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[--[65.84.65.76]--]
POLYCAB
Polycab India Limited

6425.8 -91.25 (-1.40%)

Option Chain for POLYCAB

21 Nov 2024 02:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 100

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 1102.00 0.00 5400 -0.90 3.00 - 6.25 -3 47 -
0.00 0 0 0 0.00 0.00 0.00 5500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 842.00 0.00 5600 0.95 4.70 52.13 95 -34 88 -0.03
- 0 0 0 - 1198.75 0.00 5700 0.00 18.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 499.40 0.00 5800 1.85 8.85 46.08 212.5 -15 233 -0.05
0.86 15 0 6.25 60.84 572.95 21.90 5900 3.50 13.40 43.99 350 -36 253 -0.07
0.00 0 -1 0 0.00 484.40 0.00 6000 4.60 20.15 41.57 1,130 193 1,553 -0.11
0.00 0 0 0 0.00 378.50 0.00 6100 4.30 25.65 37.21 526.25 21 290 -0.15
0.71 98 -1 15 50.11 313.60 -92.30 6200 6.40 36.40 33.53 571.25 -45 242 -0.21
0.69 256 -6 176.25 31.73 190.10 -78.70 6300 17.25 59.55 32.24 747.5 3 665 -0.31
0.55 427 21 791.25 30.19 123.05 -64.50 6400 28.45 93.00 30.27 2,146.25 78 703 -0.45
0.40 904 44 2,420 28.42 71.55 -56.25 6500 45.35 142.00 29.29 1,920 -80 1,276 -0.59
0.26 365 -52 1,445 28.65 40.00 -36.95 6600 57.75 209.05 28.58 443.75 -22 237 -0.74
0.16 723 -76 1,006.25 29.11 21.80 -23.35 6700 57.85 272.20 19.48 42.5 -2 470 -0.93
0.10 966 49 1,165 31.16 13.30 -11.65 6800 120.15 371.05 21.21 10 -2 310 -0.97
0.06 733 -8 618.75 32.73 8.05 -7.60 6900 99.55 457.20 - 2.5 -1 282 -
0.04 1,417 12 1,495 35.07 5.40 -4.55 7000 53.30 550.00 - 1.25 0 252 -
0.03 561 -20 288.75 36.58 3.40 -2.30 7100 0.00 525.55 0.00 0 2 0 0.00
0.02 597 -29 392.5 40.64 3.25 -0.80 7200 0.00 604.05 0.00 0 0 0 0.00
0.02 282 -88 276.25 42.60 2.35 -0.95 7300 0.00 419.15 0.00 0 0 0 0.00
0.02 212 -61 117.5 46.07 2.20 -0.90 7400 0.00 1035.00 0.00 0 0 0 0.00
0.01 972 -79 176.25 48.35 1.80 -0.60 7500 0.00 900.00 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 3.80 0.00 7600 0.00 1175.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 178.30 0.00 7700 0.00 1034.50 0.00 0 0 0 0.00
- 99 -1 2.5 - 2.25 -0.25 7800 0.00 1179.60 - 0 0 0 -
0.00 0 0 0 0.00 139.25 0.00 7900 0.00 1192.95 0.00 0 0 0 0.00
- 201 -20 27.5 - 0.50 -0.85 8000 0.00 1140.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 107.95 0.00 8100 0.00 1359.15 0.00 0 0 0 0.00
- 16 0 7.5 - 0.20 0.00 8200 0.00 1490.90 0.00 0 0 0 0.00
8,844 6,901
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.