IRB
Irb Infra Dev Ltd.
58.42
-0.48 (-0.81%)
Option Chain for IRB
12 Dec 2024 10:14 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 10250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 10.40 | 0.00 | 48 | 0.00 | 0.10 | - | 1 | 0 | 47 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 9.70 | 0.00 | 49 | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 8.35 | 0.00 | 50 | -0.05 | 0.05 | 42.31 | 3 | 0 | 108 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 8.15 | 0.00 | 51 | 0.00 | 0.10 | 43.42 | 1 | 0 | 53 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 7.20 | 0.00 | 52 | 0.00 | 0.15 | 41.60 | 3 | 0 | 154 | -0.07 |
| 0.00 | 0 | -3 | 0 | 0.00 | 6.20 | 0.00 | 53 | -0.05 | 0.15 | 36.44 | 2 | 0 | 85 | -0.08 |
| 0.00 | 0 | 11 | 0 | 0.00 | 5.45 | 0.00 | 54 | 0.05 | 0.30 | 38.02 | 24 | 12 | 138 | -0.13 |
| 0.83 | 121 | 1 | 3 | 33.95 | 3.90 | -0.70 | 55 | 0.05 | 0.40 | 35.45 | 33 | -1 | 415 | -0.18 |
| 0.00 | 0 | 36 | 0 | 0.00 | 4.00 | 0.00 | 56 | 0.10 | 0.60 | 34.43 | 27 | -2 | 138 | -0.25 |
| 0.66 | 49 | 1 | 10 | 35.46 | 2.50 | -0.35 | 57 | 0.15 | 0.90 | 34.30 | 26 | 7 | 135 | -0.33 |
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| 0.57 | 289 | 8 | 66 | 36.28 | 1.95 | -0.25 | 58 | 0.20 | 1.30 | 33.99 | 65 | 22 | 259 | -0.43 |
| 0.47 | 409 | 39 | 151 | 36.04 | 1.45 | -0.20 | 59 | 0.25 | 1.85 | 35.16 | 98 | 9 | 324 | -0.53 |
| 0.38 | 994 | 23 | 431 | 37.09 | 1.10 | -0.25 | 60 | 0.25 | 2.50 | 36.25 | 58 | 11 | 355 | -0.62 |
| 0.30 | 332 | 0 | 109 | 37.44 | 0.80 | -0.20 | 61 | 0.25 | 3.15 | 35.36 | 1 | 0 | 124 | -0.71 |
| 0.25 | 460 | -31 | 101 | 40.00 | 0.65 | -0.10 | 62 | 0.00 | 3.45 | 0.00 | 0 | 9 | 0 | 0.00 |
| 0.19 | 214 | -1 | 24 | 39.78 | 0.45 | -0.15 | 63 | 0.65 | 4.90 | 40.58 | 1 | 0 | 9 | -0.81 |
| 0.15 | 395 | 21 | 168 | 41.28 | 0.35 | -0.15 | 64 | 0.00 | 4.85 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 65 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 298 | 13 | 53 | 46.28 | 0.25 | -0.05 | 66 | 0.00 | 7.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 67 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 222 | 21 | 71 | 51.46 | 0.20 | 0.00 | 68 | 0.00 | 14.35 | - | 0 | 0 | 0 | - |
| 3,783 | 2,344 | |||||||||||||
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.
