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Related Pages for IRCTC
[--[65.84.65.76]--]
IRCTC
Indian Rail Tour Corp Ltd
795.75 -5.65 (-0.71%)

Option Chain for IRCTC

14 Nov 2024 09:31 AM 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 0.15 0.65 42.62 3 1 114 -0.02
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 0.30 1.10 39.75 27 3 436 -0.04
- 0 0 0 - 208.90 208.90 710 3.25 3.25 17.60 0 0 0 -0.00
- 0 0 0 - 223.35 0.00 720 0.50 1.85 36.33 17 2 265 -0.07
- 0 0 0 - 190.75 0.00 730 0.40 2.35 34.56 22 1 108 -0.09
0.00 0 0 0 0.00 88.00 0.00 740 0.85 3.10 33.63 125 24 156 -0.12
0.00 0 8 0 0.00 51.35 0.00 750 1.40 4.40 32.48 158 9 355 -0.16
0.78 6 0 1 34.13 45.00 5.50 760 1.40 5.50 30.93 197 8 177 -0.20
0.71 11 2 3 34.85 38.15 3.40 770 2.10 7.65 29.95 133 22 275 -0.26
0.65 49 7 17 32.77 30.45 2.95 780 3.10 10.80 29.64 113 23 455 -0.34
0.59 77 5 21 26.66 20.85 -2.90 790 3.55 14.15 29.29 119 42 242 -0.41
0.50 344 32 206 25.83 15.75 -2.00 800 4.05 18.75 28.24 179 9 948 -0.51
0.41 377 44 154 25.63 11.40 -1.35 810 4.40 24.50 28.26 49 2 362 -0.60
0.31 731 29 267 25.65 7.95 -1.35 820 4.80 30.90 29.40 35 -7 451 -0.66
0.24 595 43 232 26.08 5.65 -1.05 830 0.00 33.15 15.59 1 0 332 -0.90
0.18 706 53 222 27.15 4.15 -0.70 840 2.00 43.85 21.70 1 0 727 -0.88
0.14 1,197 27 202 28.42 3.00 -0.65 850 -1.90 52.60 19.77 2 1 535 -0.95
0.10 916 0 90 29.30 2.20 -0.50 860 -9.45 54.45 - 12 5 322 -
0.09 483 23 149 30.79 1.90 -0.20 870 -7.05 65.75 - 6 0 156 -
0.07 516 4 63 31.96 1.45 -0.20 880 0.00 72.50 0.00 0 -2 0 0.00
0.05 221 -7 35 33.82 1.20 -0.10 890 0.00 92.15 0.00 0 1 0 0.00
0.05 1,936 4 45 35.10 1.05 -0.10 900 0.00 101.40 0.00 0 -9 0 0.00
0.00 0 14 0 0.00 0.90 0.00 910 0.00 84.30 0.00 0 0 0 0.00
0.00 0 -3 0 0.00 0.75 0.00 920 0.00 122.00 0.00 0 -1 0 0.00
0.00 0 -14 0 0.00 0.65 0.00 930 0.00 91.00 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 0.60 0.00 940 0.00 142.00 0.00 0 -2 0 0.00
0.02 320 -1 1 42.69 0.55 -0.10 950 0.00 145.75 0.00 0 -1 0 0.00
0.00 0 -15 0 0.00 0.50 0.00 960 0.00 155.60 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.35 0.00 970 0.00 124.00 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 0.45 0.00 980 0.00 175.00 0.00 0 -4 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
- 508 0 1 - 0.45 0.05 1000 1.15 202.50 - 1 0 228 -
8,993 6,644
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.