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
- 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.