 0.00 1460 0.00 13.05 0.00 0 0 0 0.00
- 0 0 0 - 569.70 0.00 1480 0.00 6.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 175.35 0.00 1500 0.00 2.15 0.00 0 -1 0 0.00
- 0 0 0 - 531.10 0.00 1520 0.00 1.65 14.89 0 0 0 -0.00
- 0 0 0 - 145.75 0.00 1540 0.00 2.95 0.00 0 30 0 0.00
- 0 0 0 - 492.85 0.00 1560 -1.20 2.50 29.83 8 0 31 -0.05
- 0 0 0 - 119.00 0.00 1580 -1.90 2.80 27.97 57 13 113 -0.05
- 21 0 1 - 158.20 22.90 1600 -1.95 4.00 27.59 301 -38 368 -0.07
0.00 0 0 0 0.00 117.55 0.00 1620 -2.75 4.95 26.28 185 -1 89 -0.09
0.00 0 0 0 0.00 101.15 0.00 1640 -3.40 6.70 25.59 317 -33 103 -0.12
0.00 0 0 0 0.00 88.50 0.00 1660 -4.25 9.10 24.99 295 29 133 -0.15
0.00 0 6 0 0.00 80.00 0.00 1680 -5.30 12.20 24.36 318 61 123 -0.20
0.78 298 -12 296 20.13 77.00 8.75 1700 -6.40 16.60 24.02 308 25 248 -0.25
0.70 123 -92 320 20.73 63.40 8.00 1720 -8.15 22.10 23.64 324 -7 236 -0.32
0.62 453 52 1,367 20.55 50.30 5.90 1740 -8.75 29.45 23.57 424 -7 167 -0.39
0.54 291 83 1,116 20.69 39.40 5.50 1760 -10.45 38.15 23.43 179 12 144 -0.46
0.45 105 15 348 20.60 29.85 3.30 1780 -20.50 49.10 23.71 51 10 26 -0.54
0.37 802 -12 1,495 21.02 22.85 2.85 1800 -13.75 59.45 22.76 15 9 101 -0.62
0.29 80 6 229 20.99 16.60 1.75 1820 -20.05 72.95 22.80 1 0 3 -0.69
0.23 165 14 509 21.04 11.85 1.20 1840 -34.15 89.85 24.33 2 0 6 -0.74
0.17 117 42 341 21.29 8.50 0.70 1860 0.00 119.00 0.00 0 0 0 0.00
0.13 248 43 282 21.59 6.05 0.55 1880 0.00 44.90 - 0 0 0 -
0.10 314 64 408 22.00 4.35 0.35 1900 -23.85 140.00 25.05 11 -1 99 -0.87
0.07 126 44 201 22.38 3.10 0.10 1920 0.00 57.15 - 0 0 0 -
0.00 0 0 0 9.56 8.70 8.70 1940 288.75 288.75 - 0 0 0 -
0.00 0 0 0 0.00 1.80 0.00 1960 0.00 71.55 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1980 0.00 0.00 0.00 0 0 0 0.00
0.03 90 35 123 25.91 1.30 -0.10 2000 -29.00 238.00 34.64 3 2 13 -0.92
3,233 2,016
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.