POLICYBZR
Pb Fintech Limited
2017.4
12.70 (0.63%)
Option Chain for POLICYBZR
05 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 325 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 301.45 | 0.00 | 1600 | -1.00 | 2.00 | 51.37 | 334 | -26 | 262 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1650 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 220.50 | 0.00 | 1700 | -2.10 | 5.60 | 49.00 | 148 | -5 | 281 | -0.05 |
| 0.00 | 0 | 1 | 0 | 0.00 | 217.45 | 0.00 | 1750 | -4.10 | 7.75 | 46.10 | 146 | 103 | 247 | -0.07 |
| 0.93 | 1,659 | 3 | 29 | 36.92 | 245.65 | 19.85 | 1800 | -5.00 | 12.95 | 45.60 | 475 | 68 | 1,108 | -0.11 |
| 0.89 | 8 | 0 | 1 | 35.36 | 200.00 | 9.60 | 1850 | -8.40 | 16.90 | 41.95 | 104 | -21 | 207 | -0.15 |
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| 0.78 | 180 | -11 | 47 | 40.80 | 166.20 | 16.25 | 1900 | -8.45 | 27.50 | 41.91 | 462 | -21 | 360 | -0.22 |
| 0.72 | 183 | -21 | 81 | 35.42 | 122.00 | 16.95 | 1950 | -13.55 | 36.40 | 38.43 | 164 | -15 | 162 | -0.29 |
| 0.61 | 793 | -13 | 3,401 | 35.18 | 90.00 | 13.00 | 2000 | -16.00 | 56.90 | 39.33 | 503 | 21 | 313 | -0.40 |
| 0.50 | 282 | 2 | 581 | 36.15 | 66.00 | 10.95 | 2050 | -12.70 | 81.30 | 39.48 | 39 | 11 | 44 | -0.50 |
| 0.39 | 436 | 28 | 1,284 | 36.39 | 46.15 | 7.10 | 2100 | -135.60 | 110.00 | 39.21 | 4 | 2 | 2 | -0.60 |
| 0.30 | 104 | -2 | 227 | 38.13 | 33.80 | 7.30 | 2150 | 0.00 | 286.30 | - | 0 | 0 | 0 | - |
| 0.22 | 313 | 100 | 911 | 37.50 | 21.45 | 4.15 | 2200 | 0.00 | 329.05 | - | 0 | 0 | 0 | - |
| 0.16 | 295 | 116 | 672 | 38.90 | 15.20 | 3.75 | 2250 | 0.00 | 373.40 | - | 0 | 0 | 0 | - |
| 0.11 | 48 | 48 | 220 | 39.40 | 10.00 | 0.00 | 2300 | 0.00 | 419.10 | - | 0 | 0 | 0 | - |
| 4,301 | 2,986 | |||||||||||||
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.
