INDUSINDBK
Indusind Bank Limited
981.45
-18.75 (-1.87%)
Option Chain for INDUSINDBK
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | 0 | 0 | - | 617.45 | 0.00 | 840 | 0.05 | 0.90 | - | 717 | 201 | 488 | - |
- | 0 | 0 | 0 | - | 420.70 | 0.00 | 860 | -0.10 | 1.20 | 56.57 | 605 | 81 | 259 | -0.04 |
- | 16 | 5 | 10 | - | 98.10 | -81.90 | 880 | -0.15 | 1.75 | 52.56 | 774 | 51 | 132 | -0.06 |
0.93 | 47 | 10 | 52 | 44.57 | 87.05 | -15.35 | 900 | -0.20 | 2.50 | 48.10 | 2,917 | 12 | 1,908 | -0.08 |
0.95 | 38 | 10 | 45 | 31.26 | 66.25 | -25.30 | 920 | 0.05 | 3.40 | 42.66 | 2,331 | 106 | 850 | -0.12 |
0.83 | 109 | 46 | 326 | 36.24 | 49.80 | -16.60 | 940 | 0.30 | 5.10 | 37.97 | 4,128 | 78 | 861 | -0.18 |
0.73 | 346 | 258 | 1,833 | 31.72 | 32.60 | -14.35 | 960 | 0.95 | 8.20 | 33.79 | 6,342 | 349 | 1,301 | -0.28 |
0.56 | 1,432 | 1,275 | 9,998 | 29.00 | 18.55 | -9.25 | 980 | 1.70 | 13.70 | 29.99 | 6,621 | 312 | 1,271 | -0.44 |
0.36 | 2,459 | 1,002 | 12,060 | 28.15 | 9.20 | -8.75 | 1000 | 6.00 | 24.30 | 29.16 | 4,947 | -1,197 | 2,125 | -0.63 |
0.20 | 2,218 | 335 | 7,975 | 29.15 | 4.40 | -4.75 | 1020 | 9.50 | 39.00 | 29.29 | 1,249 | -267 | 761 | -0.80 |
0.12 | 2,534 | 224 | 4,969 | 32.47 | 2.55 | -2.20 | 1040 | 13.15 | 57.55 | 34.21 | 366 | -123 | 751 | -0.87 |
0.07 | 3,002 | -555 | 4,244 | 35.65 | 1.55 | -1.15 | 1060 | 13.85 | 76.75 | 39.16 | 273 | -144 | 1,206 | -0.91 |
0.05 | 3,926 | -353 | 2,518 | 39.20 | 1.05 | -0.65 | 1080 | 15.00 | 96.00 | 42.59 | 84 | -37 | 1,110 | -0.94 |
0.04 | 5,637 | -995 | 3,410 | 44.08 | 0.90 | -0.10 | 1100 | 15.10 | 115.60 | 46.58 | 703 | -531 | 1,421 | -0.95 |
0.03 | 2,963 | -255 | 1,529 | 47.79 | 0.70 | -0.15 | 1120 | 12.60 | 134.20 | - | 11 | -6 | 222 | - |
0.02 | 2,239 | -241 | 620 | 50.50 | 0.50 | -0.15 | 1140 | 48.70 | 162.50 | - | 2 | -1 | 127 | - |
0.02 | 1,873 | -198 | 489 | 53.80 | 0.40 | -0.05 | 1160 | 30.30 | 174.30 | 39.33 | 11 | -5 | 283 | -1.00 |
- | 1,071 | -123 | 447 | - | 0.50 | 0.00 | 1180 | 49.15 | 212.90 | - | 4 | -1 | 87 | - |
- | 5,048 | -999 | 2,287 | - | 0.35 | -0.05 | 1200 | 17.35 | 217.00 | - | 18 | -17 | 549 | - |
- | 548 | -126 | 185 | - | 0.25 | -0.10 | 1220 | 53.40 | 243.40 | - | 5 | -4 | 30 | - |
- | 511 | -47 | 64 | - | 0.30 | 0.05 | 1240 | 32.25 | 252.25 | - | 15 | -12 | 150 | - |
- | 409 | -43 | 54 | - | 0.20 | 0.05 | 1260 | 0.00 | 196.25 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 441 | -31 | 89 | - | 0.20 | -0.20 | 1280 | 44.25 | 302.00 | - | 6 | -1 | 397 | - |
- | 3,524 | -357 | 813 | - | 0.30 | 0.00 | 1300 | 21.80 | 318.00 | - | 62 | -58 | 1,128 | - |
- | 471 | -25 | 30 | - | 0.25 | -0.10 | 1320 | 61.00 | 351.00 | - | 1 | 0 | 218 | - |
- | 222 | -18 | 22 | - | 0.20 | 0.00 | 1340 | 0.00 | 333.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 220 | -40 | 43 | - | 0.15 | -0.10 | 1360 | 0.00 | 260.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 96 | -1 | 2 | - | 0.20 | -0.10 | 1380 | 0.00 | 366.35 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 910 | -84 | 140 | - | 0.20 | 0.05 | 1400 | 26.50 | 423.50 | - | 89 | -88 | 965 | - |
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 |
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- | 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 |
- | 279 | -17 | 21 | - | 0.05 | -0.15 | 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 | - |
42,778 | 18,635 |
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.