[--[65.84.65.76]--]
IDEA
VODAFONE IDEA LIMITED

14.2 0.55 (4.03%)

Option Chain for IDEA

01 Mar 2024 04:17 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 4.85 8 0.05 - 25,60,000 8,00,000 44,00,000
0 0 0 - 3.95 9 0.05 - 31,20,000 7,20,000 88,80,000
4,80,000 -80,000 80,000 - 3.90 10 0.10 - 2,07,20,000 45,60,000 3,32,00,000
80,000 80,000 80,000 - 3.15 11 0.20 - 2,69,60,000 32,00,000 2,62,40,000
1,03,20,000 32,00,000 89,60,000 - 2.65 12 0.30 - 11,96,00,000 27,20,000 5,52,80,000
1,32,00,000 35,20,000 2,75,20,000 - 1.90 13 0.50 - 12,05,60,000 1,30,40,000 8,01,60,000
7,60,80,000 78,40,000 20,34,40,000 - 1.35 14 1.00 - 12,72,00,000 59,20,000 8,94,40,000
13,34,40,000 3,79,20,000 34,37,60,000 - 0.95 15 1.55 - 6,60,00,000 36,80,000 7,04,80,000
13,43,20,000 2,17,60,000 34,74,40,000 - 0.65 16 2.25 - 85,60,000 8,00,000 5,51,20,000
13,86,40,000 1,20,80,000 24,03,20,000 - 0.45 17 3.10 - 49,60,000 -3,20,000 3,80,00,000
15,10,40,000 1,50,40,000 23,36,80,000 - 0.30 18 4.00 - 12,80,000 -4,00,000 2,46,40,000
11,83,20,000 99,20,000 10,48,80,000 - 0.25 19 5.20 - 80,000 -80,000 1,45,60,000
14,95,20,000 1,05,60,000 9,29,60,000 - 0.20 20 5.75 - 4,80,000 3,20,000 60,80,000
5,56,80,000 18,40,000 2,16,80,000 - 0.15 21 7.30 - 11,20,000 11,20,000 11,20,000
8,28,00,000 87,20,000 3,27,20,000 - 0.10 22 8.00 - 80,000 1,60,000 1,60,000
1,06,39,20,000 50,77,60,000
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.