IEX
Indian Energy Exc Ltd
161.33
-1.16 (-0.71%)
Option Chain for IEX
21 Nov 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 3750 |
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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 |
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- | 32 | 0 | 1 | - | 0.05 | 0.00 | 240 | 0.00 | 61.00 | 0.00 | 0 | 0 | 0 | 0.00 |
8,668 | 4,278 |
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.