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[--[65.84.65.76]--]
LAURUSLABS
Laurus Labs Limited

559.2 -13.34 (-2.33%)

Option Chain for LAURUSLABS

20 Dec 2024 04:12 PM IST

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

Call
Put

Lot Size : 1700

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 78.40 0.00 400 -0.05 0.05 - 6 -1 32 -
0.00 0 0 0 0.00 0.00 0.00 410 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 63.70 0.00 420 -0.05 0.10 - 1 0 2 -
0.00 0 0 0 0.00 72.00 0.00 430 0.00 0.15 - 3 0 3 -
0.00 0 0 0 0.00 50.75 0.00 440 0.00 3.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 122.50 0.00 450 0.00 0.20 0.00 0 2 0 0.00
0.00 0 0 0 0.00 111.85 0.00 460 0.05 0.20 - 10 -5 54 -
0.00 0 0 0 0.00 43.45 0.00 470 -0.05 0.15 - 1 0 126 -
0.00 0 0 0 0.00 103.00 0.00 480 -0.05 0.15 52.90 15 -14 269 -0.01
- 14 0 1 - 83.35 -6.65 490 -0.20 0.30 51.86 6 -2 241 -0.02
- 118 -12 23 - 59.25 -15.25 500 -0.05 0.35 46.21 215 -68 395 -0.03
0.00 0 -1 0 0.00 58.50 0.00 510 0.00 0.60 43.48 89 -18 263 -0.05
0.81 87 -1 3 69.92 45.00 -2.00 520 0.05 0.60 35.99 100 -23 276 -0.05
0.86 119 -4 9 39.90 31.45 -13.55 530 0.15 0.95 31.74 117 -5 306 -0.09
0.76 123 -5 18 40.30 23.55 -12.45 540 0.65 1.95 29.47 350 -17 382 -0.17
0.69 309 -9 34 27.00 13.25 -13.10 550 1.70 4.05 27.80 545 87 572 -0.31
0.49 310 -20 615 26.02 7.15 -10.60 560 3.85 8.15 27.49 967 -42 656 -0.50
0.31 582 -266 1,438 28.13 3.90 -7.10 570 7.10 14.60 28.67 860 -59 472 -0.69
0.18 864 20 1,778 30.57 2.15 -4.20 580 9.90 22.75 30.84 511 -63 339 -0.81
0.10 604 -8 422 32.57 1.15 -2.55 590 9.95 29.85 - 117 -9 287 -
0.07 1,296 -109 669 37.02 0.85 -1.40 600 5.50 34.10 - 39 -4 172 -
0.05 354 -16 258 40.50 0.60 -0.70 610 5.80 42.50 - 9 -3 47 -
0.04 939 -18 261 44.05 0.45 -0.55 620 3.00 59.00 - 2 -1 28 -
0.03 717 -21 132 48.58 0.40 -0.40 630 0.00 57.50 0.00 0 0 0 0.00
0.02 431 -25 73 48.47 0.20 -0.30 640 8.15 74.10 - 3 -1 20 -
0.00 0 0 0 0.00 0.00 0.00 650 0.00 0.00 0.00 0 0 0 0.00
- 260 -26 39 - 0.10 -0.05 660 0.00 87.40 0.00 0 0 0 0.00
7,127 4,942
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.