PIDILITIND
Pidilite Industries Ltd
2938.05
-63.85 (-2.13%)
Option Chain for PIDILITIND
21 Nov 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 250 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 433.80 | 0.00 | 2720 | 0.00 | 4.05 | 36.89 | 1 | 0 | 1 | -0.06 |
- | 0 | 0 | 0 | - | 587.65 | 0.00 | 2740 | 0.00 | 3.70 | 12.95 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 400.75 | 0.00 | 2760 | 1.90 | 3.40 | 29.72 | 33 | 21 | 42 | -0.06 |
- | 0 | 0 | 0 | - | 549.70 | 0.00 | 2780 | 0.00 | 5.25 | 10.07 | 0 | 0 | 0 | -0.00 |
0.94 | 0 | 0 | 2 | 21.68 | 138.00 | -230.85 | 2800 | 2.70 | 5.60 | 27.57 | 67 | -2 | 67 | -0.10 |
- | 0 | 0 | 0 | - | 512.35 | 0.00 | 2820 | 4.05 | 7.55 | 26.87 | 39 | 10 | 31 | -0.13 |
- | 0 | 0 | 0 | - | 338.20 | 0.00 | 2840 | 5.30 | 9.90 | 25.95 | 150 | 12 | 83 | -0.17 |
- | 0 | 0 | 0 | - | 475.60 | 0.00 | 2860 | 0.00 | 10.15 | 5.21 | 0 | 0 | 0 | -0.00 |
0.75 | 2 | 1 | 2 | 21.41 | 69.40 | -64.00 | 2880 | 10.30 | 17.85 | 24.79 | 86 | 9 | 43 | -0.28 |
0.65 | 25 | 19 | 31 | 24.78 | 60.50 | -60.80 | 2900 | 14.45 | 24.55 | 24.89 | 901 | 18 | 133 | -0.35 |
0.00 | 0 | 1 | 0 | 0.00 | 98.40 | 0.00 | 2920 | 19.05 | 32.40 | 24.75 | 862 | 30 | 93 | -0.43 |
0.49 | 13 | 13 | 22 | 21.84 | 33.50 | -371.10 | 2940 | 25.55 | 42.95 | 25.32 | 342 | 30 | 69 | -0.51 |
0.40 | 72 | 70 | 336 | 21.47 | 24.30 | -41.95 | 2960 | 30.40 | 53.00 | 24.60 | 1,014 | 89 | 137 | -0.59 |
0.32 | 69 | 35 | 320 | 22.19 | 18.45 | -36.05 | 2980 | 35.25 | 63.20 | 22.88 | 381 | 13 | 63 | -0.67 |
0.25 | 213 | 40 | 1,093 | 22.57 | 13.50 | -27.10 | 3000 | 45.40 | 81.80 | 26.02 | 851 | -24 | 224 | -0.72 |
0.20 | 93 | 38 | 778 | 23.98 | 10.90 | -21.00 | 3020 | 46.10 | 93.15 | 22.72 | 89 | -10 | 103 | -0.81 |
0.16 | 91 | 40 | 535 | 24.45 | 8.00 | -16.10 | 3040 | 59.30 | 116.45 | 29.01 | 24 | -2 | 20 | -0.80 |
0.12 | 113 | 46 | 644 | 24.82 | 5.75 | -12.40 | 3060 | 19.30 | 84.50 | - | 1 | 0 | 62 | - |
0.10 | 53 | 1 | 370 | 26.53 | 5.00 | -7.15 | 3080 | 78.90 | 151.60 | 30.38 | 2 | 0 | 37 | -0.87 |
0.08 | 413 | 116 | 700 | 27.13 | 3.75 | -5.45 | 3100 | 65.70 | 169.10 | 29.97 | 45 | -17 | 159 | -0.90 |
0.06 | 123 | 45 | 349 | 27.90 | 2.90 | -3.60 | 3120 | 0.00 | 122.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 249 | -44 | 249 | 29.15 | 2.45 | -2.35 | 3140 | 95.05 | 204.95 | 26.63 | 3 | -1 | 57 | -0.96 |
0.04 | 156 | -3 | 98 | 30.14 | 2.00 | -1.75 | 3160 | 0.00 | 137.60 | 0.00 | 0 | -2 | 0 | 0.00 |
0.04 | 132 | -54 | 163 | 31.61 | 1.80 | -1.10 | 3180 | 0.00 | 115.60 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 870 | -29 | 316 | 33.29 | 1.70 | -0.75 | 3200 | 59.00 | 270.00 | 45.32 | 4 | -1 | 279 | -0.91 |
0.03 | 70 | 1 | 25 | 34.17 | 1.45 | -0.50 | 3220 | 0.00 | 147.60 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 82 | -8 | 14 | 34.21 | 1.00 | -0.65 | 3240 | 0.00 | 216.90 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.01 | 62 | -10 | 37 | 32.73 | 0.50 | -1.50 | 3260 | 0.00 | 168.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 83 | -3 | 8 | 37.50 | 0.95 | -0.10 | 3280 | 0.00 | 148.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 418 | -40 | 116 | 35.03 | 0.40 | -0.60 | 3300 | 0.00 | 285.00 | 0.00 | 0 | -4 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.55 | 0.00 | 3320 | 0.00 | 198.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1.65 | 0.00 | 3340 | 0.00 | 189.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 60 | -6 | 7 | 43.54 | 0.80 | -0.70 | 3360 | 0.00 | 294.10 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.65 | 0.00 | 3380 | 0.00 | 163.00 | - | 0 | 0 | 0 | - |
0.00 | 133 | -8 | 11 | 39.54 | 0.20 | -0.65 | 3400 | 0.00 | 323.40 | - | 0 | 0 | 0 | - |
3,595 | 1,703 |
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.