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

572.75 0.85 (0.15%)

Option Chain for LAURUSLABS

11 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 0.00 105.00 0.00 450 0.05 0.25 - 6 -1 50 -
0.00 0 0 0 0.00 111.85 0.00 460 -0.10 0.25 49.90 3 0 69 -0.01
0.00 0 0 0 0.00 43.45 0.00 470 0.00 0.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 103.00 0.00 480 0.05 0.45 45.32 4 -2 303 -0.02
0.00 0 0 0 0.00 90.00 0.00 490 -0.15 0.45 40.87 17 6 250 -0.02
0.00 0 -1 0 0.00 71.00 0.00 500 -0.20 0.70 39.45 106 10 608 -0.04
0.00 0 -2 0 0.00 66.50 0.00 510 -0.35 0.90 36.60 36 4 328 -0.05
0.00 0 2 0 0.00 55.00 0.00 520 -0.80 1.15 33.56 148 29 368 -0.07
0.00 0 -9 0 0.00 44.80 0.00 530 -0.95 1.80 32.03 208 -42 482 -0.10
0.82 150 -25 105 35.16 38.85 0.85 540 -1.25 2.90 30.89 600 33 537 -0.15
0.75 401 4 106 33.90 30.80 0.50 550 -1.55 4.60 29.86 518 21 641 -0.22
0.66 355 14 169 33.55 23.85 1.25 560 -2.00 7.25 29.25 728 23 571 -0.32
0.57 655 17 524 31.35 17.00 -0.10 570 -2.25 11.00 28.81 485 34 504 -0.43
0.46 775 16 1,119 31.22 12.10 -0.20 580 -2.40 16.20 29.00 463 64 426 -0.55
0.36 538 -12 600 31.87 8.60 -0.15 590 -2.45 22.70 29.59 94 3 331 -0.66
0.27 1,397 33 871 32.66 6.05 -0.25 600 -3.75 29.30 27.83 33 2 194 -0.77
0.20 344 29 416 33.44 4.20 -0.20 610 -8.45 38.55 31.40 6 0 36 -0.82
0.15 907 47 304 34.64 3.00 -0.05 620 -2.45 46.70 29.49 18 0 22 -0.89
0.11 714 162 302 35.83 2.15 -0.05 630 -3.20 56.45 32.80 5 3 19 -0.91
0.08 742 74 227 36.42 1.45 -0.05 640 0.00 69.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 650 0.00 0.00 0.00 0 0 0 0.00
0.04 358 -12 110 37.63 0.65 -0.05 660 0.00 87.40 0.00 0 0 0 0.00
7,336 5,739
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.