KEI
Kei Industries Ltd.
4643.45
12.50 (0.27%)
Option Chain for KEI
12 Dec 2024 09:04 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 150 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 416.25 | 0.00 | 4000 | 0.00 | 4.50 | 42.23 | 116 | 42 | 181 | -0.03 |
| - | 0 | 0 | 0 | - | 348.85 | 0.00 | 4100 | 0.00 | 8.60 | 41.59 | 36 | -5 | 49 | -0.05 |
| - | 4 | 2 | 2 | - | 319.20 | 0.00 | 4200 | 0.00 | 17.60 | 42.29 | 135 | 43 | 78 | -0.09 |
| - | 9 | 3 | 3 | - | 293.95 | 0.00 | 4300 | 0.00 | 32.20 | 42.85 | 56 | 13 | 33 | -0.15 |
| - | 133 | -22 | 75 | - | 244.75 | 0.00 | 4400 | 0.00 | 57.30 | 44.51 | 513 | 81 | 178 | -0.23 |
| - | 437 | -40 | 930 | - | 175.00 | 0.00 | 4500 | 0.00 | 95.00 | 47.00 | 319 | 26 | 78 | -0.31 |
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|
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| 0.70 | 498 | -111 | 2,378 | 19.44 | 127.00 | 0.00 | 4600 | 0.00 | 142.50 | 49.30 | 36 | 22 | 25 | -0.40 |
| 0.50 | 245 | 54 | 472 | 24.94 | 90.00 | 0.00 | 4700 | 0.00 | 253.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.35 | 607 | 15 | 1,030 | 28.15 | 62.00 | 0.00 | 4800 | 0.00 | 330.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.19 | 8 | 8 | 11 | 24.17 | 24.00 | 0.00 | 4900 | 0.00 | 619.15 | - | 0 | 0 | 0 | - |
| 0.16 | 439 | 62 | 951 | 31.21 | 25.05 | 0.00 | 5000 | 0.00 | 512.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 73 | 12 | 133 | 34.92 | 11.30 | 0.00 | 5200 | 0.00 | 885.80 | - | 0 | 0 | 0 | - |
| 2,453 | 622 | |||||||||||||
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.
