OFSS
Oracle Fin Serv Soft Ltd.
12247.55
-582.85 (-4.54%)
Option Chain for OFSS
20 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 50 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 20 | 0 | 2 | - | 3215.00 | -236.70 | 9000 | 0.40 | 7.00 | - | 4 | -1 | 128 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 9250 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| - | 0 | 0 | 0 | - | 2233.15 | 0.00 | 9500 | -6.80 | 3.00 | - | 1 | 0 | 3 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 2465.00 | 0.00 | 9750 | 0.00 | 7.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 1879.70 | 0.00 | 10000 | 2.50 | 10.40 | - | 97 | 12 | 257 | - |
| - | 0 | 0 | 0 | - | 1190.80 | 0.00 | 10250 | 0.00 | 7.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 57 | 3 | 12 | - | 1801.00 | -137.90 | 10500 | 6.80 | 16.50 | - | 561 | -16 | 348 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 1117.90 | 0.00 | 10750 | 9.45 | 19.90 | 64.63 | 203 | -20 | 263 | -0.05 |
| - | 50 | -3 | 4 | - | 1538.00 | -0.15 | 11000 | 9.50 | 22.50 | 57.18 | 1,483 | -125 | 857 | -0.06 |
| - | 54 | -11 | 26 | - | 1043.10 | -539.25 | 11250 | 13.35 | 26.00 | 49.71 | 673 | -16 | 294 | -0.07 |
| - | 167 | 16 | 51 | - | 702.90 | -665.35 | 11500 | 22.35 | 39.95 | 45.31 | 2,386 | -45 | 1,117 | -0.11 |
| - | 300 | -13 | 171 | - | 518.90 | -606.10 | 11750 | 45.40 | 72.35 | 43.14 | 2,118 | -143 | 440 | -0.19 |
| - | 535 | 23 | 483 | - | 287.95 | -542.05 | 12000 | 74.15 | 116.75 | 39.25 | 5,940 | -196 | 1,507 | -0.29 |
| 0.59 | 490 | 200 | 1,131 | 19.92 | 162.55 | -441.85 | 12250 | 156.50 | 226.50 | 41.39 | 4,583 | 72 | 700 | -0.45 |
| 0.31 | 1,645 | 166 | 6,447 | 31.22 | 94.00 | -326.00 | 12500 | 293.10 | 419.55 | 50.71 | 5,094 | -16 | 1,384 | -0.58 |
| 0.19 | 1,146 | 274 | 6,434 | 35.64 | 57.95 | -214.70 | 12750 | 364.40 | 593.20 | 52.38 | 1,515 | -154 | 339 | -0.68 |
| 0.12 | 3,518 | 639 | 17,349 | 39.78 | 37.45 | -143.35 | 13000 | 480.85 | 870.30 | 69.87 | 566 | 28 | 327 | -0.71 |
| 0.09 | 742 | -47 | 3,428 | 41.70 | 27.15 | -91.85 | 13250 | 458.55 | 1023.45 | 60.93 | 23 | -13 | 62 | -0.81 |
| 0.06 | 1,273 | -92 | 3,817 | 45.90 | 19.55 | -54.45 | 13500 | 112.95 | 890.95 | - | 6 | 0 | 64 | - |
| 0.05 | 340 | 32 | 1,513 | 50.06 | 14.80 | -27.45 | 13750 | -259.90 | 1050.20 | - | 20 | 17 | 25 | - |
| 0.03 | 967 | -212 | 2,714 | 53.47 | 10.85 | -21.20 | 14000 | -301.05 | 1257.60 | - | 4 | 0 | 1 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 14250 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 364 | -86 | 1,369 | - | 9.10 | -9.90 | 14500 | 0.00 | 3207.65 | - | 0 | 0 | 0 | - |
| 11,668 | 8,116 | |||||||||||||
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.
