JSWENERGY
Jsw Energy Limited
677.6
9.60 (1.44%)
Option Chain for JSWENERGY
11 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 | |
| - | 0 | 0 | 0 | - | 86.90 | 0.00 | 590 | -0.60 | 0.75 | 39.44 | 25 | -16 | 26 | -0.03 |
| 0.97 | 14 | -16 | 23 | 33.61 | 81.00 | 9.00 | 600 | -1.55 | 0.80 | 36.12 | 201 | 6 | 382 | -0.04 |
| - | 0 | 0 | 0 | - | 72.30 | 0.00 | 610 | -2.35 | 1.15 | 34.70 | 156 | 29 | 125 | -0.06 |
| 0.00 | 0 | 0 | 0 | 0.00 | 50.90 | 0.00 | 620 | -2.75 | 1.95 | 34.73 | 83 | -24 | 120 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 47.75 | 0.00 | 630 | -5.45 | 3.05 | 34.41 | 144 | 72 | 122 | -0.13 |
| 0.82 | 52 | -2 | 4 | 34.27 | 45.30 | -1.70 | 640 | -4.35 | 4.90 | 34.90 | 51 | -6 | 146 | -0.18 |
| 0.78 | 235 | 0 | 77 | 31.36 | 36.40 | 4.30 | 650 | -5.55 | 7.40 | 35.29 | 87 | -3 | 222 | -0.25 |
| 0.69 | 379 | -49 | 192 | 32.90 | 30.00 | 4.05 | 660 | -6.15 | 10.80 | 35.98 | 109 | 5 | 146 | -0.32 |
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| 0.61 | 211 | -57 | 981 | 32.85 | 23.75 | 3.20 | 670 | -6.10 | 14.85 | 36.33 | 183 | 20 | 112 | -0.40 |
| 0.52 | 579 | -24 | 1,325 | 33.68 | 18.85 | 2.55 | 680 | -7.40 | 19.90 | 37.04 | 147 | 30 | 82 | -0.48 |
| 0.44 | 325 | -101 | 559 | 33.84 | 14.45 | 1.50 | 690 | -5.90 | 27.80 | 41.54 | 4 | 1 | 8 | -0.55 |
| 0.36 | 804 | 35 | 1,446 | 33.99 | 10.85 | 1.55 | 700 | 0.00 | 40.60 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.29 | 139 | 59 | 802 | 34.38 | 8.10 | 0.90 | 710 | 0.00 | 66.00 | - | 0 | 0 | 0 | - |
| 0.23 | 146 | 5 | 301 | 35.10 | 6.10 | 1.00 | 720 | 0.00 | 73.05 | - | 0 | 0 | 0 | - |
| 0.17 | 21 | 0 | 61 | 34.77 | 4.20 | 0.65 | 730 | 0.00 | 80.40 | - | 0 | 0 | 0 | - |
| 0.13 | 379 | 81 | 332 | 35.15 | 3.00 | 0.50 | 740 | 0.00 | 88.05 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 13.53 | 12.80 | 0.00 | 750 | 0.00 | 95.95 | - | 0 | 0 | 0 | - |
| 0.07 | 283 | 27 | 372 | 36.51 | 1.60 | 0.25 | 760 | 0.00 | 104.10 | - | 0 | 0 | 0 | - |
| 3,567 | 1,491 | |||||||||||||
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.
