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Related Pages for IRCTC
[--[65.84.65.76]--]
IRCTC
Indian Rail Tour Corp Ltd
796.95 -3.15 (-0.39%)

Option Chain for IRCTC

21 Nov 2024 02:21 PM IST

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

Call
Put

Lot Size : 875
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 259.10 0.00 680 0.05 0.30 53.40 38 17 112 -0.01
0.00 0 0 0 0.00 0.00 0.00 690 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 218.15 0.00 700 0.00 0.50 48.99 290 -25 421 -0.02
- 0 0 0 - 208.90 0.00 710 0.00 3.25 23.18 0 0 0 -0.00
- 0 0 0 - 223.35 0.00 720 0.05 0.95 45.05 245 1 271 -0.05
- 0 0 0 - 190.75 0.00 730 0.20 1.30 43.02 261 16 135 -0.06
0.00 0 -1 0 0.00 71.75 0.00 740 0.10 1.70 40.42 456 25 171 -0.08
- 13 0 5 - 47.00 -3.00 750 0.00 2.40 38.52 646 99 363 -0.11
0.96 19 9 19 20.71 39.00 -2.50 760 -0.30 3.05 35.32 1,215 61 203 -0.15
0.92 13 3 21 19.07 29.75 -0.75 770 -0.55 4.55 33.92 757 -31 203 -0.21
0.76 98 24 234 25.28 23.05 -1.40 780 -0.75 6.75 32.71 1,340 37 572 -0.29
0.63 203 61 538 25.15 16.15 -1.55 790 -0.85 9.75 31.39 716 -25 311 -0.39
0.49 672 20 1,360 25.19 10.50 -1.60 800 -1.70 13.25 28.92 930 -86 769 -0.50
0.36 562 41 1,049 25.84 6.85 -0.90 810 0.45 20.00 31.12 229 -23 418 -0.62
0.24 801 -14 1,253 26.13 4.10 -0.70 820 0.50 27.70 33.44 212 0 429 -0.70
0.17 446 -34 1,081 27.81 2.70 -0.30 830 1.30 35.55 34.22 35 -7 268 -0.78
0.11 668 80 935 29.66 1.80 -0.20 840 2.25 45.50 39.22 28 -12 335 -0.82
0.08 1,319 -31 1,167 31.89 1.35 -0.05 850 1.65 54.65 42.85 27 -8 439 -0.84
0.06 665 -19 642 33.58 0.95 0.00 860 -0.70 60.00 - 13 -5 245 -
0.04 425 -31 302 35.44 0.70 0.00 870 9.40 70.00 - 4 -2 150 -
0.03 423 -7 333 36.43 0.45 -0.05 880 8.80 83.80 52.69 6 0 297 -0.90
0.03 149 -38 62 39.89 0.45 0.05 890 0.20 90.20 - 7 0 80 -
0.02 1,801 -162 337 42.50 0.40 -0.05 900 9.00 100.00 - 11 -3 496 -
0.02 263 -13 19 45.01 0.35 0.00 910 0.00 84.30 0.00 0 0 0 0.00
0.01 230 -16 33 45.80 0.25 0.00 920 0.00 112.00 0.00 0 -17 0 0.00
0.00 0 0 0 0.00 0.35 0.00 930 0.00 91.00 0.00 0 0 0 0.00
- 241 -2 10 - 0.25 0.05 940 0.00 125.60 0.00 0 -7 0 0.00
- 271 -17 34 - 0.30 0.00 950 0.00 145.10 0.00 0 0 0 0.00
- 215 -1 2 - 0.20 0.05 960 0.00 160.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 970 0.00 124.00 0.00 0 0 0 0.00
- 120 -2 16 - 0.05 -0.10 980 0.00 175.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 32.35 0.00 990 0.00 103.20 0.00 0 0 0 0.00
- 357 -10 27 - 0.10 0.05 1000 0.00 194.00 0.00 0 -7 0 0.00
0.00 0 0 0 0.00 27.00 0.00 1010 0.00 117.60 0.00 0 0 0 0.00
0.00 0 -3 0 0.00 0.15 0.00 1020 0.00 200.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1030 0.00 0.00 0.00 0 0 0 0.00
- 32 0 2 - 0.15 0.00 1040 27.95 245.15 - 4 -1 3 -
0.00 0 0 0 0.00 0.00 0.00 1050 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.40 0.00 1060 0.00 228.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1070 0.00 0.00 0.00 0 0 0 0.00
- 10 -11 15 - 0.10 -0.05 1080 56.75 299.25 - 1 0 18 -
10,016 6,709
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.