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[--[65.84.65.76]--]
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
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 0.05 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
- 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
  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.