JSWENERGY
Jsw Energy Limited
664.15
15.75 (2.43%)
Option Chain for JSWENERGY
05 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 750 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 1 | 1 | 8 | - | 104.20 | 0.00 | 560 | 0.00 | 1.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 102.90 | 0.00 | 570 | 0.00 | 0.10 | 27.66 | 2 | 1 | 1 | -0.01 |
| - | 0 | 0 | 0 | - | 94.75 | 0.00 | 580 | 0.00 | 4.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 86.90 | 0.00 | 590 | 0.00 | 2.70 | 40.39 | 36 | 23 | 23 | -0.09 |
| 0.90 | 14 | -17 | 26 | 37.60 | 72.45 | 20.95 | 600 | -1.35 | 3.55 | 39.27 | 688 | 57 | 343 | -0.11 |
| - | 0 | 0 | 0 | - | 72.30 | 0.00 | 610 | -1.65 | 5.05 | 39.26 | 285 | 37 | 50 | -0.15 |
| 0.92 | 1 | -1 | 2 | 23.42 | 50.90 | 13.15 | 620 | -2.25 | 6.95 | 39.16 | 95 | 18 | 57 | -0.19 |
| - | 3 | 0 | 3 | - | 38.80 | 5.50 | 630 | -4.00 | 8.80 | 37.97 | 18 | 3 | 42 | -0.24 |
| 0.72 | 38 | -24 | 236 | 35.49 | 40.00 | 11.90 | 640 | -4.10 | 12.20 | 38.83 | 209 | 64 | 139 | -0.30 |
| 0.65 | 300 | -33 | 1,852 | 35.35 | 33.40 | 10.50 | 650 | -5.25 | 15.85 | 38.94 | 342 | 15 | 189 | -0.36 |
| 0.59 | 582 | 237 | 6,469 | 35.33 | 27.55 | 9.70 | 660 | -7.45 | 19.00 | 37.24 | 356 | 49 | 122 | -0.42 |
| 0.52 | 330 | 170 | 1,796 | 35.87 | 22.75 | 8.30 | 670 | -17.50 | 23.85 | 37.27 | 17 | 4 | 4 | -0.48 |
| 0.45 | 199 | 147 | 750 | 35.70 | 18.20 | 7.10 | 680 | -16.05 | 30.90 | 39.74 | 9 | 3 | 3 | -0.54 |
|
|
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| 0.38 | 112 | 92 | 247 | 36.25 | 14.75 | 6.15 | 690 | 0.00 | 52.95 | - | 0 | 0 | 0 | - |
| 0.32 | 750 | 429 | 4,283 | 36.74 | 11.85 | 5.25 | 700 | -13.25 | 46.05 | 43.85 | 7 | 3 | 3 | -0.64 |
| 0.27 | 39 | 36 | 69 | 37.02 | 9.35 | 4.40 | 710 | 0.00 | 66.00 | - | 0 | 0 | 0 | - |
| 0.22 | 174 | 95 | 738 | 37.58 | 7.45 | 3.65 | 720 | 0.00 | 73.05 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 17.20 | 0.00 | 730 | 0.00 | 80.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.15 | 101 | 64 | 357 | 38.46 | 4.60 | 2.95 | 740 | 0.00 | 88.05 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 750 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 226 | 218 | 741 | 39.52 | 2.85 | 1.60 | 760 | 0.00 | 104.10 | - | 0 | 0 | 0 | - |
| 2,870 | 976 | |||||||||||||
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.
