HAVELLS
Havells India Limited
1676.4
2.25 (0.13%)
Option Chain for HAVELLS
26 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 | |
| - | 0 | 0 | 0 | - | 157.20 | 0.00 | 1560 | 0.00 | 9.00 | 24.18 | 5 | 2 | 2 | -0.14 |
| - | 0 | 0 | 0 | - | 182.20 | 0.00 | 1580 | 0.00 | 24.85 | 5.97 | 0 | 0 | 0 | -0.00 |
| 0.84 | 0 | 0 | 1 | 18.34 | 96.00 | -37.10 | 1600 | -2.70 | 13.00 | 21.59 | 105 | 33 | 71 | -0.20 |
| - | 0 | 0 | 0 | - | 153.25 | 0.00 | 1620 | 0.00 | 33.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 73.00 | 0.00 | 1640 | -6.25 | 21.75 | 20.31 | 38 | 9 | 39 | -0.31 |
|
|
||||||||||||||
| 0.63 | 0 | 0 | 5 | 20.89 | 60.00 | -67.10 | 1660 | -3.25 | 30.50 | 21.03 | 44 | 30 | 57 | -0.39 |
| 0.54 | 41 | 30 | 60 | 22.97 | 51.55 | 7.80 | 1680 | -1.50 | 41.00 | 21.84 | 4 | 0 | 18 | -0.46 |
| 0.48 | 144 | 22 | 140 | 22.25 | 41.90 | 3.90 | 1700 | -1.50 | 51.90 | 22.14 | 30 | 6 | 94 | -0.53 |
| 0.40 | 19 | 9 | 13 | 20.99 | 29.85 | -1.65 | 1720 | 0.00 | 65.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.35 | 40 | 32 | 54 | 22.36 | 26.65 | 3.50 | 1740 | 20.55 | 78.35 | 24.07 | 15 | 14 | 15 | -0.63 |
| 0.27 | 10 | 1 | 9 | 20.97 | 17.50 | -1.35 | 1760 | 2.65 | 94.00 | 24.09 | 1 | 0 | 5 | -0.70 |
| 0.23 | 11 | 5 | 18 | 21.84 | 14.40 | 3.25 | 1780 | 0.00 | 108.75 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.18 | 297 | 145 | 285 | 22.21 | 11.25 | 0.60 | 1800 | 4.00 | 120.00 | 20.81 | 14 | 12 | 69 | -0.83 |
| 0.13 | 20 | 20 | 23 | 21.15 | 7.10 | -44.75 | 1820 | 0.00 | 131.50 | - | 0 | 0 | 0 | - |
| 0.12 | 10 | 5 | 7 | 22.65 | 6.50 | -6.95 | 1840 | 0.00 | 208.35 | - | 0 | 0 | 0 | - |
| 0.10 | 11 | 0 | 9 | 23.34 | 5.30 | 2.25 | 1860 | 0.00 | 180.00 | 27.88 | 1 | 0 | 2 | -0.86 |
| 0.06 | 20 | 0 | 2 | 21.53 | 2.65 | -3.45 | 1880 | 0.00 | 239.25 | - | 0 | 0 | 0 | - |
| 0.04 | 145 | 17 | 44 | 21.68 | 2.00 | -0.30 | 1900 | -5.00 | 210.00 | 23.72 | 14 | 10 | 80 | -0.94 |
| 0.00 | 0 | 0 | 0 | 0.00 | 13.05 | 0.00 | 1920 | 0.00 | 271.75 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 5.30 | 0.00 | 1940 | 0.00 | 220.85 | - | 0 | 0 | 0 | - |
| 0.01 | 2 | 0 | 1 | 19.61 | 0.25 | 0.00 | 1960 | 0.00 | 305.55 | - | 0 | 0 | 0 | - |
| 770 | 452 | |||||||||||||
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.
