LODHA
Macrotech Developers Ltd
1369.7
-1.40 (-0.10%)
Option Chain for LODHA
05 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 450 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 209.20 | 0.00 | 1080 | -0.10 | 0.75 | 47.16 | 15 | 2 | 15 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 176.15 | 0.00 | 1120 | -2.40 | 2.50 | 50.31 | 2 | 0 | 1 | -0.04 |
- | 0 | 0 | 0 | - | 160.60 | 0.00 | 1140 | 0.00 | 21.60 | 19.79 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 145.85 | 0.00 | 1160 | -23.55 | 3.20 | 45.18 | 129 | 48 | 48 | -0.05 |
- | 0 | 0 | 0 | - | 131.75 | 0.00 | 1180 | -1.75 | 3.00 | 40.98 | 2,224 | 28 | 53 | -0.05 |
- | 0 | 0 | 0 | - | 118.55 | 0.00 | 1200 | -2.35 | 4.55 | 41.16 | 1,393 | 20 | 204 | -0.07 |
0.00 | 0 | 0 | 0 | 0.00 | 120.00 | 0.00 | 1220 | 0.00 | 46.75 | 13.27 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 94.70 | 0.00 | 1240 | -1.65 | 8.65 | 40.31 | 23 | 0 | 94 | -0.13 |
0.00 | 0 | 7 | 0 | 0.00 | 109.95 | 0.00 | 1260 | -3.75 | 11.05 | 39.16 | 64 | 9 | 84 | -0.16 |
0.00 | 0 | -3 | 0 | 0.00 | 120.40 | 0.00 | 1280 | -2.85 | 15.15 | 39.21 | 39 | -2 | 24 | -0.20 |
0.76 | 245 | -3 | 76 | 37.31 | 96.70 | -6.65 | 1300 | -2.95 | 19.80 | 38.82 | 302 | -48 | 217 | -0.25 |
0.73 | 89 | 0 | 18 | 30.82 | 75.55 | -15.35 | 1320 | -2.50 | 25.55 | 38.51 | 117 | -34 | 65 | -0.30 |
0.64 | 102 | -17 | 145 | 36.47 | 69.00 | -9.00 | 1340 | -1.85 | 33.70 | 38.96 | 156 | -4 | 56 | -0.36 |
0.58 | 194 | -45 | 839 | 36.16 | 57.10 | -7.20 | 1360 | -1.70 | 41.30 | 38.50 | 353 | 26 | 101 | -0.42 |
0.51 | 189 | 57 | 835 | 36.42 | 47.25 | -6.10 | 1380 | -1.85 | 51.55 | 38.88 | 46 | 9 | 19 | -0.48 |
|
||||||||||||||
0.45 | 391 | -47 | 2,602 | 36.14 | 38.00 | -6.90 | 1400 | -37.70 | 77.00 | 49.95 | 10 | 3 | 7 | -0.53 |
0.38 | 84 | 50 | 259 | 36.21 | 30.50 | -6.30 | 1420 | -87.75 | 79.45 | 42.60 | 3 | 1 | 1 | -0.59 |
0.33 | 140 | 11 | 508 | 36.64 | 24.60 | -5.25 | 1440 | 0.00 | 183.00 | - | 0 | 0 | 0 | - |
0.27 | 14 | -2 | 67 | 35.77 | 18.30 | -6.25 | 1460 | -82.70 | 116.65 | 51.12 | 3 | 1 | 1 | -0.66 |
0.21 | 6 | 4 | 28 | 34.23 | 12.55 | -7.20 | 1480 | 0.00 | 216.15 | - | 0 | 0 | 0 | - |
0.18 | 304 | -76 | 1,251 | 37.06 | 11.70 | -3.80 | 1500 | 0.00 | 233.40 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 10.99 | 12.05 | 0.00 | 1520 | 0.00 | 251.00 | - | 0 | 0 | 0 | - |
0.12 | 9 | 5 | 21 | 37.67 | 7.00 | -3.00 | 1540 | 0.00 | 268.95 | - | 0 | 0 | 0 | - |
0.09 | 5 | 5 | 15 | 37.84 | 5.30 | 0.00 | 1560 | 0.00 | 287.15 | - | 0 | 0 | 0 | - |
1,772 | 990 |
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.