LT
Larsen & Toubro Ltd.
3483.5
-22.40 (-0.64%)
Option Chain for LT
21 Nov 2024 04:01 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 150 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 941.10 | 0.00 | 2800 | 0.20 | 0.45 | - | 1 | 0 | 70 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2850 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 848.20 | 0.00 | 2900 | -0.10 | 0.80 | - | 10 | -7 | 122 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 675.00 | 0.00 | 3000 | -0.10 | 0.75 | 47.81 | 135 | 11 | 542 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 758.60 | 0.00 | 3050 | 0.00 | 8.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 430.00 | 0.00 | 3100 | -0.60 | 1.60 | 43.15 | 493 | 4 | 643 | -0.02 |
- | 0 | 0 | 0 | - | 666.45 | 0.00 | 3150 | -0.20 | 2.35 | 40.75 | 12 | -2 | 333 | -0.03 |
0.97 | 183 | -22 | 37 | 34.02 | 298.00 | -16.80 | 3200 | -0.60 | 2.90 | 37.00 | 1,230 | -38 | 723 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 392.00 | 0.00 | 3250 | -0.10 | 4.10 | 34.00 | 1,156 | 128 | 566 | -0.06 |
- | 317 | -24 | 78 | - | 191.65 | -29.35 | 3300 | 0.10 | 6.15 | 31.24 | 3,720 | 193 | 1,935 | -0.09 |
- | 152 | -18 | 95 | - | 145.05 | -30.20 | 3350 | 0.55 | 9.75 | 28.73 | 4,003 | 371 | 1,553 | -0.14 |
0.89 | 480 | 71 | 986 | 16.85 | 101.05 | -30.35 | 3400 | 0.75 | 15.45 | 26.00 | 6,097 | -326 | 2,037 | -0.21 |
0.68 | 620 | 353 | 3,772 | 20.92 | 67.65 | -23.30 | 3450 | 3.40 | 27.50 | 24.65 | 5,368 | 275 | 1,011 | -0.34 |
0.49 | 1,785 | 584 | 10,192 | 20.37 | 37.70 | -19.80 | 3500 | 6.35 | 47.50 | 23.77 | 7,583 | 21 | 2,061 | -0.50 |
0.30 | 2,207 | 98 | 8,642 | 20.07 | 18.05 | -14.45 | 3550 | 14.55 | 81.00 | 25.74 | 1,460 | -160 | 1,037 | -0.66 |
0.16 | 8,067 | 1,013 | 9,502 | 20.73 | 8.25 | -8.05 | 3600 | 18.60 | 116.55 | 24.84 | 898 | -201 | 3,194 | -0.80 |
0.08 | 5,506 | -205 | 3,811 | 22.12 | 4.00 | -4.00 | 3650 | 27.00 | 168.45 | 33.20 | 118 | 5 | 932 | -0.82 |
0.04 | 9,008 | -317 | 5,386 | 23.49 | 1.95 | -1.90 | 3700 | 25.00 | 213.60 | 35.27 | 96 | -51 | 899 | -0.87 |
0.03 | 2,911 | -178 | 1,078 | 25.87 | 1.25 | -0.75 | 3750 | 35.50 | 279.00 | 54.62 | 2 | 0 | 206 | -0.81 |
0.02 | 3,679 | -438 | 2,153 | 29.90 | 1.25 | -0.20 | 3800 | 14.60 | 306.00 | 35.49 | 9 | -6 | 655 | -0.95 |
0.02 | 1,099 | -151 | 746 | 33.80 | 1.25 | 0.10 | 3850 | 0.00 | 330.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,095 | -111 | 638 | 36.64 | 1.05 | 0.00 | 3900 | 0.00 | 360.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 275 | -32 | 98 | 37.39 | 0.60 | -0.25 | 3950 | 0.00 | 369.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 1,524 | -249 | 555 | 40.73 | 0.60 | 0.05 | 4000 | 19.00 | 508.85 | 59.39 | 4 | -1 | 342 | -0.94 |
|
||||||||||||||
0.01 | 722 | 1 | 224 | 44.82 | 0.70 | -0.05 | 4050 | 0.00 | 343.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 499 | -10 | 39 | 48.04 | 0.70 | 0.10 | 4100 | 0.00 | 456.75 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 236 | -10 | 41 | - | 0.40 | -0.20 | 4200 | 0.00 | 531.60 | - | 0 | 0 | 0 | - |
40,365 | 18,861 |
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.