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[--[65.84.65.76]--]
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
Put

Lot Size : 500

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
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
  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.