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[--[65.84.65.76]--]
JSWSTEEL
Jsw Steel Limited

935.5 -0.45 (-0.05%)

Option Chain for JSWSTEEL

14 Nov 2024 09:30 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 675

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 148.25 0.00 820 -0.05 0.85 37.28 3 -1 108 -0.03
0.00 0 0 0 0.00 0.00 0.00 830 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 132.95 0.00 840 0.15 1.40 34.65 2 0 195 -0.05
0.00 0 1 0 0.00 85.30 0.00 850 -0.05 1.60 32.68 60 -7 239 -0.06
0.00 0 0 0 0.00 96.60 0.00 860 -0.20 1.95 30.88 19 4 118 -0.07
0.00 0 1 0 0.00 70.55 0.00 870 -0.10 2.90 30.88 22 -7 143 -0.10
0.83 3 0 4 34.76 63.15 -14.10 880 -0.20 3.75 29.53 63 7 217 -0.13
0.00 0 7 0 0.00 56.65 0.00 890 -0.15 4.95 28.64 158 22 215 -0.17
0.74 123 33 40 33.86 47.40 2.65 900 -0.15 6.60 27.74 203 15 780 -0.22
0.00 0 6 0 0.00 44.00 0.00 910 -0.05 8.95 27.27 138 15 169 -0.28
0.65 63 -9 17 26.02 28.85 -1.60 920 -0.15 11.60 26.27 148 3 348 -0.35
0.58 217 3 117 25.35 22.70 -1.45 930 0.15 15.65 26.28 172 26 353 -0.43
0.49 274 3 325 25.29 17.35 -1.50 940 -0.15 20.20 26.17 238 36 451 -0.50
0.41 389 50 233 25.19 13.20 -1.20 950 0.20 25.85 26.19 31 -5 452 -0.59
0.33 486 -9 397 25.60 10.15 -0.80 960 -0.95 31.65 24.42 39 -9 450 -0.68
0.26 476 0 231 26.12 7.55 -0.80 970 0.25 39.75 26.25 49 -34 216 -0.73
0.21 681 11 273 26.67 5.65 -0.75 980 0.00 48.15 0.00 0 -129 0 0.00
0.17 708 11 225 27.47 4.35 -0.70 990 -2.05 52.80 17.16 2 0 275 -0.94
0.13 1,634 18 103 28.81 3.50 -0.40 1000 -0.30 63.50 21.32 9 3 889 -0.94
0.11 634 5 39 29.58 2.75 -0.35 1010 0.00 71.35 0.00 0 -19 0 0.00
0.09 804 1 22 30.70 2.20 -0.30 1020 -2.00 80.00 - 23 0 162 -
0.07 1,013 6 65 31.55 1.80 -0.15 1030 0.00 99.65 0.00 0 -3 0 0.00
0.06 518 0 25 33.17 1.55 -0.10 1040 0.00 73.75 0.00 0 0 0 0.00
0.05 631 10 51 34.18 1.30 -0.10 1050 0.00 115.00 0.00 0 -1 0 0.00
0.05 353 -6 24 35.98 1.20 -0.05 1060 0.00 120.40 0.00 0 -5 0 0.00
0.04 1,289 22 41 36.81 1.00 -0.10 1070 0.00 86.45 0.00 0 0 0 0.00
0.00 0 -105 0 0.00 0.90 0.00 1080 0.00 84.30 0.00 0 0 0 0.00
0.00 0 -30 0 0.00 0.70 0.00 1090 0.00 93.70 0.00 0 0 0 0.00
0.02 424 -1 5 38.01 0.45 -0.10 1100 0.00 164.50 0.00 0 -4 0 0.00
0.02 197 0 4 39.08 0.40 0.00 1110 0.00 113.10 - 0 0 0 -
0.01 132 0 6 36.01 0.15 -0.15 1120 0.00 175.75 - 0 0 0 -
11,049 5,780
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.