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Related Pages for INDUSINDBK
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INDUSINDBK
Indusind Bank Limited
974.5 -25.70 (-2.57%)

Option Chain for INDUSINDBK

21 Nov 2024 02:32 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 617.45 0.00 840 0.10 0.95 59.28 561 134 421 -0.03
- 0 0 0 - 420.70 0.00 860 0.05 1.35 54.77 578 72 250 -0.04
0.92 17 6 9 55.76 100.00 -80.00 880 0.10 2.00 50.95 611 78 159 -0.06
0.90 46 9 41 47.27 79.85 -22.55 900 0.35 3.05 46.99 2,631 59 1,955 -0.10
0.87 37 9 39 39.78 61.20 -30.35 920 1.05 4.40 42.55 2,004 123 867 -0.14
0.77 114 51 295 38.07 43.70 -22.70 940 2.10 6.90 38.13 3,697 128 911 -0.23
0.66 386 298 1,508 34.06 28.15 -18.80 960 4.05 11.30 34.86 5,669 370 1,322 -0.35
0.49 1,234 1,077 7,882 31.61 16.00 -11.80 980 6.55 18.55 32.14 5,606 277 1,236 -0.51
0.30 2,698 1,241 10,065 30.67 7.75 -10.20 1000 12.40 30.70 31.12 4,467 -1,060 2,262 -0.69
0.17 2,274 391 6,781 31.75 3.95 -5.20 1020 17.35 46.85 33.75 1,051 -216 812 -0.81
0.10 2,537 227 4,134 34.98 2.30 -2.45 1040 20.00 64.40 32.76 282 -98 776 -0.91
0.06 3,096 -461 3,415 37.88 1.40 -1.30 1060 20.60 83.50 33.33 220 -116 1,234 -0.96
0.04 3,965 -314 1,881 41.15 0.95 -0.75 1080 22.85 103.85 43.95 70 -28 1,119 -0.95
0.03 5,969 -663 1,979 45.29 0.75 -0.25 1100 22.65 123.15 41.99 93 -65 1,887 -0.98
0.03 2,964 -254 955 49.46 0.65 -0.20 1120 20.90 142.50 36.51 7 -5 223 -1.00
0.02 2,253 -227 439 52.87 0.50 -0.15 1140 48.70 162.50 - 2 -1 127 -
- 1,901 -170 398 - 0.50 0.05 1160 37.50 181.50 - 9 -5 283 -
- 1,170 -24 275 - 0.45 -0.05 1180 49.15 212.90 - 4 -1 87 -
- 5,734 -313 1,056 - 0.35 -0.05 1200 22.25 221.90 - 16 -15 551 -
- 557 -117 175 - 0.20 -0.15 1220 53.40 243.40 - 5 -4 30 -
- 516 -42 52 - 0.30 0.05 1240 44.90 264.90 - 13 -10 152 -
- 419 -33 44 - 0.25 0.10 1260 0.00 196.25 0.00 0 0 0 0.00
- 442 -30 86 - 0.20 -0.20 1280 44.25 302.00 - 6 -1 397 -
- 3,573 -308 632 - 0.25 -0.05 1300 25.80 322.00 - 60 -55 1,131 -
- 473 -23 25 - 0.25 -0.10 1320 61.00 351.00 - 1 0 218 -
- 230 -10 13 - 0.20 0.00 1340 0.00 333.00 0.00 0 0 0 0.00
- 221 -39 42 - 0.20 -0.05 1360 0.00 260.00 0.00 0 0 0 0.00
- 97 0 1 - 0.25 -0.05 1380 0.00 366.35 0.00 0 0 0 0.00
- 934 -60 107 - 0.15 0.00 1400 24.75 421.75 - 88 -87 966 -
0.00 0 -1 0 0.00 0.10 0.00 1420 0.00 396.00 0.00 0 -3 0 0.00
- 63 0 2 - 0.10 -0.10 1440 0.00 368.90 0.00 0 0 0 0.00
- 65 -1 12 - 0.05 -0.10 1460 90.00 480.00 - 1 0 11 -
0.00 0 0 0 0.00 14.20 0.00 1480 0.00 115.15 0.00 0 0 0 0.00
- 281 -15 19 - 0.15 -0.05 1500 0.00 470.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.50 0.00 1520 0.00 475.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 50.50 0.00 1540 0.00 118.50 - 0 0 0 -
0.00 0 0 0 0.00 51.85 0.00 1560 0.00 467.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 38.30 0.00 1580 0.00 145.85 - 0 0 0 -
- 61 0 1 - 0.20 0.00 1600 89.00 622.00 - 1 0 24 -
44,327 19,411
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.