LUPIN
Lupin Limited
2043
4.80 (0.24%)
Option Chain for LUPIN
21 Nov 2024 04:02 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 425 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 439.20 | 0.00 | 1800 | 0.10 | 0.60 | 42.46 | 45 | -3 | 303 | -0.01 |
- | 0 | 0 | 0 | - | 398.50 | 0.00 | 1820 | 0.00 | 7.55 | 21.81 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 404.50 | 0.00 | 1840 | 1.00 | 2.15 | 44.66 | 6 | 0 | 30 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 170.00 | 0.00 | 1860 | -0.10 | 1.80 | 39.51 | 225 | 20 | 109 | -0.04 |
- | 0 | 0 | 0 | - | 370.90 | 0.00 | 1880 | -0.45 | 2.45 | 38.15 | 206 | 6 | 140 | -0.05 |
0.00 | 0 | -1 | 0 | 0.00 | 148.95 | 0.00 | 1900 | -0.80 | 3.05 | 36.01 | 402 | -65 | 618 | -0.07 |
0.00 | 0 | 0 | 0 | 0.00 | 247.40 | 0.00 | 1920 | -1.35 | 4.10 | 34.44 | 284 | -2 | 120 | -0.09 |
- | 5 | 0 | 1 | - | 104.00 | -0.60 | 1940 | -1.70 | 5.50 | 32.80 | 456 | 24 | 193 | -0.12 |
0.91 | 21 | -4 | 18 | 22.64 | 87.30 | -12.75 | 1960 | -2.15 | 7.30 | 30.98 | 486 | -11 | 174 | -0.16 |
0.75 | 21 | -2 | 11 | 36.09 | 80.50 | -1.50 | 1980 | -2.95 | 10.35 | 29.88 | 319 | -3 | 171 | -0.21 |
0.73 | 409 | -24 | 484 | 26.59 | 57.30 | 3.20 | 2000 | -3.95 | 14.50 | 28.74 | 1,430 | -32 | 1,250 | -0.28 |
0.65 | 221 | 13 | 706 | 24.63 | 41.80 | 2.45 | 2020 | -5.00 | 19.95 | 27.48 | 837 | -13 | 292 | -0.37 |
0.54 | 475 | 1 | 1,466 | 23.46 | 28.95 | 0.85 | 2040 | -6.15 | 27.65 | 26.68 | 926 | 7 | 417 | -0.47 |
0.42 | 648 | -18 | 1,624 | 24.00 | 20.30 | 1.25 | 2060 | -6.90 | 39.00 | 27.30 | 393 | -3 | 202 | -0.57 |
0.31 | 341 | 14 | 993 | 24.42 | 13.70 | -0.40 | 2080 | -5.75 | 53.05 | 28.66 | 166 | -10 | 201 | -0.66 |
0.23 | 1,359 | 20 | 2,362 | 25.28 | 9.35 | -0.45 | 2100 | -7.20 | 65.80 | 26.97 | 74 | -6 | 484 | -0.76 |
0.16 | 789 | -157 | 1,391 | 25.54 | 5.90 | -0.75 | 2120 | -1.90 | 89.00 | 35.82 | 4 | 0 | 306 | -0.76 |
0.11 | 1,207 | 11 | 1,105 | 26.65 | 4.05 | -0.80 | 2140 | -3.25 | 103.10 | 33.24 | 40 | -2 | 482 | -0.83 |
0.09 | 1,123 | -12 | 674 | 28.56 | 3.15 | -0.50 | 2160 | -3.75 | 122.00 | 35.90 | 29 | -5 | 219 | -0.86 |
0.06 | 552 | -46 | 492 | 29.30 | 2.10 | -0.40 | 2180 | 0.15 | 140.00 | 36.43 | 12 | -3 | 333 | -0.89 |
0.05 | 2,786 | -58 | 1,458 | 31.36 | 1.75 | -0.20 | 2200 | 1.40 | 167.10 | 51.97 | 26 | -7 | 535 | -0.84 |
0.04 | 728 | 18 | 259 | 32.58 | 1.30 | -0.10 | 2220 | -12.00 | 173.00 | - | 14 | 2 | 195 | - |
0.03 | 285 | -35 | 68 | 33.92 | 1.00 | -0.30 | 2240 | 0.00 | 214.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 211 | -8 | 25 | 36.94 | 1.05 | -0.05 | 2260 | -22.20 | 200.00 | - | 1 | 0 | 49 | - |
0.02 | 119 | -10 | 24 | 37.95 | 0.85 | -0.55 | 2280 | 0.00 | 175.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,106 | -80 | 246 | 40.55 | 0.80 | -0.05 | 2300 | 0.00 | 269.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 122 | 0 | 1 | 41.67 | 0.70 | -0.10 | 2320 | 0.00 | 165.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 78 | -2 | 62 | 43.73 | 0.60 | -0.10 | 2340 | 0.00 | 189.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 172 | -7 | 9 | 43.86 | 0.45 | -0.30 | 2360 | 0.00 | 186.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 116 | -6 | 23 | 51.18 | 0.90 | 0.40 | 2380 | 0.00 | 192.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 491 | -29 | 58 | 46.55 | 0.30 | -0.10 | 2400 | 0.00 | 246.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.80 | 0.00 | 2420 | 0.00 | 246.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 66 | 0 | 1 | 50.35 | 0.30 | 0.10 | 2440 | 0.00 | 269.60 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 1.45 | 0.00 | 2460 | 0.00 | 277.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1.10 | 0.00 | 2480 | 0.00 | 313.30 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 556 | -12 | 24 | - | 0.40 | 0.05 | 2500 | 0.00 | 309.90 | 0.00 | 0 | 0 | 0 | 0.00 |
|
||||||||||||||
0.00 | 0 | -2 | 0 | 0.00 | 0.20 | 0.00 | 2520 | 0.00 | 329.95 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2540 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 110 | -1 | 2 | - | 0.10 | 0.05 | 2560 | 0.00 | 361.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2580 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 371 | -7 | 10 | - | 0.05 | 0.00 | 2600 | 0.00 | 394.60 | 0.00 | 0 | 0 | 0 | 0.00 |
14,488 | 6,823 |
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.