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Option Chain For IDEA - VODAFONE IDEA LIMITED
Last updated on 25 Sep 2020 12:17 AM 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 - - - - -
- - - - - 2 - 0.05 - - 140,000
- - - - - 3 - 0.05 - - 700,000
- - - - - 4 - 0.05 - - 1,400,000
- - - - - 5 - 0.05 - - 3,360,000
- - - - - 6 - 0.05 - - 7,000,000
840,000 - - 4.85 - 7 - 0.05 - - 14,840,000
7,140,000 -3,360,000 - 1.10 -2.80 8 - 0.05 - 140,000 13,440,000
980,000 -4,060,000 - 0.20 -0.15 9 -0.15 0.05 - -3,360,000 5,180,000
10,640,000 -420,000 - 0.05 - 10 0.05 0.85 - -3,920,000 6,440,000
11,340,000 - - 0.05 - 11 0.45 1.85 - -2,940,000 4,620,000
25,900,000 - - 0.05 - 12 0.20 3.00 - -3,640,000 10,500,000
14,980,000 - - 0.05 - 13 0.05 4.05 - -140,000 420,000
17,780,000 - - 0.05 - 14 - - - - -
24,220,000 - - 0.05 - 15 - - - - -
15,680,000 - - 0.05 - 16 - - - - -
28,420,000 - - 0.05 - 17 - - - - -
7,420,000 - - 0.05 - 18 - - - - -
Total 165,340,000 68,040,000
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 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.