LAURUSLABS
Laurus Labs Limited
586.7
16.10 (2.82%)
Option Chain for LAURUSLABS
27 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1700 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 47.10 | 0.00 | 480 | -0.30 | 0.75 | 37.32 | 124 | 97 | 113 | -0.03 |
| - | 0 | 0 | 0 | - | 77.05 | 0.00 | 490 | -0.30 | 1.25 | 37.70 | 70 | 51 | 58 | -0.04 |
| - | 9 | 3 | 7 | - | 90.15 | 15.15 | 500 | -1.10 | 1.25 | 34.40 | 202 | 55 | 173 | -0.05 |
| - | 0 | 0 | 0 | - | 62.55 | 0.00 | 510 | -1.45 | 1.65 | 33.09 | 89 | 9 | 43 | -0.06 |
| 0.00 | 0 | 1 | 0 | 0.00 | 56.00 | 0.00 | 520 | -1.95 | 2.30 | 32.24 | 221 | 0 | 135 | -0.08 |
| 0.95 | 2 | 0 | 1 | 22.29 | 63.00 | 19.00 | 530 | -2.85 | 3.15 | 31.31 | 340 | 41 | 452 | -0.11 |
| 0.90 | 33 | 1 | 10 | 25.01 | 54.60 | 14.60 | 540 | -3.25 | 4.40 | 30.68 | 456 | 130 | 261 | -0.15 |
| 0.84 | 71 | 8 | 36 | 25.88 | 46.50 | 10.00 | 550 | -4.05 | 6.25 | 30.46 | 430 | 99 | 318 | -0.20 |
| 0.77 | 146 | 6 | 90 | 26.79 | 39.20 | 10.00 | 560 | -4.90 | 8.50 | 29.99 | 389 | 23 | 235 | -0.25 |
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| 0.70 | 259 | 97 | 1,146 | 27.20 | 32.45 | 8.95 | 570 | -6.05 | 11.75 | 30.17 | 454 | 51 | 254 | -0.32 |
| 0.62 | 563 | 145 | 1,708 | 27.59 | 26.50 | 8.00 | 580 | -6.80 | 15.50 | 30.04 | 666 | 129 | 319 | -0.39 |
| 0.54 | 682 | 376 | 1,650 | 27.95 | 21.35 | 7.35 | 590 | -8.05 | 20.25 | 30.30 | 393 | 170 | 216 | -0.46 |
| 0.46 | 810 | 360 | 2,594 | 27.69 | 16.55 | 6.00 | 600 | -8.65 | 25.60 | 30.38 | 280 | 102 | 182 | -0.53 |
| 0.38 | 225 | 107 | 437 | 27.62 | 12.65 | 4.70 | 610 | -13.25 | 31.75 | 30.61 | 82 | 39 | 91 | -0.60 |
| 0.31 | 482 | 64 | 1,059 | 27.83 | 9.65 | 3.90 | 620 | -3.15 | 38.65 | 31.01 | 71 | 31 | 34 | -0.67 |
| 0.25 | 90 | 53 | 409 | 27.85 | 7.15 | 2.80 | 630 | -35.05 | 47.20 | 33.22 | 52 | 20 | 20 | -0.71 |
| 0.20 | 294 | 161 | 771 | 28.37 | 5.45 | 2.40 | 640 | -85.95 | 56.05 | 35.43 | 13 | 11 | 11 | -0.74 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 650 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.12 | 175 | 166 | 661 | 29.30 | 3.10 | 1.35 | 660 | 0.00 | 160.30 | - | 0 | 0 | 0 | - |
| 3,841 | 2,915 | |||||||||||||
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.
