`
[--[65.84.65.76]--]
IDEA
Vodafone Idea Limited

13.35 -1.74 (-11.53%)

Option Chain for IDEA

06 Sep 2024 04:13 PM IST

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

Call Put
OI Change OI Vol Ltp Change Change Ltp Vol Change OI OI
11,20,000 11,20,000 16,00,000 2.6 11 0.15 8,73,60,000 1,28,80,000 1,28,80,000
1,32,40,000 1,18,80,000 2,90,80,000 1.75 -1.60 12 0.20 0.25 34,31,20,000 4,70,80,000 5,97,20,000
5,77,60,000 5,33,60,000 24,29,60,000 1.05 -1.35 13 0.40 0.5 56,18,00,000 8,48,00,000 10,92,40,000
22,16,80,000 16,76,40,000 85,57,60,000 0.5 -0.85 14 0.80 1.05 41,25,20,000 1,95,60,000 16,48,40,000
23,28,00,000 5,76,40,000 84,27,20,000 0.25 -0.50 15 1.25 1.8 20,34,80,000 -80,000 23,68,00,000
29,83,20,000 1,00,00,000 30,95,60,000 0.15 -0.20 16 1.50 2.7 8,44,40,000 78,00,000 19,88,40,000
22,72,40,000 -1,64,00,000 15,47,60,000 0.1 -0.10 17 1.55 3.65 1,79,60,000 -11,20,000 7,31,60,000
16,05,60,000 -1,27,60,000 5,49,20,000 0.05 -0.10 18 1.80 4.7 40,40,000 -7,60,000 1,83,20,000
6,10,00,000 -16,00,000 98,00,000 0.05 -0.05 19 0.00 3.9 0 0 0
6,77,60,000 -1,71,20,000 3,57,60,000 0.05 0.00 20 1.45 6.55 3,60,000 80,000 69,60,000
0 0 0 0 0.00 21 0.00 0 0 0 0
1,60,00,000 -5,20,000 38,80,000 0.05 0.00 22 0.00 4.75 0 0 0
0 0 0 0 0.00 23 0.00 0 0 0 0
93,60,000 0 80,000 0.05 0.00 24 0.00 6.25 0 0 0
1,36,68,40,000 88,07,60,000
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.