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Option Chain For IDEA - VODAFONE IDEA LIMITED
Last updated on
25 Sep 2020 12:17 AM
info_outline
Note:- Click on the strike price to open the historical data.
Call |
Put |
|||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 1 | - | - | - | - | - |
| - | - | - | - | - | 2 | - | 0.05 | - | - | 140,000 |
| - | - | - | - | - | 3 | - | 0.05 | - | - | 700,000 |
| - | - | - | - | - | 4 | - | 0.05 | - | - | 1,400,000 |
| - | - | - | - | - | 5 | - | 0.05 | - | - | 3,360,000 |
| - | - | - | - | - | 6 | - | 0.05 | - | - | 7,000,000 |
| 840,000 | - | - | 4.85 | - | 7 | - | 0.05 | - | - | 14,840,000 |
| 7,140,000 | -3,360,000 | - | 1.10 | -2.80 | 8 | - | 0.05 | - | 140,000 | 13,440,000 |
| 980,000 | -4,060,000 | - | 0.20 | -0.15 | 9 | -0.15 | 0.05 | - | -3,360,000 | 5,180,000 |
| 10,640,000 | -420,000 | - | 0.05 | - | 10 | 0.05 | 0.85 | - | -3,920,000 | 6,440,000 |
| 11,340,000 | - | - | 0.05 | - | 11 | 0.45 | 1.85 | - | -2,940,000 | 4,620,000 |
| 25,900,000 | - | - | 0.05 | - | 12 | 0.20 | 3.00 | - | -3,640,000 | 10,500,000 |
| 14,980,000 | - | - | 0.05 | - | 13 | 0.05 | 4.05 | - | -140,000 | 420,000 |
| 17,780,000 | - | - | 0.05 | - | 14 | - | - | - | - | - |
| 24,220,000 | - | - | 0.05 | - | 15 | - | - | - | - | - |
| 15,680,000 | - | - | 0.05 | - | 16 | - | - | - | - | - |
| 28,420,000 | - | - | 0.05 | - | 17 | - | - | - | - | - |
| 7,420,000 | - | - | 0.05 | - | 18 | - | - | - | - | - |
| Total | 165,340,000 | 68,040,000 | ||||||||
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.