MPHASIS
Mphasis Limited
2786.2
-3.05 (-0.11%)
Option Chain for MPHASIS
21 Nov 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | -0.65 | 2.60 | 43.58 | 232 | -37 | 183 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 219.80 | 0.00 | 2550 | -0.35 | 3.75 | 39.66 | 213 | -62 | 66 | -0.06 |
0.00 | 0 | 0 | 0 | 0.00 | 247.95 | 0.00 | 2600 | -2.90 | 6.00 | 36.38 | 182 | -19 | 312 | -0.09 |
- | 0 | 0 | 0 | - | 474.55 | 0.00 | 2650 | -4.05 | 11.00 | 34.39 | 130 | -16 | 58 | -0.16 |
0.73 | 64 | 4 | 42 | 34.82 | 100.15 | -14.35 | 2700 | -4.55 | 20.45 | 33.05 | 369 | -54 | 382 | -0.26 |
0.59 | 110 | -6 | 183 | 33.89 | 66.60 | -16.75 | 2750 | -4.15 | 35.85 | 31.75 | 497 | -11 | 174 | -0.40 |
0.44 | 404 | 100 | 854 | 32.37 | 39.40 | -10.60 | 2800 | -4.65 | 58.35 | 30.13 | 499 | -39 | 697 | -0.57 |
0.28 | 442 | -38 | 363 | 30.14 | 19.25 | -9.55 | 2850 | -4.00 | 87.85 | 27.25 | 155 | -1 | 260 | -0.75 |
0.16 | 799 | -26 | 886 | 30.36 | 9.45 | -5.90 | 2900 | 0.00 | 128.00 | 26.14 | 6 | -1 | 359 | -0.88 |
0.09 | 325 | -39 | 685 | 31.79 | 4.95 | -3.60 | 2950 | 47.35 | 175.60 | 29.35 | 1 | 0 | 76 | -0.93 |
0.05 | 924 | 66 | 1,092 | 33.77 | 2.80 | -1.90 | 3000 | 66.00 | 231.00 | 44.59 | 15 | -8 | 147 | -0.89 |
0.03 | 289 | -35 | 302 | 35.99 | 1.70 | -1.45 | 3050 | 0.00 | 213.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 587 | -40 | 183 | 39.34 | 1.30 | -0.85 | 3100 | 0.00 | 339.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 133 | -23 | 45 | 40.76 | 1.00 | -0.65 | 3150 | 0.00 | 325.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 633 | -46 | 222 | 47.22 | 1.05 | 0.05 | 3200 | 0.00 | 324.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 40 | 0 | 2 | 51.56 | 1.20 | 0.15 | 3250 | 0.00 | 282.60 | 0.00 | 0 | 0 | 0 | 0.00 |
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- | 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 |
- | 125 | -38 | 82 | - | 0.30 | -0.25 | 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 |
- | 148 | -2 | 3 | - | 0.30 | 0.10 | 3500 | 0.00 | 448.75 | 0.00 | 0 | 0 | 0 | 0.00 |
5,375 | 2,714 |
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.