IDEA
VODAFONE IDEA LIMITED
12.9
-0.30 (-2.27%)
Option Chain for IDEA
19 Apr 2024 04:16 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
|
|
||||||||||
| 0 | 0 | 0 | - | 2.85 | 10 | 0.05 | - | 80,000 | 0 | 1,92,80,000 |
| 62,40,000 | -51,20,000 | 52,00,000 | - | 1.65 | 11 | 0.05 | - | 4,80,000 | -2,40,000 | 8,39,20,000 |
| 2,23,20,000 | -20,80,000 | 21,60,000 | - | 0.75 | 12 | 0.20 | - | 90,40,000 | -89,60,000 | 16,07,20,000 |
| 10,67,20,000 | -84,00,000 | 1,00,00,000 | - | 0.25 | 13 | 0.65 | - | 28,00,000 | -27,20,000 | 9,40,00,000 |
| 19,21,60,000 | -38,40,000 | 1,85,60,000 | - | 0.10 | 14 | 1.55 | - | 4,00,000 | -2,40,000 | 4,90,40,000 |
| 14,87,20,000 | -55,20,000 | 59,20,000 | - | 0.05 | 15 | 2.55 | - | 6,40,000 | -5,60,000 | 2,84,00,000 |
| 10,52,80,000 | -1,60,80,000 | 1,61,60,000 | - | 0.05 | 16 | 3.10 | - | 0 | -80,000 | 0 |
| 6,72,80,000 | 0 | 16,00,000 | - | 0.05 | 17 | 4.25 | - | 0 | 0 | 0 |
| 5,60,00,000 | 0 | 8,00,000 | - | 0.05 | 18 | 5.60 | - | 1,60,000 | 0 | 84,80,000 |
| 0 | 0 | 0 | - | 0.00 | 19 | 0.00 | - | 0 | 0 | 0 |
| 5,07,20,000 | 0 | 2,40,000 | - | 0.05 | 20 | 6.90 | - | 0 | -80,000 | 0 |
| 75,54,40,000 | 44,38,40,000 | |||||||||
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.