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Related Pages for IEX
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IEX
Indian Energy Exc Ltd
161.33 -1.16 (-0.71%)

Option Chain for IEX

21 Nov 2024 03:43 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
0.94 6 1 2 50.73 16.90 0.35 145 0.15 0.30 51.42 94 12 127 -0.06
0.94 8 3 6 42.26 14.35 -0.70 147.5 0.10 0.35 46.63 130 7 38 -0.07
0.93 10 5 8 37.57 11.90 -3.15 150 0.05 0.55 45.17 303 76 305 -0.11
0.99 8 0 1 18.80 9.15 -1.70 152.5 0.05 0.70 40.91 304 80 115 -0.15
0.88 24 1 24 26.48 7.00 -0.85 155 -0.05 1.00 37.97 436 0 214 -0.20
0.75 21 -1 74 29.15 5.15 -1.45 157.5 -0.10 1.50 35.77 157 6 96 -0.29
0.62 399 94 1,106 26.93 3.30 -0.85 160 -0.15 2.25 33.85 1,045 88 486 -0.40
0.45 399 136 661 26.86 2.00 -0.75 162.5 0.05 3.40 33.08 491 59 226 -0.54
0.30 418 -4 851 27.43 1.15 -0.70 165 0.00 5.05 34.37 381 -11 315 -0.66
0.20 236 54 786 30.12 0.75 -0.40 167.5 0.50 7.15 38.34 60 -1 64 -0.74
0.14 1,031 51 1,171 32.67 0.50 -0.25 170 0.15 9.15 38.50 140 -64 375 -0.82
0.10 291 -3 289 35.34 0.35 -0.10 172.5 1.90 11.70 46.35 21 0 101 -0.84
0.07 654 -32 376 37.86 0.25 -0.10 175 0.95 14.15 51.99 20 -3 298 -0.86
0.05 203 -9 152 41.03 0.20 -0.05 177.5 3.05 17.20 65.05 3 -1 141 -0.84
0.05 983 -36 300 45.81 0.20 0.00 180 2.50 19.30 67.45 10 -5 326 -0.87
0.04 102 -19 36 48.34 0.15 -0.05 182.5 0.00 17.00 0.00 0 0 0 0.00
0.03 428 -26 65 52.18 0.15 0.05 185 1.20 23.75 - 11 -3 124 -
0.02 66 -7 20 52.82 0.10 0.00 187.5 0.00 23.90 0.00 0 -1 0 0.00
0.02 752 -39 64 56.75 0.10 0.00 190 2.55 29.55 - 4 0 260 -
- 49 0 2 - 0.05 -0.05 192.5 0.00 22.65 0.00 0 0 0 0.00
- 136 -1 20 - 0.10 0.00 195 6.20 31.50 - 1 0 106 -
- 77 0 2 - 0.05 -0.05 197.5 0.00 23.35 0.00 0 0 0 0.00
- 1,393 -33 110 - 0.10 0.05 200 3.45 39.00 - 44 -3 465 -
0.00 0 0 0 0.00 0.25 0.00 202.5 0.00 26.00 0.00 0 0 0 0.00
- 257 0 3 - 0.05 -0.05 205 0.00 29.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.20 0.00 207.5 0.00 14.25 0.00 0 0 0 0.00
- 373 -38 51 - 0.05 0.00 210 -0.95 48.25 - 6 1 96 -
0.00 0 0 0 0.00 15.70 0.00 212.5 0.00 16.85 0.00 0 0 0 0.00
- 40 -3 4 - 0.05 0.00 215 0.00 21.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 13.60 0.00 217.5 0.00 19.70 0.00 0 0 0 0.00
- 125 0 5 - 0.05 0.00 220 0.00 40.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 11.70 0.00 222.5 0.00 22.75 0.00 0 0 0 0.00
- 51 0 10 - 0.05 0.00 225 0.00 43.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 10.05 0.00 227.5 0.00 26.05 0.00 0 0 0 0.00
- 96 -1 25 - 0.05 0.00 230 0.00 60.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 8.55 0.00 232.5 0.00 29.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 9.35 0.00 235 0.00 34.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 237.5 0.00 0.00 0.00 0 0 0 0.00
- 32 0 1 - 0.05 0.00 240 0.00 61.00 0.00 0 0 0 0.00
8,668 4,278
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.