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

913.3 -1.15 (-0.13%)

Option Chain for JSWSTEEL

27 Dec 2024 04:10 PM 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 - 202.25 0.00 780 -0.90 1.35 31.64 400 327 328 -0.04
0.00 0 0 0 0.00 0.00 0.00 790 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 184.55 0.00 800 -0.55 2.10 30.31 419 82 284 -0.06
- 0 0 0 - 159.40 159.40 810 5.10 5.10 11.43 0 0 0 -0.00
- 0 0 0 - 167.50 0.00 820 -0.60 3.00 28.42 95 45 67 -0.08
- 0 0 0 - 142.10 0.00 830 0.00 7.55 9.62 0 0 0 -0.00
- 0 0 0 - 151.10 0.00 840 -0.70 4.65 27.14 180 24 73 -0.12
0.91 7 5 6 20.87 74.50 -10.50 850 -0.50 5.95 26.79 377 44 299 -0.15
0.83 9 9 13 25.16 68.60 -66.90 860 -0.50 7.35 26.17 475 185 244 -0.18
0.74 0 0 1 32.59 67.20 -42.80 870 -0.50 9.15 25.68 190 30 76 -0.22
0.75 103 103 115 23.65 52.10 -68.65 880 -0.05 11.35 25.24 245 40 160 -0.26
0.70 5 3 6 23.43 44.90 -10.20 890 -0.45 14.15 24.98 185 43 140 -0.31
0.65 189 51 229 23.58 38.60 -1.60 900 -0.75 16.90 24.20 624 9 706 -0.35
0.59 108 54 315 23.03 32.15 -2.10 910 -0.65 20.95 24.17 688 180 270 -0.41
0.53 414 101 1,182 23.14 27.00 -1.80 920 -0.90 25.10 23.71 1,113 144 508 -0.47
0.47 517 171 1,053 22.84 22.00 -1.65 930 -0.50 30.80 24.13 457 38 485 -0.53
0.41 656 64 721 22.58 17.65 -1.90 940 -0.55 35.95 23.52 218 43 637 -0.59
0.35 456 46 472 22.80 14.40 -1.35 950 0.05 42.35 23.53 193 35 509 -0.65
0.29 275 60 411 22.64 11.30 -1.70 960 -1.10 49.00 23.27 41 21 136 -0.70
0.25 169 38 311 22.92 9.10 -1.20 970 -3.80 53.35 19.66 6 3 59 -0.79
0.21 266 32 378 23.27 7.35 -1.10 980 -6.00 59.00 15.41 10 0 70 -0.90
0.17 221 149 371 23.31 5.70 -1.25 990 1.15 68.25 15.74 2 0 41 -0.93
0.14 1,023 173 1,004 23.56 4.50 -1.10 1000 -1.00 81.00 23.18 101 45 323 -0.87
0.12 93 36 138 24.01 3.65 -0.90 1010 49.85 86.65 10.19 13 7 10 -1.00
0.09 197 72 240 24.32 2.90 -0.75 1020 0.00 97.00 0.00 0 2 0 0.00
0.08 63 38 89 24.76 2.35 -0.70 1030 0.00 89.85 - 0 0 0 -
0.06 100 40 184 25.16 1.90 -0.70 1040 0.00 95.85 - 0 0 0 -
0.05 248 21 327 25.77 1.60 -0.55 1050 0.00 118.00 0.00 0 0 0 0.00
0.05 26 24 58 27.24 1.60 -0.30 1060 0.00 122.80 0.00 0 1 0 0.00
0.00 0 0 0 0.00 2.75 0.00 1070 0.00 119.65 - 0 0 0 -
0.03 19 14 28 27.64 1.00 -2.10 1080 0.00 123.90 - 0 0 0 -
0.00 0 0 0 13.87 13.60 0.00 1090 0.00 135.80 - 0 0 0 -
0.02 266 43 168 28.22 0.65 -0.50 1100 0.00 139.05 - 0 0 0 -
0.00 0 0 0 15.87 10.60 0.00 1110 0.00 152.55 - 0 0 0 -
0.00 0 0 0 16.38 18.60 0.00 1120 0.00 154.80 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1130 0.00 0.00 0.00 0 0 0 0.00
0.02 3 0 2 32.15 0.55 0.00 1140 0.00 171.20 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1150 0.00 0.00 0.00 0 0 0 0.00
0.01 4 0 1 32.36 0.35 0.00 1160 0.00 188.05 - 0 0 0 -
5,437 5,425
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.