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

1622.8 8.70 (0.54%)

Option Chain for HAVELLS

14 Nov 2024 12:02 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 - 580.50 0.00 1460 0.00 2.55 35.32 35 -7 52 -0.05
- 2 0 1 - 128.00 -21.65 1480 -0.15 3.20 33.48 55 3 99 -0.07
- 0 0 0 - 541.15 0.00 1500 -0.35 4.15 31.82 225 -11 160 -0.09
0.00 0 0 0 0.00 144.55 0.00 1520 -0.70 5.35 30.05 150 -1 141 -0.11
0.96 4 1 3 16.98 91.10 16.70 1540 -0.40 8.00 29.66 175 2 101 -0.16
0.00 0 9 0 0.00 63.95 0.00 1560 -2.10 10.05 27.51 196 -3 273 -0.20
0.72 31 -3 30 28.66 66.60 7.25 1580 -1.25 14.80 27.27 245 -10 131 -0.27
0.68 274 -28 634 21.40 44.90 -1.10 1600 -2.40 19.70 25.86 628 26 770 -0.35
0.57 310 -18 1,058 21.03 32.35 -1.35 1620 -2.05 27.70 25.70 313 -7 227 -0.44
0.45 263 29 703 21.12 22.60 -1.00 1640 -2.05 37.95 25.80 105 10 158 -0.54
0.34 472 6 552 21.18 15.05 -1.55 1660 1.50 53.40 28.65 32 -6 312 -0.61
0.25 359 -70 541 21.74 10.10 -1.00 1680 -8.25 66.00 27.90 18 -2 126 -0.70
0.18 770 -23 761 22.15 6.55 -0.95 1700 -0.55 82.35 29.30 27 -5 139 -0.76
0.12 245 35 385 23.13 4.50 -0.70 1720 24.45 103.40 34.83 2 -1 11 -0.77
0.09 190 -10 220 24.15 3.15 -0.50 1740 1.00 120.00 35.26 10 -1 41 -0.82
0.06 126 -4 118 25.11 2.20 -0.40 1760 0.00 110.00 0.00 0 0 0 0.00
0.05 105 -3 16 26.21 1.60 -0.45 1780 0.00 110.75 0.00 0 0 0 0.00
0.04 480 33 165 28.14 1.40 -0.40 1800 7.85 196.00 64.67 3 0 124 -0.76
0.00 0 4 0 0.00 1.30 0.00 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 1.05 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 -
0.02 338 7 39 36.86 0.80 -0.10 1900 0.00 223.00 0.00 0 0 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 22.65 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
0.01 169 -19 28 44.75 0.55 0.00 2000 0.00 393.00 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.75 0.00 2020 0.00 83.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.80 0.00 2040 0.00 178.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.15 0.00 2060 0.00 103.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 56.25 0.00 2080 0.00 205.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.70 0.00 2100 0.00 126.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 46.25 0.00 2120 0.00 234.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 60.15 0.00 2140 0.00 151.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 37.65 0.00 2160 0.00 265.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 48.00 0.00 2180 0.00 178.65 0.00 0 0 0 0.00
- 46 18 34 - 0.35 0.10 2200 0.00 260.00 0.00 0 0 0 0.00
4,184 2,865
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.