INDIANB
Indian Bank
575.5
-7.65 (-1.31%)
Option Chain for INDIANB
12 Dec 2024 10:55 AM 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 | 0.05 | 0.70 | 41.63 | 5 | 0 | 133 | -0.04 |
| - | 0 | 0 | 0 | - | 72.35 | 0.00 | 510 | 0.00 | 1.70 | 0.00 | 0 | 0 | 0 | 0.00 |
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| - | 0 | 0 | 0 | - | 64.50 | 0.00 | 520 | 0.00 | 2.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 69.60 | 0.00 | 530 | 0.00 | 2.40 | 37.13 | 70 | 36 | 118 | -0.11 |
| 0.00 | 0 | -1 | 0 | 0.00 | 55.00 | 0.00 | 540 | 0.15 | 3.85 | 36.70 | 29 | 13 | 203 | -0.17 |
| 0.00 | 0 | 1 | 0 | 0.00 | 48.85 | 0.00 | 550 | 0.35 | 5.95 | 36.35 | 104 | 33 | 341 | -0.24 |
| 0.00 | 0 | 0 | 0 | 0.00 | 43.30 | 0.00 | 560 | 1.95 | 9.35 | 37.29 | 51 | 2 | 121 | -0.32 |
| 0.00 | 0 | 0 | 0 | 0.00 | 36.65 | 0.00 | 570 | 2.35 | 13.20 | 37.03 | 56 | -6 | 150 | -0.42 |
| 0.49 | 168 | 40 | 136 | 33.95 | 14.15 | -6.00 | 580 | 3.25 | 18.40 | 37.71 | 328 | -14 | 231 | -0.51 |
| 0.39 | 263 | -1 | 117 | 35.07 | 10.55 | -5.25 | 590 | 3.95 | 24.75 | 38.93 | 26 | 6 | 104 | -0.60 |
| 0.30 | 833 | 37 | 383 | 35.17 | 7.40 | -4.40 | 600 | 4.75 | 31.00 | 37.99 | 83 | 8 | 272 | -0.68 |
| 0.24 | 312 | 5 | 206 | 36.75 | 5.55 | -3.05 | 610 | 0.00 | 32.95 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.18 | 831 | 18 | 343 | 37.85 | 4.05 | -2.15 | 620 | 0.00 | 39.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.14 | 92 | 7 | 100 | 38.93 | 2.95 | -1.75 | 630 | 0.00 | 39.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 369 | -8 | 108 | 39.98 | 2.15 | -1.15 | 640 | 0.00 | 48.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 109 | 5 | 54 | 40.56 | 1.50 | -0.85 | 650 | 0.00 | 57.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 193 | 48 | 127 | 42.76 | 1.25 | -0.45 | 660 | 0.00 | 89.45 | - | 0 | 0 | 0 | - |
| 0.05 | 101 | 25 | 59 | 43.95 | 0.95 | -0.35 | 670 | 0.00 | 98.20 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | -4 | 0 | 0.00 | 1.05 | 0.00 | 680 | 0.00 | 107.15 | - | 0 | 0 | 0 | - |
| 0.03 | 156 | 0 | 25 | 47.08 | 0.60 | -0.15 | 690 | 0.00 | 116.25 | - | 0 | 0 | 0 | - |
| 3,427 | 1,673 | |||||||||||||
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.
