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 |
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Put
Lot Size : 500 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
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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
- 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.