IDEA
VODAFONE IDEA LIMITED
17.66
0.19 (1.09%)
Option Chain for IDEA
04 Jul 2024 12:24 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 0 | 0 | 5.4 | 0.00 | 12 | 0.00 | 0.05 | 80,000 | -4,00,000 | 61,20,000 |
| 4,40,000 | 4,40,000 | 40,000 | 4.55 | -0.45 | 13 | 0.00 | 0.05 | 12,00,000 | -7,20,000 | 1,24,40,000 |
| 44,80,000 | 2,40,000 | 3,60,000 | 3.7 | 0.05 | 14 | 0.00 | 0.1 | 8,80,000 | -1,60,000 | 4,00,40,000 |
| 4,05,60,000 | -40,000 | 4,40,000 | 2.85 | 0.10 | 15 | 0.00 | 0.15 | 76,80,000 | -2,00,000 | 15,36,00,000 |
| 4,40,80,000 | -16,00,000 | 73,60,000 | 2 | 0.15 | 16 | -0.10 | 0.2 | 1,80,00,000 | 84,80,000 | 13,52,40,000 |
| 14,01,60,000 | -67,60,000 | 6,57,20,000 | 1.25 | 0.05 | 17 | -0.05 | 0.55 | 4,64,40,000 | -46,00,000 | 16,66,40,000 |
| 35,26,40,000 | -30,80,000 | 13,05,20,000 | 0.85 | 0.10 | 18 | -0.10 | 1.05 | 4,41,20,000 | 28,80,000 | 11,78,00,000 |
| 19,68,00,000 | 29,60,000 | 18,81,20,000 | 0.55 | 0.05 | 19 | -0.25 | 1.75 | 19,20,000 | -1,20,000 | 2,52,40,000 |
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| 28,57,20,000 | -61,60,000 | 6,36,80,000 | 0.35 | 0.00 | 20 | 0.00 | 2.75 | 0 | -6,00,000 | 0 |
| 9,54,00,000 | -47,60,000 | 2,57,60,000 | 0.25 | 0.00 | 21 | 0.00 | 3.6 | 0 | 0 | 0 |
| 5,83,20,000 | 15,60,000 | 7,35,60,000 | 0.15 | -0.05 | 22 | 0.95 | 4.65 | 1,60,000 | 40,000 | 40,000 |
| 1,21,86,00,000 | 65,71,60,000 | |||||||||
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.