HAVELLS
Havells India Limited
1657.4
-35.75 (-2.11%)
Option Chain for HAVELLS
20 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 | |
- | 5 | -1 | 5 | - | 302.00 | 0.00 | 1400 | 0.00 | 1.40 | - | 3 | -1 | 5 | - |
0.00 | 0 | 0 | 0 | 0.00 | 242.10 | 0.00 | 1420 | 0.00 | 0.35 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 608.55 | 0.00 | 1440 | 0.00 | 0.55 | 28.18 | 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 | 0 | 0 | - | 175.35 | 0.00 | 1500 | 0.00 | 1.00 | 42.33 | 10 | 0 | 59 | -0.03 |
- | 0 | 0 | 0 | - | 531.10 | 0.00 | 1520 | 0.00 | 1.65 | 18.40 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 145.75 | 0.00 | 1540 | 0.60 | 1.45 | 35.46 | 194 | -37 | 230 | -0.05 |
- | 0 | 0 | 0 | - | 492.85 | 0.00 | 1560 | 0.45 | 1.65 | 31.36 | 17 | -2 | 19 | -0.06 |
- | 0 | 0 | 0 | - | 119.00 | 0.00 | 1580 | 0.80 | 2.40 | 28.73 | 168 | 4 | 114 | -0.08 |
- | 18 | -3 | 8 | - | 60.50 | -38.50 | 1600 | 2.40 | 4.15 | 27.28 | 510 | -47 | 319 | -0.14 |
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0.00 | 0 | 0 | 0 | 0.00 | 108.90 | 0.00 | 1620 | 4.25 | 6.95 | 25.65 | 684 | 30 | 151 | -0.22 |
0.72 | 26 | 0 | 62 | 17.74 | 27.70 | -31.50 | 1640 | 8.65 | 12.90 | 25.85 | 1,039 | 32 | 137 | -0.34 |
0.51 | 23 | 8 | 89 | 17.70 | 15.50 | -40.45 | 1660 | 13.05 | 20.40 | 24.63 | 1,056 | -5 | 129 | -0.49 |
0.33 | 73 | 30 | 500 | 19.59 | 8.90 | -23.10 | 1680 | 22.05 | 34.80 | 28.28 | 1,392 | -76 | 132 | -0.62 |
0.20 | 467 | 102 | 3,137 | 21.07 | 4.90 | -15.35 | 1700 | 28.40 | 49.90 | 30.18 | 1,037 | -35 | 174 | -0.72 |
0.13 | 429 | -36 | 1,995 | 23.95 | 3.30 | -9.35 | 1720 | 33.75 | 67.50 | 33.60 | 609 | 10 | 145 | -0.78 |
0.09 | 495 | -40 | 1,584 | 26.30 | 2.20 | -5.65 | 1740 | 38.20 | 86.50 | 38.17 | 132 | -59 | 168 | -0.82 |
0.06 | 561 | -109 | 1,393 | 28.89 | 1.60 | -3.45 | 1760 | 28.40 | 105.00 | 41.01 | 17 | -12 | 139 | -0.86 |
0.05 | 369 | -40 | 593 | 31.62 | 1.25 | -2.25 | 1780 | 10.90 | 101.80 | - | 17 | -12 | 85 | - |
0.04 | 1,001 | -153 | 790 | 34.54 | 1.05 | -1.65 | 1800 | 18.00 | 129.00 | - | 6 | 0 | 98 | - |
0.03 | 236 | 0 | 186 | 37.71 | 0.95 | -1.10 | 1820 | 23.00 | 148.00 | - | 2 | 0 | 20 | - |
0.03 | 264 | -36 | 184 | 40.65 | 0.85 | -0.75 | 1840 | 40.35 | 168.00 | - | 6 | 0 | 7 | - |
0.02 | 226 | -7 | 113 | 43.78 | 0.80 | -0.35 | 1860 | 0.00 | 111.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 159 | 1 | 76 | 46.75 | 0.75 | -0.10 | 1880 | 0.00 | 44.90 | - | 0 | 0 | 0 | - |
0.01 | 261 | -47 | 64 | 47.29 | 0.50 | -0.15 | 1900 | 98.65 | 226.00 | - | 3 | 0 | 87 | - |
0.00 | 0 | -2 | 0 | 0.00 | 0.50 | 0.00 | 1920 | 0.00 | 57.15 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 2.35 | 0.00 | 1940 | 0.00 | 288.75 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.80 | 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 |
- | 66 | -3 | 8 | - | 0.45 | 0.10 | 2000 | 0.00 | 238.00 | 0.00 | 0 | 0 | 0 | 0.00 |
4,679 | 2,218 |
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.