IDEA
Vodafone Idea Limited
6.33
-0.23 (-3.51%)
Option Chain for IDEA
19 Jun 2025 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 40000 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | OI pcrCOI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta |
- | 404 | 4 | 57 | - | 1.30 | -0.30 | 1.47 5 - | 0.00 | 0.05 | - | 4 | 0 | 595 | - |
0.77 | 1,243 | 183 | 2,896 | 55.91 | 0.40 | -0.20 | 3.89 6 -1.16 | 0.00 | 0.05 | 48.98 | 4,673 | -213 | 4,841 | -0.20 |
0.16 | 10,929 | 1,402 | 2,391 | 69.92 | 0.05 | 0.00 | 0.48 7 0.15 | 0.25 | 0.70 | 61.63 | 3,244 | 204 | 5,249 | -0.87 |
- | 13,073 | -5 | 15 | - | 0.05 | 0.00 | 0.13 8 17.20 | 0.25 | 1.70 | - | 293 | -86 | 1,648 | - |
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0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | - 9 - | 0.25 | 2.70 | - | 93 | -22 | 736 | - |
- | 1,870 | 0 | 1 | - | 0.05 | 0.00 | 0.46 10 - | 0.25 | 3.65 | 30.00 | 16 | -9 | 851 | -1.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | - 11 - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 607 | 0 | 1 | - | 0.05 | 0.00 | - 12 - | 0.00 | 4.95 | 0.00 | 0 | 0 | 0 | 0.00 |
28,126 | 13,920 |
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.