INDUSINDBK
Indusind Bank Limited
929.45
-34.95 (-3.62%)
Option Chain for INDUSINDBK
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 500 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 206.45 | 0.00 | 800 | 0.15 | 0.40 | - | 189 | -23 | 424 | - |
| - | 0 | 0 | 0 | - | 248.35 | 0.00 | 820 | 0.00 | 1.15 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 479.25 | 0.00 | 840 | 0.30 | 0.65 | 44.30 | 246 | 4 | 206 | -0.03 |
| 0.00 | 0 | 3 | 0 | 0.00 | 89.95 | 0.00 | 860 | 0.40 | 0.90 | 38.19 | 995 | 36 | 582 | -0.05 |
| - | 98 | 83 | 158 | - | 50.05 | -35.30 | 880 | 0.80 | 1.80 | 34.56 | 2,696 | 100 | 855 | -0.09 |
| 0.89 | 339 | 11 | 420 | 22.82 | 33.85 | -34.85 | 900 | 2.10 | 4.00 | 31.90 | 6,951 | -27 | 2,706 | -0.19 |
| 0.69 | 377 | 126 | 744 | 22.32 | 17.90 | -31.60 | 920 | 5.65 | 8.80 | 29.92 | 7,524 | 239 | 1,299 | -0.36 |
| 0.41 | 1,255 | 872 | 4,692 | 24.89 | 8.50 | -23.50 | 940 | 12.90 | 18.25 | 29.60 | 6,304 | -380 | 1,060 | -0.58 |
| 0.20 | 3,349 | 1,283 | 11,320 | 27.00 | 3.65 | -13.35 | 960 | 23.85 | 33.95 | 34.58 | 6,017 | -122 | 1,632 | -0.74 |
| 0.11 | 5,979 | 481 | 11,528 | 30.95 | 1.90 | -5.70 | 980 | 31.05 | 51.75 | 39.82 | 1,642 | -123 | 1,868 | -0.83 |
| 0.06 | 9,719 | -1,295 | 9,595 | 35.29 | 1.15 | -2.65 | 1000 | 34.45 | 71.15 | 47.65 | 964 | -375 | 4,050 | -0.87 |
| 0.04 | 4,943 | -1,021 | 5,038 | 38.97 | 0.70 | -1.25 | 1020 | 36.50 | 91.50 | 58.31 | 282 | -24 | 890 | -0.88 |
| 0.03 | 3,242 | -812 | 2,082 | 44.52 | 0.60 | -0.70 | 1040 | 38.25 | 112.00 | 69.27 | 229 | -19 | 558 | -0.88 |
| 0.02 | 1,843 | -316 | 1,381 | 50.15 | 0.55 | -0.50 | 1060 | 25.25 | 117.75 | - | 30 | -6 | 393 | - |
| 0.02 | 1,517 | -291 | 726 | 55.38 | 0.50 | -0.50 | 1080 | 29.40 | 147.00 | - | 3 | -1 | 366 | - |
| - | 5,299 | -451 | 1,253 | - | 0.40 | -0.45 | 1100 | 38.00 | 171.00 | - | 27 | -18 | 1,125 | - |
|
|
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| - | 928 | -56 | 470 | - | 0.30 | -0.40 | 1120 | 31.45 | 179.90 | - | 2 | 0 | 79 | - |
| - | 540 | -55 | 168 | - | 0.30 | -0.25 | 1140 | 0.00 | 165.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 195 | -32 | 46 | - | 0.15 | -0.30 | 1160 | 0.00 | 157.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 136 | 1 | 20 | - | 0.40 | -0.10 | 1180 | 0.00 | 170.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,297 | -279 | 815 | - | 0.15 | -0.30 | 1200 | 36.30 | 270.65 | - | 15 | -8 | 544 | - |
| 0.00 | 0 | -4 | 0 | 0.00 | 0.25 | 0.00 | 1220 | 0.00 | 226.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 111 | 6 | 59 | - | 0.10 | -0.05 | 1240 | 35.35 | 311.35 | - | 123 | -105 | 115 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1260 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 598 | 0 | 84 | - | 0.05 | -0.05 | 1280 | 26.30 | 336.30 | - | 78 | -76 | 958 | - |
| 41,765 | 19,710 | |||||||||||||
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.
