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

1523.2 -72.10 (-4.52%)

Option Chain for HAVELLS

24 Jan 2025 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
- 0 0 0 - 395.50 0.00 1340 0.10 0.45 48.63 40 -6 83 -0.01
0.00 0 0 0 0.00 164.80 0.00 1360 0.15 0.45 44.02 30 -9 104 -0.01
0.00 0 0 0 0.00 159.45 0.00 1380 0.15 0.40 38.75 106 8 69 -0.01
- 12 0 1 - 130.60 -67.35 1400 0.35 0.55 35.89 672 -261 611 -0.02
0.00 0 0 0 0.00 134.85 0.00 1420 0.70 1.15 35.47 196 -6 230 -0.04
- 14 1 9 - 88.75 -48.45 1440 1.10 2.00 34.06 337 60 224 -0.07
- 31 -4 12 - 70.25 -60.90 1460 1.85 3.15 31.88 402 -2 340 -0.10
- 52 9 28 - 51.10 -71.75 1480 2.80 4.60 28.84 676 13 204 -0.15
- 57 -7 108 - 35.65 -63.20 1500 5.65 8.30 27.98 2,624 -233 705 -0.25
0.71 386 179 712 14.68 21.15 -62.95 1520 9.70 13.55 26.33 2,027 1 524 -0.37
0.46 616 76 1,192 17.66 11.95 -53.20 1540 17.90 23.60 27.42 2,818 -442 449 -0.52
0.28 538 295 2,067 20.11 6.70 -41.55 1560 31.50 40.15 33.46 2,229 -30 566 -0.63
0.17 404 -37 1,938 22.93 4.10 -29.00 1580 42.60 56.15 36.50 1,024 -119 314 -0.72
0.11 1,025 339 2,985 26.06 2.80 -18.40 1600 53.85 75.25 42.72 767 -62 327 -0.76
0.07 671 -30 1,814 28.11 1.75 -10.75 1620 64.15 97.05 52.88 71 -12 105 -0.77
0.05 542 4 1,513 30.49 1.20 -6.10 1640 66.95 113.90 53.88 17 -4 261 -0.82
0.04 534 69 1,012 34.06 1.05 -3.30 1660 71.70 135.75 63.76 9 0 172 -0.82
0.03 424 -25 497 36.52 0.80 -2.00 1680 20.80 104.50 - 3 0 93 -
0.02 1,679 0 1,383 39.16 0.65 -1.40 1700 66.50 168.50 57.97 1 0 177 -0.91
0.02 290 -36 185 42.40 0.60 -0.85 1720 0.00 130.40 0.00 0 0 0 0.00
0.02 355 -5 192 44.84 0.50 -0.55 1740 0.00 173.00 0.00 0 0 0 0.00
0.01 195 -41 79 47.63 0.45 -0.40 1760 0.00 158.10 0.00 0 0 0 0.00
0.01 137 -1 10 51.72 0.50 -0.20 1780 0.00 194.20 0.00 0 0 0 0.00
- 431 -65 97 - 0.40 -0.20 1800 3.35 217.00 - 1 0 58 -
- 126 0 43 - 0.45 -0.05 1820 0.00 270.00 0.00 0 0 0 0.00
- 101 -2 3 - 0.40 -0.10 1840 0.00 290.30 0.00 0 0 0 0.00
- 124 0 3 - 0.45 -0.15 1860 0.00 304.80 0.00 0 0 0 0.00
- 91 0 1 - 0.35 -0.40 1880 0.00 164.90 0.00 0 0 0 0.00
- 365 -15 16 - 0.15 -0.25 1900 0.00 302.00 0.00 0 -1 0 0.00
9,200 5,616
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.