PIIND
Pi Industries Ltd
3813.75
-59.85 (-1.55%)
Option Chain for PIIND
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 125 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1098.20 | 0.00 | 3600 | 0.95 | 3.00 | 29.94 | 294 | -1 | 85 | -0.05 |
| - | 0 | 0 | 0 | - | 885.00 | 0.00 | 3650 | 0.60 | 3.70 | 25.76 | 467 | 10 | 81 | -0.07 |
| - | 0 | 0 | 0 | - | 1005.30 | 0.00 | 3700 | 2.70 | 7.50 | 24.42 | 722 | -17 | 138 | -0.12 |
| 0.00 | 0 | 4 | 0 | 0.00 | 129.45 | 0.00 | 3750 | 6.40 | 15.65 | 23.72 | 252 | -19 | 38 | -0.23 |
| 0.65 | 46 | 19 | 182 | 18.00 | 54.70 | -52.95 | 3800 | 14.80 | 31.50 | 23.88 | 687 | -21 | 237 | -0.38 |
| 0.44 | 93 | 11 | 611 | 18.91 | 29.70 | -42.70 | 3850 | 21.05 | 53.95 | 23.23 | 661 | 43 | 157 | -0.55 |
| 0.27 | 510 | 16 | 1,423 | 20.84 | 16.35 | -28.20 | 3900 | 35.40 | 90.90 | 26.06 | 232 | -29 | 155 | -0.69 |
| 0.16 | 414 | 70 | 1,181 | 22.61 | 8.90 | -17.60 | 3950 | 3.55 | 89.95 | - | 2 | -1 | 99 | - |
| 0.10 | 906 | -13 | 766 | 25.99 | 6.30 | -10.70 | 4000 | 57.70 | 181.25 | 34.51 | 118 | -37 | 281 | -0.83 |
| 0.06 | 254 | -46 | 472 | 27.43 | 3.55 | -7.15 | 4050 | 45.45 | 228.00 | 37.93 | 11 | -10 | 154 | -0.86 |
| 0.04 | 757 | -270 | 1,661 | 29.99 | 2.50 | -5.20 | 4100 | 69.20 | 284.85 | 50.03 | 9 | -7 | 478 | -0.84 |
| 0.03 | 499 | -7 | 530 | 31.93 | 1.65 | -3.80 | 4150 | 0.00 | 260.30 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.02 | 783 | -87 | 470 | 35.55 | 1.55 | -2.20 | 4200 | 44.95 | 365.00 | - | 7 | -4 | 300 | - |
| 0.02 | 344 | -5 | 242 | 39.57 | 1.60 | -1.95 | 4250 | 0.00 | 313.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 686 | -204 | 660 | 43.10 | 1.55 | -1.50 | 4300 | 0.00 | 383.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 139 | -5 | 38 | 51.10 | 2.75 | 0.15 | 4350 | 0.00 | 314.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 519 | -20 | 184 | 49.57 | 1.40 | -0.90 | 4400 | 0.00 | 409.30 | 0.00 | 0 | 0 | 0 | 0.00 |
|
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| 0.01 | 98 | -5 | 34 | 49.99 | 0.90 | -1.90 | 4450 | 0.00 | 405.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 437 | -50 | 132 | - | 0.90 | -0.60 | 4500 | 0.00 | 521.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 9.00 | 0.00 | 4550 | 0.00 | 216.35 | - | 0 | 0 | 0 | - |
| - | 167 | -2 | 14 | - | 0.35 | -0.65 | 4600 | 0.00 | 404.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 30.00 | 162.70 | 0.00 | 4650 | 0.00 | 272.55 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 1.00 | 0.00 | 4700 | 0.00 | 825.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 126.95 | 0.00 | 4750 | 0.00 | 335.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 313 | -28 | 50 | - | 0.85 | -0.15 | 4800 | 0.00 | 670.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 6,965 | 2,203 | |||||||||||||
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.
