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 |
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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 | |
- | 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 |
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- | 127 | -4 | 8 | - | 0.05 | -0.10 | 2000 | 0.00 | 345.00 | 0.00 | 0 | -2 | 0 | 0.00 |
4,835 | 3,727 |
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.