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Related Pages for IEX
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IEX
Indian Energy Exc Ltd
190.28 4.15 (2.23%)

Option Chain for IEX

11 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 0 0 - 71.80 0.00 140 0.05 0.10 - 11 0 157 -
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 0.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 33.95 0.00 147.5 0.00 0.35 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 35.75 0.00 150 0.00 0.10 - 16 -7 206 -
- 0 0 0 - 29.90 0.00 152.5 0.00 0.30 0.00 0 0 0 0.00
- 0 0 0 - 58.20 0.00 155 -0.05 0.15 51.57 8 1 106 -0.02
0.00 0 0 0 0.00 19.45 0.00 157.5 0.00 0.15 0.00 0 -2 0 0.00
0.92 54 -2 10 65.97 32.00 6.45 160 -0.10 0.15 44.83 62 -1 265 -0.02
0.00 0 0 0 0.00 25.00 0.00 162.5 -0.15 0.15 41.45 88 51 182 -0.02
0.88 71 -1 4 65.02 27.40 5.45 165 -0.20 0.15 38.12 136 -17 295 -0.03
0.85 23 0 1 65.67 25.50 6.35 167.5 -0.15 0.20 36.65 97 -30 90 -0.03
- 176 -29 47 - 20.70 3.55 170 -0.30 0.25 34.68 592 -88 846 -0.04
0.90 90 2 5 40.37 19.30 4.75 172.5 -0.45 0.30 32.36 333 -52 154 -0.06
0.99 183 -13 35 19.51 16.10 3.45 175 -0.65 0.40 30.71 1,125 -70 599 -0.07
0.97 274 -5 19 18.92 13.65 3.00 177.5 -0.85 0.65 30.65 506 7 221 -0.11
0.93 542 -123 670 20.63 11.35 2.55 180 -1.15 0.95 29.90 2,090 33 911 -0.15
0.85 177 -50 297 22.08 9.25 2.15 182.5 -1.50 1.40 29.49 938 48 237 -0.21
0.75 569 -494 1,688 25.41 7.65 1.90 185 -1.90 2.10 29.79 2,017 77 438 -0.28
0.65 182 -88 1,201 26.12 6.05 1.55 187.5 -2.15 3.10 30.76 1,071 10 132 -0.37
0.55 1,287 -259 6,180 27.77 4.85 1.35 190 -2.40 4.35 31.89 2,372 145 473 -0.45
0.46 306 16 2,517 28.79 3.80 1.15 192.5 -3.20 5.75 32.63 421 56 90 -0.53
0.38 986 366 6,814 30.07 3.00 1.00 195 -3.40 7.40 33.78 411 77 151 -0.60
0.31 193 41 796 30.08 2.20 0.70 197.5 -3.35 9.05 33.79 43 7 17 -0.67
0.24 1,346 -1 4,227 30.72 1.65 0.50 200 -3.65 11.10 35.66 115 41 275 -0.72
0.19 117 77 362 31.54 1.25 0.40 202.5 -3.00 12.60 31.83 4 2 2 -0.81
0.15 449 109 955 32.41 0.95 0.35 205 -4.00 14.60 30.59 6 3 32 -0.86
0.11 9 9 50 32.30 0.65 -3.60 207.5 -15.15 16.55 25.66 5 4 4 -0.94
0.09 447 124 1,062 34.12 0.55 0.15 210 -3.10 19.20 31.78 10 3 156 -0.92
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 16.48 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
0.04 264 86 323 37.67 0.20 0.00 220 0.00 23.70 - 0 0 0 -
7,745 6,039
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.