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Related Pages for IDEA
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IDEA
Vodafone Idea Limited
7.5 0.14 (1.90%)

Option Chain for IDEA

14 Nov 2024 09:23 AM 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
- 0 0 0 - 5.45 0.00 5 0.00 0.05 - 1 0 186 -
- 34 0 1 - 1.50 0.00 6 -0.05 0.05 - 9 0 1,199 -
0.71 824 -3 295 66.68 0.65 0.00 7 -0.10 0.15 58.23 1,063 112 1,930 -0.27
0.29 3,971 -8 1,155 58.79 0.15 -0.05 8 -0.05 0.70 60.99 290 15 2,657 -0.70
0.11 3,673 89 161 71.89 0.05 -0.05 9 -0.10 1.55 55.02 14 -4 948 -0.95
- 3,172 2 4 - 0.05 0.00 10 -0.05 2.55 - 3 1 557 -
0.00 0 1 0 0.00 0.05 0.00 11 0.00 2.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 12 0.00 4.30 0.00 0 0 0 0.00
- 257 0 1 - 0.05 0.00 13 0.00 5.65 0.00 0 -1 0 0.00
11,931 7,477
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.