`
Related Pages for IDEA
[--[65.84.65.76]--]
IDEA
Vodafone Idea Limited
7.91 -0.28 (-3.42%)

Option Chain for IDEA

04 Apr 2025 04:12 PM IST

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

Call
Put

Lot Size : 40000
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 59 -3 49 - 3.00 -0.20 5 0.00 0.05 0.00 0 1 0 0.00
- 520 15 470 - 1.95 -0.30 6 0.00 0.05 - 16 13 2,828 -
0.88 2,379 -10 2,680 51.71 1.05 -0.25 7 0.05 0.15 71.38 4,229 98 3,240 -0.19
0.52 6,735 -10 8,050 54.30 0.40 -0.20 8 0.10 0.45 60.19 4,698 -179 3,292 -0.47
0.23 6,302 1,172 2,793 63.34 0.15 -0.05 9 0.20 1.15 63.20 671 25 1,774 -0.77
0.09 6,415 519 2,099 67.84 0.05 -0.05 10 0.25 2.10 - 645 223 755 -
- 2,558 2 3 - 0.05 0.00 11 0.30 3.10 - 6 -1 632 -
0.00 0 0 0 0.00 0.05 0.00 12 0.00 3.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 13 0.00 0.00 0.00 0 0 0 0.00
- 212 0 1 - 0.05 0.00 14 0.00 5.00 0.00 0 0 0 0.00
25,180 12,521
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.