IDEA
Vodafone Idea Limited
7.4
-0.29 (-3.77%)
Option Chain for IDEA
20 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 40000 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 10 | 4 | 6 | - | 2.35 | 0.00 | 5 | 0.00 | 0.05 | - | 1 | 0 | 575 | - |
| - | 174 | -6 | 20 | - | 1.35 | -0.35 | 6 | 0.00 | 0.05 | - | 1 | 0 | 2,093 | - |
| 0.75 | 1,846 | -172 | 1,329 | 67.91 | 0.50 | -0.25 | 7 | 0.00 | 0.05 | 50.51 | 2,147 | -634 | 1,983 | -0.19 |
| 0.24 | 5,548 | 70 | 1,853 | 79.52 | 0.10 | -0.05 | 8 | 0.30 | 0.70 | 80.58 | 1,792 | -108 | 3,289 | -0.76 |
| - | 9,110 | -21 | 60 | - | 0.05 | 0.00 | 9 | 0.35 | 1.65 | - | 113 | -45 | 1,767 | - |
|
|
||||||||||||||
| - | 4,820 | -1 | 3 | - | 0.05 | 0.00 | 10 | 0.20 | 2.50 | - | 23 | -12 | 473 | - |
| - | 3,216 | 0 | 1 | - | 0.05 | 0.00 | 11 | 0.20 | 3.55 | - | 38 | -20 | 531 | - |
| 24,724 | 10,711 | |||||||||||||
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.
