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Related Pages for IRB
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IRB
Irb Infra Dev Ltd.
58.9 0.15 (0.26%)

Option Chain for IRB

11 Dec 2024 04:14 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 10250
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 9.70 0.00 49 -0.05 0.05 47.97 1 0 23 -0.02
0.00 0 2 0 0.00 8.35 0.00 50 -0.05 0.10 48.40 30 11 109 -0.04
0.00 0 1 0 0.00 8.15 0.00 51 -0.05 0.10 43.63 11 0 54 -0.05
0.00 0 3 0 0.00 7.20 0.00 52 -0.05 0.15 42.48 76 16 155 -0.07
0.91 142 -1 11 41.40 6.20 0.40 53 -0.15 0.20 40.24 69 -45 85 -0.09
0.84 50 12 23 45.62 5.45 0.25 54 -0.20 0.25 37.19 152 7 119 -0.11
0.80 119 2 106 43.79 4.60 0.15 55 -0.25 0.35 35.30 708 53 416 -0.15
0.72 176 36 231 47.29 4.00 0.35 56 -0.30 0.50 33.69 312 18 146 -0.21
0.70 47 -7 376 35.69 2.85 -0.15 57 -0.45 0.75 33.12 369 40 130 -0.29
0.61 280 46 1,703 35.10 2.20 -0.25 58 -0.50 1.10 32.87 1,015 105 239 -0.39
0.51 370 67 4,161 34.71 1.65 -0.30 59 -0.50 1.60 33.70 1,131 160 316 -0.49
0.43 981 63 2,504 37.64 1.35 -0.15 60 -0.40 2.25 35.63 2,376 107 341 -0.58
0.35 330 10 882 37.78 1.00 -0.20 61 -0.55 2.90 35.72 812 23 124 -0.66
0.28 490 -39 831 38.54 0.75 -0.20 62 -0.75 3.45 31.02 49 9 79 -0.78
0.22 217 20 302 40.51 0.60 -0.15 63 -0.60 4.25 30.14 2 0 9 -0.85
0.19 375 41 818 42.87 0.50 -0.05 64 -0.90 4.85 - 9 -1 11 -
0.00 0 0 0 0.00 0.00 0.00 65 0.00 0.00 0.00 0 0 0 0.00
0.12 274 30 259 45.05 0.30 -0.05 66 0.00 7.45 0.00 0 2 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
0.08 200 -11 218 48.17 0.20 0.00 68 0.00 14.35 - 0 0 0 -
4,051 2,356
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.