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

9.46 -0.05 (-0.53%)

Option Chain for IDEA

24 Jan 2025 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
- 43 0 1 - 3.60 0.10 6 0.00 0.05 - 2 0 1,475 -
- 1,157 -15 52 - 2.45 -0.10 7 0.00 0.05 - 3 2 2,692 -
- 2,228 -91 317 - 1.45 -0.05 8 0.00 0.05 - 15 10 3,823 -
0.88 5,756 -204 3,342 34.76 0.50 -0.10 9 -0.05 0.05 43.84 987 194 3,055 -0.17
0.29 6,073 309 6,960 70.73 0.15 0.00 10 0.00 0.65 64.98 1,421 -13 2,880 -0.73
- 3,531 -85 3,474 - 0.05 -0.05 11 0.00 1.55 - 154 -46 702 -
- 3,700 35 44 - 0.05 0.00 12 0.00 2.55 - 27 -18 144 -
0.00 0 1 0 0.00 0.05 0.00 13 0.00 4.60 - 0 0 0 -
- 957 1 4 - 0.05 0.00 14 -0.40 4.40 - 1 0 94 -
23,445 14,865
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.