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Related Pages for IEX
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IEX
Indian Energy Exc Ltd
177.45 -7.48 (-4.04%)

Option Chain for IEX

20 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 34.35 0.00 150 0.00 0.05 - 14 -12 156 -
- 0 0 0 - 29.90 0.00 152.5 -0.05 0.05 - 2 0 33 -
- 0 0 0 - 58.20 0.00 155 0.00 0.10 51.97 4 -3 80 -0.02
0.00 0 0 0 0.00 19.45 0.00 157.5 0.00 0.10 0.00 0 -1 0 0.00
0.73 51 1 8 150.68 23.00 -2.55 160 -0.05 0.10 41.18 25 -13 185 -0.03
0.72 27 0 1 132.81 20.00 -2.50 162.5 0.00 0.15 38.54 1 0 181 -0.04
0.76 63 -1 2 83.07 14.60 -3.70 165 0.05 0.20 34.79 74 -3 235 -0.06
0.72 22 0 1 80.43 12.65 -2.15 167.5 -0.10 0.20 28.71 49 -21 62 -0.07
0.81 116 -24 51 35.02 7.60 -7.65 170 0.20 0.45 28.33 353 -99 538 -0.14
0.75 83 0 109 29.38 5.30 -8.05 172.5 0.45 0.75 25.56 262 17 165 -0.22
0.62 143 16 435 28.48 3.55 -7.45 175 1.05 1.45 24.84 1,148 -28 367 -0.37
0.46 233 11 671 27.51 2.15 -6.55 177.5 2.00 2.60 24.64 1,898 -102 179 -0.54
0.32 427 -7 2,161 29.09 1.35 -5.15 180 3.40 4.35 26.54 2,811 -124 382 -0.70
0.22 324 58 2,805 30.90 0.85 -3.90 182.5 4.80 6.35 27.77 2,064 -65 188 -0.81
0.15 681 -43 4,559 32.95 0.55 -2.70 185 5.95 8.45 26.38 1,830 -94 253 -0.91
0.10 382 64 3,315 35.92 0.40 -1.70 187.5 6.85 10.75 23.86 939 -36 121 -0.97
0.09 1,573 127 2,988 40.29 0.35 -1.10 190 7.50 13.20 22.88 575 -46 298 -0.99
0.06 322 -53 817 42.33 0.25 -0.70 192.5 6.15 15.00 - 12 1 75 -
0.05 898 -47 1,240 45.18 0.20 -0.45 195 6.65 17.55 - 15 -4 164 -
0.04 229 -26 280 49.84 0.20 -0.25 197.5 3.60 17.20 - 19 -1 31 -
0.03 1,209 -97 595 51.58 0.15 -0.20 200 6.70 23.10 - 61 -25 235 -
0.03 65 -22 88 55.80 0.15 -0.10 202.5 0.00 14.60 0.00 0 0 0 0.00
0.01 395 -23 163 50.95 0.05 -0.10 205 0.00 20.75 0.00 0 0 0 0.00
0.01 62 -4 14 53.33 0.05 -0.15 207.5 13.45 31.10 - 1 0 5 -
- 346 -1 89 - 0.05 -0.10 210 -0.10 25.50 - 2 0 142 -
0.00 0 0 0 30.00 3.40 0.00 212.5 0.00 35.80 - 0 0 0 -
0.00 0 0 0 30.00 18.40 0.00 215 0.00 29.60 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
- 265 9 46 - 0.05 0.00 220 0.00 30.30 0.00 0 0 0 0.00
7,916 4,075
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.