INDIANB
Indian Bank
583.15
-13.70 (-2.30%)
Option Chain for INDIANB
11 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 | -0.20 | 0.65 | 43.41 | 15 | -11 | 135 | -0.03 |
| - | 0 | 0 | 0 | - | 72.35 | 0.00 | 510 | 0.00 | 1.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 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 | -0.35 | 2.40 | 40.65 | 139 | 10 | 80 | -0.10 |
| 0.79 | 7 | 0 | 1 | 55.72 | 55.00 | -7.00 | 540 | 1.45 | 3.70 | 40.26 | 66 | 7 | 191 | -0.15 |
| 0.73 | 33 | 2 | 25 | 58.44 | 48.85 | -17.75 | 550 | 2.05 | 5.60 | 40.14 | 110 | 14 | 309 | -0.20 |
| 0.00 | 0 | 0 | 0 | 0.00 | 43.30 | 0.00 | 560 | 0.95 | 7.40 | 38.08 | 67 | 7 | 119 | -0.26 |
| 0.00 | 0 | 2 | 0 | 0.00 | 36.65 | 0.00 | 570 | 3.10 | 10.85 | 38.52 | 113 | 63 | 156 | -0.34 |
| 0.58 | 128 | -4 | 101 | 35.40 | 20.15 | -9.65 | 580 | 4.75 | 15.15 | 38.90 | 266 | 27 | 243 | -0.43 |
| 0.48 | 261 | 53 | 315 | 36.76 | 15.80 | -7.80 | 590 | 6.15 | 20.80 | 40.30 | 80 | 15 | 100 | -0.51 |
| 0.40 | 794 | 212 | 764 | 36.95 | 11.80 | -7.10 | 600 | 7.20 | 26.25 | 39.49 | 174 | -48 | 269 | -0.60 |
| 0.32 | 308 | 71 | 237 | 37.10 | 8.60 | -6.20 | 610 | 6.75 | 32.95 | 39.69 | 11 | -1 | 32 | -0.67 |
| 0.24 | 816 | 101 | 698 | 37.43 | 6.20 | -4.95 | 620 | 8.05 | 39.20 | 36.87 | 1 | 0 | 22 | -0.76 |
| 0.19 | 86 | 6 | 73 | 38.72 | 4.70 | -3.55 | 630 | 0.00 | 39.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.14 | 389 | 75 | 201 | 38.99 | 3.30 | -2.70 | 640 | 0.00 | 48.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.11 | 106 | -14 | 92 | 39.57 | 2.35 | -2.20 | 650 | 0.00 | 57.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 146 | -8 | 244 | 40.35 | 1.70 | -1.55 | 660 | 0.00 | 89.45 | - | 0 | 0 | 0 | - |
| 0.06 | 69 | -3 | 79 | 41.63 | 1.30 | -1.20 | 670 | 0.00 | 98.20 | - | 0 | 0 | 0 | - |
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| 0.05 | 14 | -3 | 5 | 43.27 | 1.05 | -0.95 | 680 | 0.00 | 107.15 | - | 0 | 0 | 0 | - |
| 0.04 | 156 | -28 | 75 | 43.81 | 0.75 | -0.65 | 690 | 0.00 | 116.25 | - | 0 | 0 | 0 | - |
| 3,313 | 1,656 | |||||||||||||
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.
