OIL
Oil India Ltd
473.75
-15.35 (-3.14%)
Option Chain for OIL
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1075 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 108.55 | 0.00 | 400 | 0.00 | 1.30 | 47.43 | 56 | 18 | 20 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 410 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 90.50 | 0.00 | 420 | 1.15 | 2.50 | 43.47 | 350 | 119 | 152 | -0.10 |
| - | 0 | 0 | 0 | - | 81.90 | 0.00 | 430 | -1.20 | 3.60 | 42.09 | 67 | 42 | 42 | -0.14 |
| 0.88 | 3 | 3 | 5 | 28.97 | 38.65 | -35.00 | 440 | 1.95 | 5.35 | 41.49 | 352 | 85 | 129 | -0.19 |
| 0.77 | 75 | 36 | 105 | 35.36 | 32.50 | -12.05 | 450 | 2.50 | 7.60 | 40.60 | 328 | 14 | 91 | -0.26 |
| - | 0 | 0 | 0 | - | 58.40 | 0.00 | 460 | 4.20 | 11.00 | 40.84 | 433 | 106 | 156 | -0.34 |
| 0.58 | 153 | 150 | 383 | 36.02 | 19.90 | -16.10 | 470 | 5.35 | 14.80 | 40.06 | 830 | 93 | 165 | -0.42 |
| 0.49 | 421 | 311 | 1,534 | 36.21 | 15.00 | -8.80 | 480 | 6.80 | 20.00 | 40.52 | 843 | 154 | 228 | -0.51 |
| 0.40 | 339 | 164 | 765 | 36.54 | 11.10 | -6.75 | 490 | 9.30 | 26.35 | 41.67 | 558 | -136 | 75 | -0.59 |
| 0.31 | 530 | 139 | 994 | 37.00 | 8.10 | -5.10 | 500 | 10.40 | 33.40 | 42.77 | 40 | 5 | 21 | -0.66 |
| 0.24 | 155 | 41 | 417 | 37.70 | 5.90 | -3.80 | 510 | 9.25 | 40.85 | 43.32 | 5 | 2 | 2 | -0.72 |
| 0.18 | 190 | 94 | 539 | 37.86 | 4.10 | -2.80 | 520 | 6.35 | 42.25 | - | 4 | 1 | 13 | - |
| 0.14 | 84 | 18 | 216 | 38.46 | 2.90 | -2.25 | 530 | 0.00 | 50.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.11 | 46 | -21 | 208 | 39.86 | 2.20 | -1.30 | 540 | 0.00 | 50.00 | - | 0 | 0 | 0 | - |
| 0.08 | 129 | 71 | 216 | 41.03 | 1.65 | -0.80 | 550 | 0.00 | 57.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 88 | 72 | 269 | 42.57 | 1.30 | -0.45 | 560 | 0.00 | 64.50 | - | 0 | 0 | 0 | - |
|
|
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| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 570 | 0.00 | 37.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 25 | -7 | 88 | 44.71 | 0.75 | -0.40 | 580 | 0.00 | 80.45 | - | 0 | 0 | 0 | - |
| 2,238 | 1,094 | |||||||||||||
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.
