IDEA
Vodafone Idea Limited
6.94
-0.16 (-2.25%)
Option Chain for IDEA
21 Nov 2024 02:23 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 40000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 7 | 7 | 8 | - | 2.00 | -3.45 | 5 | 0.00 | 0.05 | - | 8 | 0 | 185 | - |
| - | 157 | 69 | 198 | - | 1.00 | -0.15 | 6 | -0.05 | 0.05 | - | 702 | 379 | 1,961 | - |
| 0.50 | 1,841 | 427 | 3,637 | 53.84 | 0.20 | -0.10 | 7 | -0.05 | 0.20 | 48.27 | 3,833 | 51 | 2,182 | -0.51 |
| - | 4,812 | -267 | 1,788 | - | 0.05 | 0.00 | 8 | 0.10 | 1.05 | 75.40 | 698 | -202 | 2,446 | -0.89 |
| - | 3,512 | -14 | 17 | - | 0.05 | 0.00 | 9 | 0.15 | 2.00 | - | 34 | -27 | 799 | - |
| - | 3,242 | 0 | 1 | - | 0.05 | 0.00 | 10 | 0.20 | 3.05 | - | 40 | -37 | 514 | - |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.05 | 0.00 | 11 | 0.10 | 4.10 | - | 1 | 0 | 132 | - |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.05 | 0.00 | 12 | 0.15 | 5.05 | - | 5 | -1 | 169 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | 13 | 0.00 | 5.90 | 0.00 | 0 | -2 | 0 | 0.00 |
| - | 359 | 0 | 1 | - | 0.05 | 0.00 | 14 | 0.15 | 7.10 | - | 6 | -4 | 205 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 15 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | 16 | 0.15 | 9.05 | - | 13 | 0 | 219 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 17 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | 18 | 0.00 | 9.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 19 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| 0.00 | 0 | 1 | 0 | 0.00 | 0.05 | 0.00 | 20 | 0.00 | 11.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 19 | 0 | 6 | - | 0.05 | 0.00 | 22 | NaN | NaN | - | 0 | 0 | 0 | - |
| 13,949 | 8,812 | |||||||||||||
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.
