JSL
Jindal Stainless Limited
747.1
0.45 (0.06%)
Option Chain for JSL
11 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 775 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 52.70 | 0.00 | 670 | -0.70 | 1.45 | 36.61 | 1 | 0 | 238 | -0.06 |
| 0.00 | 0 | 0 | 0 | 0.00 | 63.45 | 0.00 | 680 | -1.60 | 2.15 | 36.00 | 1 | 0 | 54 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 54.00 | 0.00 | 690 | 0.00 | 4.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 55.00 | 0.00 | 700 | -1.30 | 4.35 | 34.64 | 31 | 13 | 132 | -0.15 |
| 0.00 | 0 | 0 | 0 | 0.00 | 45.00 | 0.00 | 710 | -3.25 | 6.05 | 33.99 | 3 | 0 | 34 | -0.20 |
| 0.78 | 49 | 0 | 1 | 27.38 | 35.40 | 1.55 | 720 | 0.00 | 13.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.68 | 19 | 0 | 3 | 30.70 | 30.00 | -2.60 | 730 | -5.80 | 10.55 | 31.70 | 6 | 2 | 46 | -0.32 |
| 0.60 | 101 | 7 | 48 | 29.30 | 23.05 | -4.90 | 740 | -4.55 | 15.15 | 32.94 | 44 | -1 | 18 | -0.41 |
| 0.51 | 263 | 15 | 227 | 32.31 | 19.55 | -3.45 | 750 | -4.15 | 18.85 | 31.27 | 33 | 5 | 14 | -0.49 |
| 0.43 | 64 | -3 | 11 | 32.15 | 15.00 | -2.75 | 760 | 0.00 | 75.45 | - | 0 | 0 | 0 | - |
| 0.37 | 72 | -5 | 16 | 34.66 | 12.75 | -1.20 | 770 | 0.00 | 46.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.31 | 129 | 27 | 41 | 35.65 | 10.20 | -1.70 | 780 | 0.00 | 48.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.24 | 34 | -2 | 22 | 34.43 | 7.10 | -0.90 | 790 | 0.00 | 99.25 | - | 0 | 0 | 0 | - |
| 0.20 | 968 | 44 | 320 | 36.05 | 5.85 | -1.75 | 800 | -52.70 | 55.00 | 34.68 | 1 | 0 | 0 | -0.81 |
| 0.17 | 12 | 0 | 3 | 38.00 | 5.00 | 0.35 | 810 | 0.00 | 116.35 | - | 0 | 0 | 0 | - |
| 0.15 | 64 | 0 | 1 | 40.57 | 4.55 | 0.65 | 820 | 0.00 | 125.20 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 830 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
||||||||||||||
| 0.08 | 124 | -14 | 28 | 37.96 | 1.90 | -0.50 | 840 | 0.00 | 143.35 | - | 0 | 0 | 0 | - |
| 1,899 | 536 | |||||||||||||
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.
