MPHASIS
Mphasis Limited
2784.15
-5.10 (-0.18%)
Option Chain for MPHASIS
21 Nov 2024 02:23 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 275 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 675.75 | 0.00 | 2500 | -1.25 | 2.00 | 42.10 | 159 | -31 | 189 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 219.80 | 0.00 | 2550 | -0.60 | 3.50 | 39.70 | 152 | -23 | 105 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 247.95 | 0.00 | 2600 | -2.90 | 6.00 | 37.13 | 145 | -11 | 320 | -0.09 |
| - | 0 | 0 | 0 | - | 474.55 | 0.00 | 2650 | -3.80 | 11.25 | 35.54 | 100 | -6 | 68 | -0.15 |
| 0.77 | 62 | 2 | 35 | 30.19 | 99.15 | -15.35 | 2700 | -4.00 | 21.00 | 34.64 | 320 | -49 | 387 | -0.26 |
| 0.63 | 117 | 1 | 145 | 27.25 | 60.55 | -22.80 | 2750 | 1.00 | 41.00 | 36.69 | 354 | -24 | 161 | -0.40 |
| 0.45 | 365 | 61 | 659 | 29.91 | 38.50 | -11.50 | 2800 | -1.15 | 61.85 | 34.51 | 414 | -39 | 697 | -0.54 |
| 0.29 | 463 | -17 | 280 | 29.76 | 20.55 | -8.25 | 2850 | 4.10 | 95.95 | 36.39 | 141 | 3 | 264 | -0.67 |
| 0.17 | 856 | 31 | 677 | 30.78 | 10.95 | -4.40 | 2900 | 24.00 | 152.00 | 51.58 | 5 | -1 | 359 | -0.70 |
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| 0.10 | 327 | -37 | 611 | 32.28 | 5.90 | -2.65 | 2950 | 0.00 | 128.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 918 | 60 | 964 | 34.57 | 3.55 | -1.15 | 3000 | 66.00 | 231.00 | 50.79 | 15 | -8 | 147 | -0.85 |
| 0.04 | 275 | -49 | 267 | 37.44 | 2.40 | -0.75 | 3050 | 0.00 | 213.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 590 | -37 | 146 | 39.85 | 1.60 | -0.55 | 3100 | 0.00 | 339.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 135 | -21 | 44 | 43.71 | 1.35 | -0.30 | 3150 | 0.00 | 325.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 638 | -41 | 205 | 46.43 | 1.05 | 0.05 | 3200 | 0.00 | 324.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 40 | 0 | 2 | 51.39 | 1.20 | 0.15 | 3250 | 0.00 | 282.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 294 | -40 | 58 | - | 0.85 | -0.25 | 3300 | 0.00 | 379.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 2.85 | 0.00 | 3350 | 0.00 | 350.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 127 | -36 | 52 | - | 0.25 | -0.30 | 3400 | 0.00 | 380.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 58 | -3 | 6 | - | 0.40 | -0.60 | 3450 | 0.00 | 425.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 150 | 0 | 1 | - | 0.30 | 0.10 | 3500 | 0.00 | 448.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 5,415 | 2,697 | |||||||||||||
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.
