OFSS
Oracle Fin Serv Soft Ltd.
11142.4
-26.65 (-0.24%)
Option Chain for OFSS
21 Nov 2024 02:43 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 100 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 2193.90 | 0.00 | 9000 | -5.00 | 4.05 | - | 4 | 1 | 264 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 2285.60 | 0.00 | 9250 | 0.00 | 20.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 2083.10 | 0.00 | 9500 | -10.90 | 7.55 | - | 20 | -3 | 182 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 1314.85 | 0.00 | 9750 | -11.30 | 17.70 | 59.26 | 17.5 | 0 | 84 | -0.05 |
| - | 12 | 2 | 1.5 | - | 1150.40 | -599.60 | 10000 | -17.05 | 20.95 | 52.04 | 228.5 | -61 | 896 | -0.06 |
| - | 8 | 0 | 2 | - | 906.70 | -270.90 | 10250 | -23.05 | 34.50 | 48.42 | 202.5 | -22 | 227 | -0.10 |
| 0.91 | 117 | 6 | 23.5 | 33.09 | 685.95 | -72.10 | 10500 | -29.45 | 57.20 | 44.83 | 585.5 | 69 | 1,125 | -0.15 |
| 0.79 | 43 | 4 | 16 | 34.80 | 480.65 | -42.00 | 10750 | -32.05 | 94.95 | 41.23 | 307 | 13 | 740 | -0.24 |
| 0.63 | 690 | 12 | 647 | 33.81 | 300.70 | -55.30 | 11000 | -36.00 | 168.10 | 39.54 | 916.5 | -47 | 1,260 | -0.38 |
| 0.45 | 466 | 37 | 825.5 | 34.69 | 175.75 | -40.60 | 11250 | 0.05 | 297.25 | 40.91 | 379 | 35 | 334 | -0.54 |
| 0.29 | 1,424 | 8 | 1,149 | 36.30 | 99.20 | -30.65 | 11500 | 14.85 | 474.85 | 44.27 | 236 | 9 | 966 | -0.67 |
| 0.18 | 867 | 177 | 816.5 | 39.31 | 58.90 | -15.60 | 11750 | -2.60 | 667.40 | 45.33 | 89 | -18 | 336 | -0.78 |
| 0.12 | 2,412 | -78 | 1,176 | 42.22 | 35.80 | -8.80 | 12000 | 149.85 | 902.15 | 52.12 | 43.5 | -20 | 333 | -0.83 |
| 0.07 | 600 | -28 | 301 | 44.97 | 22.15 | -3.55 | 12250 | 350.25 | 1148.45 | 60.55 | 5.5 | 3 | 61 | -0.86 |
| 0.05 | 929 | -51 | 321.5 | 48.25 | 15.00 | -2.00 | 12500 | 0.00 | 1260.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 282 | -35 | 97 | 50.97 | 9.95 | -2.50 | 12750 | 0.00 | 1408.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 78 | 0 | 10 | 53.32 | 11.25 | -0.40 | 12800 | NaN | NaN | - | 0 | 0 | 0 | - |
| - | 548 | -46 | 73 | - | 7.95 | -0.95 | 13000 | 0.00 | 1250.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
||||||||||||||
| 0.00 | 0 | 0 | 0 | 0.00 | 7.65 | 0.00 | 13250 | 0.00 | 2107.95 | - | 0 | 0 | 0 | - |
| - | 443 | -35 | 42 | - | 5.10 | -0.35 | 13500 | 0.00 | 2309.90 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 13750 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 45 | -6 | 5.5 | - | 3.50 | 0.00 | 14000 | 0.00 | 3141.50 | - | 0 | 0 | 0 | - |
| 8,964 | 6,808 | |||||||||||||
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.
