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Related Pages for IEX
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IEX
Indian Energy Exc Ltd
178.19 2.00 (1.14%)

Option Chain for IEX

02 Dec 2024 04:13 PM IST

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

Call
Put

Lot Size : 3750
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 81.25 0.00 130 0.00 0.10 - 10 2 5 -
0.00 0 0 0 0.00 0.00 0.00 132.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 40.75 0.00 135 0.00 0.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 137.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 71.80 0.00 140 -0.05 0.15 47.91 7 3 111 -0.02
0.00 0 0 0 0.00 38.25 0.00 142.5 0.00 1.40 0.00 0 0 0 0.00
- 0 0 0 - 64.70 0.00 145 0.00 0.20 44.03 7 0 38 -0.03
0.00 0 0 0 0.00 33.95 0.00 147.5 0.00 0.35 0.00 0 4 0 0.00
0.00 0 0 0 0.00 19.65 0.00 150 -0.10 0.25 39.61 82 24 273 -0.03
- 0 0 0 - 29.90 0.00 152.5 0.05 0.50 42.15 28 20 32 -0.06
- 0 0 0 - 58.20 0.00 155 -0.15 0.45 37.89 140 10 128 -0.06
- 9 0 1 - 19.45 -0.95 157.5 -0.15 0.60 37.06 46 3 63 -0.08
0.95 57 4 25 27.58 19.80 1.20 160 -0.25 0.75 35.67 299 10 333 -0.09
0.93 23 5 11 27.81 17.50 0.70 162.5 -0.20 1.10 36.01 272 44 82 -0.13
0.89 86 -2 22 27.55 15.25 0.75 165 -0.40 1.40 35.01 320 21 179 -0.16
0.81 13 -1 7 32.91 13.75 1.65 167.5 -0.40 1.90 34.86 226 -6 64 -0.20
0.77 288 -12 156 30.44 11.55 1.25 170 -0.65 2.40 33.93 582 -27 630 -0.25
0.71 81 5 44 31.48 9.90 1.25 172.5 -0.70 3.15 33.88 138 22 87 -0.30
0.65 344 24 573 30.63 8.15 1.15 175 -0.80 4.00 33.53 561 41 392 -0.36
0.58 227 27 355 30.32 6.65 0.80 177.5 -1.05 4.95 32.90 234 5 99 -0.43
0.51 552 24 1,361 30.31 5.40 0.80 180 -1.10 6.15 32.78 328 35 200 -0.49
0.44 48 14 294 30.11 4.25 0.50 182.5 -0.30 7.80 34.24 40 -2 12 -0.55
0.37 255 56 657 30.15 3.35 0.40 185 -1.40 9.15 33.19 24 7 81 -0.62
0.30 63 45 323 29.39 2.45 0.10 187.5 -1.75 10.35 30.20 3 1 9 -0.70
0.25 518 75 778 30.49 2.00 0.25 190 -0.75 13.30 37.35 19 3 111 -0.70
0.20 55 16 231 30.10 1.45 0.05 192.5 1.05 16.20 44.07 3 2 5 -0.71
0.16 113 20 231 30.82 1.15 0.05 195 -1.10 17.05 36.49 4 1 30 -0.80
0.13 40 18 70 31.51 0.90 0.00 197.5 -1.90 19.00 35.31 5 3 3 -0.84
0.11 828 97 490 32.67 0.75 0.05 200 -1.85 21.40 37.54 18 2 241 -0.86
0.00 0 0 0 0.00 5.30 0.00 202.5 0.00 27.75 0.00 0 0 0 0.00
0.06 341 245 390 32.77 0.40 -0.05 205 0.00 27.80 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 207.5 0.00 0.00 0.00 0 0 0 0.00
0.04 175 9 127 34.04 0.25 -0.10 210 0.00 34.20 0.00 0 -3 0 0.00
0.00 0 0 0 0.00 0.00 0.00 212.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 18.40 0.00 215 0.00 20.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 217.5 0.00 0.00 0.00 0 0 0 0.00
0.02 31 5 8 38.71 0.15 -0.05 220 0.00 23.70 0.00 0 0 0 0.00
4,147 3,208
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.