OFSS
Oracle Fin Serv Soft Ltd.
11518.15
94.85 (0.83%)
Option Chain for OFSS
08 Nov 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 100 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 2939.50 | 0.00 | 8500 | -10.00 | 5.50 | - | 0.5 | 0 | 20 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 8750 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 2193.90 | 0.00 | 9000 | 0.50 | 14.00 | 56.00 | 6.5 | -2 | 421 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 2285.60 | 0.00 | 9250 | 0.00 | 57.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 2083.10 | 0.00 | 9500 | 2.95 | 24.75 | 50.72 | 21 | -18 | 255 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1314.85 | 0.00 | 9750 | 0.00 | 33.55 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.83 | 10 | 0 | 1 | 71.03 | 1750.00 | 288.90 | 10000 | -0.55 | 38.45 | 43.92 | 124 | -39 | 1,438 | -0.07 |
| 0.95 | 8 | 0 | 0.5 | 32.33 | 1334.85 | 155.50 | 10250 | -4.10 | 52.50 | 41.35 | 30.5 | -16 | 247 | -0.10 |
| 0.88 | 113 | 1 | 1.5 | 36.12 | 1124.80 | -50.95 | 10500 | -7.50 | 74.50 | 39.19 | 239 | -32 | 917 | -0.13 |
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| 0.73 | 61 | 1 | 2.5 | 56.77 | 1085.70 | 292.05 | 10750 | -8.25 | 109.00 | 37.52 | 240 | -16 | 734 | -0.19 |
| 0.77 | 1,316 | -29 | 216 | 30.26 | 680.40 | 68.50 | 11000 | -19.40 | 162.60 | 36.45 | 500 | -47 | 1,343 | -0.26 |
| 0.67 | 196 | -3 | 145 | 30.50 | 509.00 | 41.95 | 11250 | -60.85 | 239.45 | 35.74 | 316 | 82 | 394 | -0.35 |
| 0.55 | 1,044 | -34 | 2,023.5 | 30.69 | 366.45 | 22.35 | 11500 | -43.10 | 348.00 | 35.79 | 1,088 | 151 | 709 | -0.45 |
| 0.44 | 429 | 114 | 1,150.5 | 32.56 | 271.65 | 26.65 | 11750 | -44.20 | 490.70 | 36.63 | 219 | 114 | 137 | -0.55 |
| 0.33 | 1,593 | 232 | 2,855 | 32.21 | 180.15 | 5.65 | 12000 | -120.70 | 645.00 | 36.30 | 92.5 | 21 | 119 | -0.65 |
| 0.24 | 203 | -22 | 424.5 | 32.43 | 118.10 | -1.90 | 12250 | 0.00 | 999.70 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.17 | 921 | -451 | 989.5 | 33.53 | 81.00 | -1.55 | 12500 | -271.05 | 940.00 | 22.02 | 1 | 0 | 14 | -0.93 |
| 0.12 | 119 | 11 | 91 | 34.29 | 53.65 | -5.05 | 12750 | 0.00 | 1724.15 | - | 0 | 0 | 0 | - |
| 0.11 | 94 | 25 | 78 | 34.37 | 49.25 | -16.80 | 12800 | NaN | NaN | - | 0 | 0 | 0 | - |
| 0.08 | 708 | 21 | 345 | 34.96 | 34.95 | -7.85 | 13000 | 0.00 | 1503.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 13250 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 415 | 59 | 167.5 | 37.60 | 17.70 | -3.30 | 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 |
| 0.03 | 26 | 5 | 11 | 40.87 | 10.55 | -5.45 | 14000 | 0.00 | 3141.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 7,256 | 6,748 | |||||||||||||
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.
