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Option Chain For IDEA - VODAFONE IDEA LIMITED
Last updated on
10 Jul 2020 12:54 PM
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 | - | 0.05 | 541.96 | 98,000 | 196,000 |
| - | - | - | - | - | 2 | - | - | - | - | - |
| - | - | - | - | - | 3 | - | 0.05 | 278.92 | 98,000 | 1,568,000 |
| - | - | - | - | - | 4 | - | 0.05 | 214.83 | 588,000 | 6,958,000 |
| - | - | - | - | - | 5 | -0.05 | 0.05 | 165.51 | 2,940,000 | 10,780,000 |
| - | - | - | - | - | 6 | - | 0.10 | 146.48 | 588,000 | 14,798,000 |
| 392,000 | 98,000 | - | 2.45 | -1.65 | 7 | - | 0.25 | 142.93 | -490,000 | 16,170,000 |
| 4,018,000 | 1,568,000 | 124.25 | 2.00 | 0.05 | 8 | -0.05 | 0.50 | 138.15 | 1,274,000 | 21,756,000 |
| 10,486,000 | 3,920,000 | 130.80 | 1.40 | - | 9 | -0.10 | 0.90 | 136.69 | - | 18,130,000 |
| 26,362,000 | 3,528,000 | 130.95 | 1.00 | - | 10 | -0.05 | 1.50 | 142.69 | -1,078,000 | 14,014,000 |
| 23,618,000 | 2,842,000 | 134.16 | 0.70 | - | 11 | 0.15 | 2.45 | 175.36 | - | 5,880,000 |
| 25,382,000 | 98,000 | 131.81 | 0.45 | - | 12 | - | - | - | - | 1,274,000 |
| 18,522,000 | 686,000 | 140.48 | 0.35 | - | 13 | 0.30 | 4.20 | 202.56 | - | 1,078,000 |
| 12,740,000 | 392,000 | 143.17 | 0.25 | - | 14 | - | - | - | - | - |
| 18,326,000 | 784,000 | 149.79 | 0.15 | -0.05 | 15 | - | - | - | - | - |
| 16,758,000 | 294,000 | 152.70 | 0.15 | - | 16 | - | - | - | - | - |
| 20,090,000 | 2,058,000 | 151.20 | 0.10 | -0.05 | 17 | - | - | - | - | - |
| Total | 176,694,000 | 112,602,000 | ||||||||
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 prices, 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.