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

6.91 -0.19 (-2.68%)

Option Chain for IDEA

21 Nov 2024 04:13 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
- 8 8 9 - 1.90 -3.55 5 0.00 0.05 - 9 0 185 -
- 168 80 363 - 1.00 -0.15 6 -0.05 0.05 - 1,167 382 1,964 -
0.47 1,931 517 4,803 61.58 0.20 -0.10 7 0.00 0.25 54.58 4,821 53 2,184 -0.54
- 4,720 -359 2,881 - 0.05 0.00 8 0.15 1.10 - 846 -238 2,410 -
- 3,511 -15 24 - 0.05 0.00 9 0.25 2.10 - 38 -30 796 -
- 3,242 0 1 - 0.05 0.00 10 0.20 3.05 - 52 -42 509 -
0.00 0 -1 0 0.00 0.05 0.00 11 0.10 4.10 - 1 0 132 -
0.00 0 -1 0 0.00 0.05 0.00 12 0.15 5.05 - 5 -1 169 -
0.00 0 0 0 0.00 0.05 0.00 13 0.00 5.90 0.00 0 -2 0 0.00
- 359 0 1 - 0.05 0.00 14 0.15 7.10 - 6 -4 205 -
0.00 0 0 0 0.00 0.00 0.00 15 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 16 0.15 9.05 - 31 0 219 -
0.00 0 0 0 0.00 0.00 0.00 17 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 18 0.00 9.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 19 0.00 0.00 0.00 0 0 0 0.00
0.00 0 1 0 0.00 0.05 0.00 20 0.00 11.45 0.00 0 0 0 0.00
- 19 0 6 - 0.05 0.00 22 NaN NaN - 0 0 0 -
13,958 8,773
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.