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Related Pages for IRCTC
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IRCTC
Indian Rail Tour Corp Ltd
793.85 -6.25 (-0.78%)

Option Chain for IRCTC

21 Nov 2024 04:11 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 51.63 39 16 111 -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 -0.05 0.45 45.86 298 -23 423 -0.02
- 0 0 0 - 208.90 0.00 710 0.00 3.25 21.13 0 0 0 -0.00
- 0 0 0 - 223.35 0.00 720 0.05 0.95 42.46 259 2 272 -0.05
- 0 0 0 - 190.75 0.00 730 0.05 1.15 39.09 297 -2 117 -0.06
0.00 0 -1 0 0.00 71.75 0.00 740 0.00 1.60 36.80 495 15 161 -0.08
0.86 14 1 6 37.59 45.50 -4.50 750 -0.20 2.20 34.26 724 83 347 -0.12
0.77 19 9 19 42.75 39.00 -2.50 760 -0.05 3.30 32.54 1,379 78 220 -0.17
0.74 13 3 22 33.67 28.50 -2.00 770 -0.25 4.85 30.58 877 -32 202 -0.24
0.65 96 22 256 30.72 20.55 -3.90 780 -0.45 7.05 28.46 1,513 19 554 -0.33
0.54 199 57 588 28.30 13.70 -4.00 790 -0.05 10.55 27.07 821 -36 300 -0.46
0.41 684 32 1,526 27.86 8.90 -3.20 800 0.85 15.80 26.76 1,108 -94 761 -0.59
0.29 559 38 1,188 27.78 5.50 -2.25 810 3.15 22.70 27.38 241 -23 418 -0.71
0.21 788 -27 1,505 29.06 3.60 -1.20 820 3.00 30.20 26.64 217 1 430 -0.82
0.14 449 -31 1,259 30.35 2.35 -0.65 830 4.35 38.60 25.51 38 -9 266 -0.90
0.10 629 41 1,062 31.96 1.60 -0.40 840 5.05 48.30 28.52 32 -13 334 -0.93
0.08 1,316 -34 1,319 34.52 1.25 -0.15 850 6.90 59.90 41.85 30 -10 437 -0.88
0.05 613 -71 728 35.35 0.80 -0.15 860 7.65 68.35 37.76 15 -6 244 -0.94
0.04 422 -34 327 38.30 0.70 0.00 870 9.40 70.00 - 4 -2 150 -
0.03 412 -18 374 39.66 0.50 0.00 880 13.30 88.30 45.74 7 -2 295 -0.95
0.02 146 -41 66 40.79 0.35 -0.05 890 0.20 90.20 - 7 0 80 -
0.02 1,787 -176 385 44.97 0.40 -0.05 900 17.60 108.60 56.31 12 -5 494 -0.94
0.02 263 -13 19 46.87 0.35 0.00 910 0.00 84.30 0.00 0 0 0 0.00
0.02 210 -36 68 49.34 0.30 0.05 920 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
- 242 -1 15 - 0.10 -0.10 940 0.00 125.60 0.00 0 -7 0 0.00
- 268 -20 37 - 0.15 -0.15 950 0.00 145.10 0.00 0 0 0 0.00
- 213 -3 4 - 0.20 0.05 960 7.70 168.00 - 4 0 109 -
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
- 354 -13 38 - 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 -
9,858 6,746
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.