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 |
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Put
Lot Size : 100 |
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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 |
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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
- 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.