OIL
Oil India Ltd
469.55
0.25 (0.05%)
Option Chain for OIL
11 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 | - | 90.50 | 0.00 | 420 | -0.40 | 1.10 | 39.21 | 60 | -26 | 278 | -0.07 |
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| - | 0 | 0 | 0 | - | 81.90 | 0.00 | 430 | -0.60 | 1.90 | 38.09 | 47 | 15 | 81 | -0.11 |
| 0.00 | 0 | 0 | 0 | 0.00 | 38.65 | 0.00 | 440 | -0.50 | 3.40 | 37.94 | 150 | 45 | 271 | -0.17 |
| 0.76 | 91 | 12 | 25 | 36.07 | 27.20 | -0.80 | 450 | -1.15 | 5.25 | 36.39 | 50 | 0 | 135 | -0.25 |
| 0.66 | 20 | 1 | 2 | 35.28 | 20.15 | -0.85 | 460 | -1.00 | 8.50 | 36.52 | 132 | 12 | 305 | -0.35 |
| 0.54 | 347 | 90 | 553 | 36.28 | 14.85 | -1.15 | 470 | -0.80 | 13.20 | 37.54 | 57 | 9 | 193 | -0.46 |
| 0.43 | 618 | -49 | 456 | 36.70 | 10.50 | -0.95 | 480 | -0.80 | 19.10 | 38.76 | 28 | -9 | 168 | -0.57 |
| 0.32 | 432 | 21 | 301 | 36.98 | 7.15 | -0.90 | 490 | -4.15 | 25.45 | 38.46 | 8 | -2 | 43 | -0.67 |
| 0.24 | 575 | 33 | 273 | 37.88 | 4.90 | -0.70 | 500 | -4.55 | 33.00 | 39.06 | 1 | 0 | 24 | -0.75 |
| 0.17 | 213 | 2 | 122 | 38.92 | 3.35 | -0.55 | 510 | 0.00 | 40.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.13 | 348 | -22 | 154 | 40.07 | 2.30 | -0.30 | 520 | 0.00 | 42.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 106 | -6 | 15 | 39.79 | 1.30 | -0.50 | 530 | 0.00 | 50.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 72 | 9 | 34 | 42.01 | 1.05 | -0.20 | 540 | 0.00 | 50.00 | - | 0 | 0 | 0 | - |
| 0.05 | 86 | -1 | 5 | 43.95 | 0.80 | -0.15 | 550 | 0.00 | 57.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 89 | 12 | 14 | 46.48 | 0.65 | 0.00 | 560 | 0.00 | 64.50 | - | 0 | 0 | 0 | - |
| 2,997 | 1,498 | |||||||||||||
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.
