IOC
Indian Oil Corp Ltd
134.61
-1.64 (-1.20%)
Option Chain for IOC
30 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 4875 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 35.45 | 0.00 | 110 | -0.10 | 0.05 | 32.89 | 18 | 0 | 118 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 112.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 31.10 | 0.00 | 115 | 0.00 | 0.15 | 31.83 | 354 | 216 | 373 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 117.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.98 | 17 | 2 | 19 | 22.69 | 16.30 | -1.40 | 120 | -0.05 | 0.30 | 28.88 | 233 | 51 | 340 | -0.06 |
0.97 | 2 | 2 | 7 | 20.61 | 13.85 | -5.40 | 122.5 | -0.05 | 0.45 | 27.79 | 326 | 38 | 130 | -0.09 |
0.92 | 26 | 8 | 13 | 22.13 | 11.60 | -0.85 | 125 | 0.00 | 0.65 | 26.48 | 419 | 49 | 284 | -0.12 |
0.84 | 47 | 9 | 18 | 24.52 | 9.65 | -0.80 | 127.5 | 0.00 | 1.00 | 25.80 | 585 | 59 | 246 | -0.18 |
0.76 | 159 | 4 | 189 | 24.34 | 7.70 | -0.65 | 130 | 0.00 | 1.50 | 25.15 | 1,188 | 73 | 876 | -0.25 |
0.67 | 77 | 22 | 129 | 24.09 | 5.95 | -0.75 | 132.5 | 0.05 | 2.20 | 24.59 | 573 | 5 | 246 | -0.33 |
0.57 | 430 | 142 | 1,005 | 24.90 | 4.60 | -0.45 | 135 | 0.10 | 3.15 | 24.19 | 1,166 | 83 | 728 | -0.43 |
0.47 | 600 | 103 | 911 | 24.67 | 3.35 | -0.45 | 137.5 | 0.40 | 4.55 | 25.07 | 518 | 45 | 446 | -0.53 |
0.37 | 1,667 | 70 | 2,841 | 24.45 | 2.35 | -0.40 | 140 | 0.15 | 5.85 | 23.67 | 711 | -11 | 1,072 | -0.64 |
0.28 | 454 | 97 | 851 | 24.75 | 1.65 | -0.30 | 142.5 | 0.60 | 7.90 | 25.90 | 167 | 24 | 176 | -0.71 |
0.21 | 1,396 | 215 | 1,229 | 24.75 | 1.10 | -0.25 | 145 | 0.45 | 9.65 | 24.53 | 62 | 25 | 421 | -0.80 |
0.15 | 287 | 30 | 715 | 25.19 | 0.75 | -0.15 | 147.5 | 1.50 | 12.20 | 29.17 | 16 | 5 | 101 | -0.81 |
0.11 | 1,506 | 48 | 1,235 | 26.23 | 0.55 | -0.10 | 150 | 0.85 | 14.30 | 28.91 | 79 | 34 | 753 | -0.86 |
0.08 | 244 | 73 | 280 | 26.28 | 0.35 | -0.10 | 152.5 | 1.40 | 16.55 | 29.25 | 15 | 4 | 27 | -0.90 |
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0.06 | 471 | 33 | 262 | 27.09 | 0.25 | -0.05 | 155 | 0.65 | 18.15 | - | 3 | 2 | 147 | - |
0.04 | 100 | -12 | 109 | 27.00 | 0.15 | -0.05 | 157.5 | 0.00 | 19.85 | 0.00 | 0 | 10 | 0 | 0.00 |
0.03 | 771 | 72 | 424 | 29.38 | 0.15 | -0.05 | 160 | 1.30 | 24.25 | 42.00 | 5 | 4 | 375 | -0.89 |
0.02 | 6 | 0 | 1 | 29.67 | 0.10 | -0.05 | 162.5 | 0.00 | 23.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 324 | 0 | 14 | 32.09 | 0.10 | 0.00 | 165 | 0.00 | 25.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 167.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 647 | 0 | 14 | 33.01 | 0.05 | -0.05 | 170 | -0.45 | 32.45 | - | 7 | 0 | 660 | - |
9,231 | 7,519 |
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.