IRCTC
Indian Rail Tour Corp Ltd
784.25
-21.30 (-2.64%)
Option Chain for IRCTC
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 875 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 225.00 | 0.00 | 700 | 0.00 | 0.20 | 41.66 | 39 | -5 | 228 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 128.20 | 0.00 | 710 | 0.00 | 9.05 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 207.45 | 0.00 | 720 | -0.35 | 0.10 | 29.86 | 2 | 0 | 13 | -0.01 |
- | 0 | 0 | 0 | - | 112.30 | 0.00 | 730 | 0.00 | 0.50 | 33.10 | 12 | 3 | 62 | -0.04 |
- | 0 | 0 | 0 | - | 190.50 | 0.00 | 740 | 0.40 | 0.80 | 30.96 | 236 | 38 | 118 | -0.06 |
0.00 | 0 | 0 | 0 | 0.00 | 80.00 | 0.00 | 750 | 0.80 | 1.45 | 29.68 | 312 | -33 | 206 | -0.10 |
0.00 | 0 | 0 | 0 | 0.00 | 63.25 | 0.00 | 760 | 1.40 | 2.40 | 27.73 | 1,166 | 14 | 131 | -0.16 |
0.00 | 0 | 0 | 0 | 0.00 | 52.45 | 0.00 | 770 | 2.55 | 4.10 | 26.18 | 1,736 | 10 | 168 | -0.25 |
0.67 | 55 | 49 | 104 | 15.71 | 10.25 | -16.95 | 780 | 4.90 | 7.50 | 26.36 | 2,672 | 0 | 260 | -0.39 |
0.43 | 187 | 161 | 562 | 16.72 | 5.25 | -14.70 | 790 | 8.70 | 12.80 | 27.64 | 2,049 | 57 | 195 | -0.54 |
0.26 | 511 | 194 | 2,099 | 19.51 | 3.00 | -10.40 | 800 | 12.90 | 20.40 | 31.44 | 1,234 | -122 | 546 | -0.65 |
0.15 | 422 | 67 | 1,837 | 21.72 | 1.70 | -6.50 | 810 | 16.05 | 28.40 | 33.95 | 559 | -87 | 221 | -0.74 |
0.09 | 814 | 20 | 2,117 | 24.16 | 1.05 | -3.95 | 820 | 19.90 | 38.90 | 42.83 | 311 | -107 | 730 | -0.77 |
0.06 | 842 | -18 | 1,919 | 26.69 | 0.70 | -2.40 | 830 | 19.55 | 46.45 | 40.57 | 50 | -26 | 417 | -0.84 |
0.05 | 1,324 | -22 | 1,443 | 29.81 | 0.55 | -1.50 | 840 | 21.20 | 57.05 | 49.04 | 55 | -31 | 879 | -0.84 |
0.03 | 1,750 | -343 | 2,056 | 31.47 | 0.35 | -1.25 | 850 | 22.30 | 67.80 | 58.02 | 23 | -14 | 568 | -0.84 |
0.03 | 1,090 | -132 | 1,349 | 37.55 | 0.50 | -0.70 | 860 | 22.00 | 77.75 | 63.55 | 17 | -3 | 202 | -0.85 |
0.03 | 542 | -173 | 758 | 40.78 | 0.45 | -0.50 | 870 | 18.60 | 85.00 | 54.42 | 13 | 0 | 105 | -0.92 |
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0.03 | 565 | -95 | 389 | 44.58 | 0.45 | -0.40 | 880 | 20.80 | 94.00 | 50.81 | 80 | -12 | 160 | -0.95 |
0.03 | 232 | -9 | 103 | 48.30 | 0.45 | -0.25 | 890 | 0.00 | 50.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,108 | -216 | 553 | 49.98 | 0.35 | -0.20 | 900 | 22.95 | 116.25 | - | 124 | -103 | 526 | - |
0.01 | 114 | -6 | 54 | 50.97 | 0.25 | -0.30 | 910 | 0.00 | 56.30 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 212 | -10 | 43 | - | 0.25 | -0.20 | 920 | 4.00 | 117.00 | - | 3 | 0 | 55 | - |
- | 107 | -3 | 9 | - | 0.35 | -0.15 | 930 | 0.00 | 106.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 129 | -4 | 18 | - | 0.25 | -0.15 | 940 | 43.00 | 147.00 | - | 7 | 0 | 40 | - |
- | 196 | 4 | 13 | - | 0.30 | -0.05 | 950 | 14.00 | 158.00 | - | 4 | 0 | 64 | - |
- | 47 | -3 | 11 | - | 0.20 | -0.05 | 960 | 6.00 | 158.00 | - | 5 | 1 | 24 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 970 | 0.00 | 75.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.20 | 0.00 | 980 | 40.00 | 180.00 | - | 1 | 0 | 4 | - |
0.00 | 0 | 0 | 0 | 0.00 | 37.70 | 0.00 | 990 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 262 | -11 | 21 | - | 0.15 | -0.05 | 1000 | 21.00 | 215.00 | - | 14 | -6 | 190 | - |
10,509 | 6,112 |
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.