PAYTM
One 97 Communications Ltd
955.85
16.00 (1.70%)
Option Chain for PAYTM
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 650 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 124.15 | 0.00 | 800 | -1.25 | 2.10 | 47.53 | 880 | 254 | 559 | -0.04 |
| - | 0 | 0 | 0 | - | 137.60 | 0.00 | 820 | -1.45 | 3.30 | 46.86 | 414 | 8 | 180 | -0.07 |
| 0.89 | 8 | -2 | 11 | 48.51 | 129.80 | 19.65 | 840 | -2.05 | 4.90 | 45.85 | 818 | -106 | 225 | -0.09 |
| 0.84 | 1 | 1 | 2 | 50.82 | 114.20 | 3.15 | 860 | -2.60 | 7.30 | 45.18 | 266 | -26 | 108 | -0.13 |
| 0.81 | 22 | -2 | 8 | 46.75 | 96.00 | 19.45 | 880 | -3.65 | 10.45 | 44.31 | 646 | 90 | 241 | -0.18 |
| 0.77 | 715 | 97 | 1,010 | 41.17 | 77.20 | 15.35 | 900 | -4.80 | 14.80 | 43.69 | 1,416 | 156 | 667 | -0.24 |
| 0.70 | 169 | -59 | 850 | 42.39 | 64.15 | 14.95 | 920 | -7.05 | 19.90 | 42.42 | 779 | 11 | 196 | -0.30 |
| 0.62 | 533 | -274 | 3,328 | 40.55 | 50.20 | 12.15 | 940 | -7.75 | 27.35 | 42.31 | 1,231 | 125 | 365 | -0.38 |
| 0.54 | 777 | 318 | 5,279 | 40.60 | 39.45 | 10.75 | 960 | -8.15 | 36.00 | 41.75 | 1,224 | 170 | 689 | -0.46 |
| 0.45 | 504 | 334 | 3,249 | 40.76 | 30.50 | 9.40 | 980 | -10.10 | 47.20 | 42.21 | 247 | 89 | 91 | -0.54 |
|
|
||||||||||||||
| 0.38 | 1,802 | 1,118 | 9,163 | 41.21 | 23.40 | 7.80 | 1000 | -11.80 | 60.20 | 42.96 | 102 | 75 | 83 | -0.62 |
| 0.30 | 170 | 42 | 1,226 | 41.44 | 17.55 | 6.25 | 1020 | -49.70 | 78.00 | 47.89 | 15 | 4 | 4 | -0.67 |
| 0.24 | 584 | 141 | 3,716 | 41.86 | 13.10 | 5.15 | 1040 | 0.00 | 142.20 | - | 0 | 0 | 0 | - |
| 5,285 | 3,408 | |||||||||||||
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.
