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

1632.35 -0.35 (-0.02%)

Option Chain for HAVELLS

21 Nov 2024 02:32 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 0 0 - 519.75 0.00 1400 0.00 0.30 47.23 3 -1 36 -0.01
- 0 0 0 - 609.65 0.00 1420 0.00 0.05 26.17 0 0 0 -0.00
- 0 0 0 - 481.40 0.00 1440 0.00 2.25 23.78 0 0 0 -0.00
- 0 0 0 - 580.50 0.00 1460 0.00 1.10 42.97 1 0 70 -0.03
0.00 0 0 0 0.00 128.00 0.00 1480 0.00 1.30 0.00 0 45 0 0.00
- 0 0 0 - 541.15 0.00 1500 -0.35 1.40 36.29 189 -35 212 -0.04
0.00 0 0 0 0.00 144.55 0.00 1520 -0.80 1.90 33.78 157 -3 155 -0.06
0.00 0 0 0 0.00 91.10 0.00 1540 -1.05 2.85 31.90 364 22 533 -0.08
0.00 0 0 0 0.00 68.75 0.00 1560 -1.70 4.60 30.64 471 -44 434 -0.13
0.83 29 -1 6 26.10 60.40 -2.65 1580 -1.55 7.15 29.11 635 -21 233 -0.19
0.73 267 0 827 26.15 45.00 -2.30 1600 -2.00 10.95 27.52 929 45 913 -0.28
0.61 300 7 1,516 24.93 30.80 -0.90 1620 -1.95 16.80 26.22 1,437 49 313 -0.39
0.47 420 86 919 24.00 19.40 -1.20 1640 -2.35 25.40 25.29 547 30 266 -0.53
0.33 566 -23 982 23.13 10.95 -1.95 1660 -3.50 34.85 22.02 209 -26 317 -0.68
0.20 414 12 767 23.17 5.95 -1.25 1680 19.80 60.30 36.26 5 -1 108 -0.70
0.12 1,006 31 963 23.72 3.20 -1.00 1700 6.00 70.00 27.80 5 -2 128 -0.84
0.07 570 -46 415 24.76 1.80 -0.40 1720 -0.40 87.30 27.12 3 0 9 -0.91
0.05 191 -36 133 26.66 1.20 -0.25 1740 0.00 93.35 0.00 0 -3 0 0.00
0.04 120 -9 54 28.95 0.90 -0.20 1760 0.00 129.60 0.00 0 0 0 0.00
0.03 101 3 7 31.21 0.70 -0.10 1780 0.00 110.75 0.00 0 0 0 0.00
0.02 380 -58 107 33.78 0.60 -0.05 1800 0.00 146.55 0.00 0 -17 0 0.00
0.01 71 -2 3 33.77 0.30 -0.30 1820 0.00 196.90 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.20 0.00 1840 0.00 171.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.70 0.00 1860 0.00 200.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.20 0.00 1880 0.00 88.25 - 0 0 0 -
0.01 273 -35 48 45.13 0.30 -0.20 1900 0.00 240.00 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 1.45 0.00 1920 0.00 107.50 - 0 0 0 -
0.00 0 0 0 0.00 156.95 0.00 1940 0.00 96.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 97.45 0.00 1960 0.00 128.95 - 0 0 0 -
0.00 0 0 0 0.00 132.45 0.00 1980 0.00 65.65 0.00 0 0 0 0.00
- 127 -4 8 - 0.05 -0.10 2000 0.00 345.00 0.00 0 -2 0 0.00
4,835 3,727
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.