IOC
Indian Oil Corp Ltd
137.08
-2.54 (-1.82%)
Option Chain for IOC
20 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 4875 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 12 | -3 | 7 | - | 18.30 | 0.80 | 120 | 0.00 | 0.05 | 49.80 | 199 | -144 | 565 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 18.00 | 0.00 | 122.5 | 0.00 | 0.10 | 49.62 | 1 | 0 | 64 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 14.50 | 0.00 | 125 | 0.00 | 0.10 | 42.52 | 11 | -8 | 298 | -0.03 |
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| 0.00 | 0 | 5 | 0 | 0.00 | 10.85 | 0.00 | 127.5 | 0.05 | 0.15 | 38.27 | 108 | 9 | 112 | -0.05 |
| - | 180 | -11 | 68 | - | 7.80 | -2.05 | 130 | 0.05 | 0.25 | 34.58 | 770 | -62 | 783 | -0.09 |
| 0.97 | 124 | 5 | 165 | 16.55 | 5.45 | -1.95 | 132.5 | 0.05 | 0.40 | 30.06 | 1,182 | -69 | 368 | -0.14 |
| 0.77 | 300 | -94 | 848 | 22.63 | 3.45 | -1.75 | 135 | 0.25 | 0.85 | 28.39 | 3,654 | -192 | 903 | -0.27 |
| 0.55 | 569 | -182 | 2,322 | 23.16 | 1.85 | -1.45 | 137.5 | 0.65 | 1.80 | 28.52 | 3,337 | -79 | 463 | -0.46 |
| 0.33 | 1,838 | -132 | 8,689 | 25.35 | 0.95 | -0.95 | 140 | 1.25 | 3.40 | 31.19 | 5,067 | -40 | 947 | -0.64 |
| 0.20 | 1,173 | 50 | 7,723 | 29.12 | 0.55 | -0.55 | 142.5 | 1.60 | 5.50 | 36.39 | 1,236 | -6 | 467 | -0.75 |
| 0.12 | 2,494 | 110 | 6,927 | 33.07 | 0.35 | -0.30 | 145 | 1.95 | 7.90 | 44.38 | 1,080 | -113 | 691 | -0.80 |
| 0.07 | 873 | -59 | 1,568 | 35.45 | 0.20 | -0.20 | 147.5 | 2.05 | 10.20 | 48.73 | 221 | 3 | 218 | -0.85 |
| 0.05 | 3,523 | -114 | 2,788 | 39.63 | 0.15 | -0.10 | 150 | 2.30 | 12.85 | 60.62 | 311 | -71 | 697 | -0.85 |
| 0.03 | 567 | -12 | 177 | 42.43 | 0.10 | -0.05 | 152.5 | 0.00 | 13.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 648 | -73 | 428 | 47.98 | 0.10 | 0.00 | 155 | 1.95 | 17.45 | 63.51 | 22 | -18 | 142 | -0.92 |
| 0.02 | 125 | -98 | 195 | 48.08 | 0.05 | -0.05 | 157.5 | 0.00 | 13.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 1,077 | -42 | 144 | 54.13 | 0.05 | 0.00 | 160 | 2.75 | 23.00 | - | 39 | -16 | 371 | - |
| - | 191 | -1 | 18 | - | 0.05 | 0.00 | 162.5 | 0.00 | 21.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 344 | -9 | 46 | - | 0.05 | 0.00 | 165 | 0.60 | 25.70 | - | 14 | -11 | 100 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 167.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 724 | -5 | 14 | - | 0.05 | 0.00 | 170 | 2.15 | 32.50 | - | 77 | -39 | 684 | - |
| 14,762 | 7,873 | |||||||||||||
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.
