INDIANB
Indian Bank
599.35
-4.75 (-0.79%)
Option Chain for INDIANB
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 950 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 80.60 | 0.00 | 500 | -0.10 | 0.80 | 43.13 | 13 | -2 | 217 | -0.03 |
| - | 0 | 0 | 0 | - | 72.35 | 0.00 | 510 | -4.85 | 1.70 | 45.78 | 2 | 1 | 1 | -0.06 |
| - | 0 | 0 | 0 | - | 64.50 | 0.00 | 520 | 0.50 | 2.25 | 44.38 | 4 | 2 | 3 | -0.08 |
| - | 4 | 0 | 3 | - | 66.65 | -18.35 | 530 | -0.15 | 3.15 | 43.71 | 70 | 25 | 38 | -0.10 |
| - | 3 | 0 | 2 | - | 57.70 | -15.45 | 540 | 0.05 | 4.45 | 43.42 | 143 | 60 | 139 | -0.13 |
| 0.00 | 0 | 12 | 0 | 0.00 | 66.60 | 0.00 | 550 | 0.30 | 6.25 | 43.41 | 346 | 48 | 190 | -0.18 |
| - | 0 | 0 | 0 | - | 37.95 | 0.00 | 560 | -0.80 | 7.15 | 40.10 | 53 | 14 | 46 | -0.21 |
| 0.73 | 87 | 29 | 33 | 41.82 | 42.95 | -9.25 | 570 | -0.25 | 10.00 | 40.50 | 107 | 28 | 80 | -0.27 |
| 0.67 | 131 | -16 | 58 | 39.66 | 35.25 | -3.55 | 580 | -0.10 | 13.20 | 40.29 | 176 | 68 | 166 | -0.33 |
| 0.61 | 100 | 2 | 157 | 37.39 | 28.00 | -4.20 | 590 | 1.55 | 16.05 | 38.27 | 117 | 43 | 64 | -0.39 |
| 0.54 | 477 | 84 | 1,019 | 36.86 | 22.35 | -3.75 | 600 | 1.85 | 22.10 | 40.79 | 327 | 25 | 201 | -0.46 |
| 0.46 | 194 | -33 | 756 | 36.88 | 17.75 | -3.35 | 610 | 2.05 | 27.55 | 41.00 | 31 | 4 | 23 | -0.53 |
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| 0.39 | 836 | 29 | 2,947 | 37.05 | 13.95 | -3.20 | 620 | 3.10 | 33.60 | 41.12 | 22 | -3 | 9 | -0.60 |
| 0.32 | 110 | -13 | 444 | 37.09 | 10.75 | -2.50 | 630 | 0.00 | 38.15 | 0.00 | 0 | 14 | 0 | 0.00 |
| 0.26 | 331 | 25 | 267 | 37.02 | 8.10 | -2.50 | 640 | 0.00 | 72.75 | - | 0 | 0 | 0 | - |
| 0.21 | 55 | 2 | 80 | 37.20 | 6.10 | -1.85 | 650 | 10.40 | 58.90 | 49.50 | 5 | 1 | 8 | -0.72 |
| 0.16 | 179 | -34 | 563 | 37.28 | 4.50 | -1.95 | 660 | 0.00 | 89.45 | - | 0 | 0 | 0 | - |
| 0.13 | 5 | 3 | 8 | 37.45 | 3.30 | -2.75 | 670 | 0.00 | 98.20 | - | 0 | 0 | 0 | - |
| 0.09 | 15 | 6 | 17 | 36.82 | 2.20 | -1.65 | 680 | 0.00 | 107.15 | - | 0 | 0 | 0 | - |
| 0.08 | 198 | 164 | 484 | 38.91 | 1.95 | -1.15 | 690 | 0.00 | 116.25 | - | 0 | 0 | 0 | - |
| 2,725 | 1,185 | |||||||||||||
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.
