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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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.