IRB
Irb Infra Dev Ltd.
55.04
0.22 (0.40%)
Option Chain for IRB
03 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
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Put
Lot Size : 10250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 7.05 | 0.00 | 48 | -0.10 | 0.25 | 43.24 | 55 | -33 | 18 | -0.09 |
| - | 0 | 0 | 0 | - | 6.35 | 0.00 | 49 | 0.00 | 0.40 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 5.70 | 0.00 | 50 | -0.15 | 0.45 | 40.49 | 111 | 29 | 131 | -0.15 |
| 0.00 | 0 | 1 | 0 | 0.00 | 3.85 | 0.00 | 51 | -1.55 | 0.60 | 39.22 | 37 | 24 | 24 | -0.19 |
| - | 0 | 0 | 0 | - | 4.50 | 0.00 | 52 | -0.20 | 0.85 | 39.23 | 41 | 32 | 43 | -0.25 |
| 0.68 | 164 | 1 | 7 | 40.30 | 3.50 | -0.05 | 53 | -0.25 | 1.15 | 38.93 | 47 | -1 | 38 | -0.31 |
| 0.62 | 48 | 2 | 28 | 37.54 | 2.75 | -0.15 | 54 | 0.00 | 3.55 | 3.55 | 0 | 0 | 0 | -0.00 |
| 0.54 | 191 | 0 | 224 | 35.52 | 2.10 | -0.30 | 55 | -0.30 | 1.90 | 37.27 | 63 | 37 | 48 | -0.46 |
| 0.47 | 107 | 6 | 118 | 37.58 | 1.75 | -0.15 | 56 | 0.00 | 4.70 | - | 0 | 0 | 0 | - |
| 0.38 | 75 | 6 | 72 | 35.49 | 1.25 | -0.25 | 57 | 0.00 | 5.35 | - | 0 | 0 | 0 | - |
| 0.32 | 164 | 31 | 74 | 36.77 | 1.00 | -0.20 | 58 | 0.00 | 6.05 | - | 0 | 0 | 0 | - |
| 0.28 | 33 | 0 | 4 | 40.19 | 0.90 | -0.10 | 59 | 0.00 | 6.75 | - | 0 | 0 | 0 | - |
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| 0.20 | 224 | 45 | 191 | 36.89 | 0.55 | -0.15 | 60 | 0.00 | 7.50 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 61 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.13 | 35 | 10 | 135 | 39.32 | 0.35 | -0.10 | 62 | 0.00 | 9.10 | - | 0 | 0 | 0 | - |
| 1,041 | 302 | |||||||||||||
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.
