HINDALCO
Hindalco Industries Ltd
634.6
8.00 (1.28%)
Option Chain for HINDALCO
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1400 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 174.25 | 0.00 | 540 | 0.25 | 0.85 | 47.02 | 1 | 0 | 33 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 550 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 9 | 1 | 3 | - | 71.50 | 0.45 | 560 | -0.15 | 1.05 | 39.65 | 28 | 5 | 187 | -0.05 |
| - | 0 | 0 | 0 | - | 173.80 | 0.00 | 570 | -0.35 | 1.25 | 36.63 | 61 | 11 | 318 | -0.06 |
| - | 0 | 0 | 0 | - | 139.90 | 0.00 | 580 | -0.45 | 1.75 | 34.90 | 55 | -11 | 827 | -0.08 |
| - | 10 | 1 | 11 | - | 44.60 | 5.60 | 590 | -0.65 | 2.55 | 33.21 | 42 | 6 | 443 | -0.12 |
| 0.86 | 135 | -2 | 17 | 27.86 | 38.15 | 3.20 | 600 | -0.85 | 3.70 | 31.81 | 70 | -8 | 1,517 | -0.17 |
| 0.88 | 36 | 1 | 2 | 18.13 | 27.00 | -0.35 | 610 | -1.15 | 5.40 | 30.31 | 94 | -5 | 659 | -0.24 |
| 0.70 | 194 | -9 | 74 | 25.23 | 21.60 | 1.50 | 620 | -1.65 | 8.10 | 29.61 | 90 | 2 | 913 | -0.32 |
| 0.58 | 803 | -19 | 303 | 26.10 | 15.85 | 1.40 | 630 | -2.00 | 12.05 | 29.37 | 148 | 11 | 1,072 | -0.43 |
| 0.46 | 1,139 | 27 | 200 | 26.29 | 11.15 | 1.10 | 640 | -2.65 | 17.10 | 30.07 | 44 | 0 | 779 | -0.53 |
| 0.35 | 2,926 | 33 | 316 | 27.25 | 7.80 | 0.65 | 650 | -2.50 | 24.00 | 31.48 | 14 | 0 | 1,278 | -0.63 |
| 0.26 | 4,115 | 39 | 272 | 28.81 | 5.55 | 0.40 | 660 | -3.75 | 31.00 | 32.25 | 5 | 0 | 1,161 | -0.71 |
| 0.20 | 3,901 | 45 | 240 | 30.08 | 4.00 | 0.25 | 670 | -3.45 | 39.85 | 34.76 | 16 | -4 | 1,137 | -0.77 |
| 0.15 | 3,651 | -7 | 39 | 31.50 | 2.90 | 0.25 | 680 | -3.30 | 49.45 | 39.87 | 3 | 0 | 432 | -0.79 |
| 0.11 | 1,926 | 1 | 65 | 32.80 | 2.10 | 0.10 | 690 | -4.20 | 58.55 | 41.42 | 14 | 6 | 238 | -0.83 |
| 0.08 | 6,401 | 12 | 238 | 34.42 | 1.60 | 0.05 | 700 | 0.00 | 72.00 | 0.00 | 0 | -40 | 0 | 0.00 |
| 0.06 | 1,361 | -2 | 19 | 35.45 | 1.15 | 0.00 | 710 | 0.00 | 86.45 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.05 | 1,599 | 4 | 15 | 37.29 | 0.95 | 0.05 | 720 | -8.35 | 86.00 | 45.87 | 1 | 0 | 258 | -0.91 |
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| 0.04 | 793 | 1 | 11 | 38.45 | 0.70 | -0.10 | 730 | 0.00 | 96.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 714 | 0 | 3 | 39.10 | 0.50 | -0.10 | 740 | 0.00 | 84.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 1,763 | 0 | 1 | 42.71 | 0.55 | 0.05 | 750 | 0.00 | 121.35 | 0.00 | 0 | -7 | 0 | 0.00 |
| 0.02 | 565 | 0 | 4 | 44.00 | 0.45 | 0.00 | 760 | 0.00 | 127.50 | 0.00 | 0 | -33 | 0 | 0.00 |
| 0.00 | 0 | -4 | 0 | 0.00 | 0.40 | 0.00 | 770 | 0.00 | 65.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 337 | 0 | 10 | 49.30 | 0.45 | 0.15 | 780 | 0.00 | 118.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 32,378 | 11,252 | |||||||||||||
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.
