IDEA
Vodafone Idea Limited
8.21
-0.06 (-0.73%)
Option Chain for IDEA
03 Dec 2024 04:13 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 3.40 | 0.00 | 5 | 0.00 | 0.05 | - | 2 | 1 | 573 | - |
| - | 225 | -6 | 18 | - | 2.25 | -0.15 | 6 | 0.00 | 0.05 | - | 140 | 75 | 2,072 | - |
| 0.86 | 1,662 | 46 | 300 | 66.14 | 1.35 | -0.15 | 7 | -0.05 | 0.10 | 64.82 | 111 | -2 | 2,282 | -0.14 |
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| 0.61 | 4,412 | 31 | 2,515 | 63.79 | 0.65 | -0.10 | 8 | 0.00 | 0.40 | 63.82 | 1,227 | 77 | 3,115 | -0.39 |
| 0.34 | 4,312 | 248 | 3,333 | 70.01 | 0.30 | -0.05 | 9 | 0.10 | 1.05 | 70.88 | 256 | 37 | 1,302 | -0.65 |
| 0.15 | 3,075 | 5 | 2,977 | 67.96 | 0.10 | -0.05 | 10 | 0.05 | 1.85 | 70.57 | 240 | -127 | 511 | -0.84 |
| - | 2,925 | 58 | 93 | - | 0.10 | 0.00 | 11 | 0.00 | 2.70 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 1,478 | -8 | 85 | - | 0.05 | 0.00 | 12 | 0.00 | 2.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 18,089 | 9,855 | |||||||||||||
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.
