POLYCAB
Polycab India Limited
7178.25
-315.25 (-4.21%)
Option Chain for POLYCAB
20 Dec 2024 04:10 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 | |
| 0.00 | 0 | -2 | 0 | 0.00 | 1485.00 | 0.00 | 6000 | 1.25 | 2.50 | - | 13 | -4 | 177 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 668.20 | 0.00 | 6100 | 0.00 | 4.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| - | 0 | 0 | 0 | - | 922.35 | 0.00 | 6200 | 2.00 | 4.00 | - | 15 | -3 | 100 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 854.60 | 0.00 | 6300 | -0.85 | 3.60 | 53.13 | 38 | -3 | 62 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1040.00 | 0.00 | 6400 | 2.65 | 4.80 | 49.56 | 35 | -8 | 61 | -0.03 |
| - | 36 | -4 | 14 | - | 690.00 | -235.00 | 6500 | 3.25 | 6.20 | 46.22 | 277 | -5 | 321 | -0.04 |
| 0.71 | 55 | 0 | 2 | 151.84 | 900.00 | -3.10 | 6600 | 4.45 | 8.85 | 43.62 | 657 | 36 | 251 | -0.05 |
| 0.75 | 39 | -2 | 6 | 95.56 | 660.05 | -141.50 | 6700 | 7.75 | 12.25 | 40.60 | 529 | 42 | 274 | -0.07 |
| 0.98 | 196 | -26 | 114 | 23.86 | 421.20 | -263.80 | 6800 | 10.55 | 15.80 | 36.67 | 913 | 89 | 383 | -0.10 |
| - | 106 | -4 | 84 | - | 313.80 | -244.35 | 6900 | 13.05 | 19.10 | 31.71 | 977 | 143 | 362 | -0.13 |
| - | 234 | -56 | 269 | - | 213.95 | -276.65 | 7000 | 24.70 | 33.40 | 30.31 | 3,815 | -74 | 754 | -0.21 |
| 0.73 | 123 | -6 | 281 | 21.97 | 153.95 | -241.05 | 7100 | 43.95 | 57.00 | 29.07 | 2,594 | 121 | 406 | -0.32 |
| 0.54 | 290 | -42 | 1,125 | 21.92 | 91.00 | -216.40 | 7200 | 71.95 | 94.00 | 28.14 | 4,029 | -88 | 434 | -0.46 |
| 0.36 | 373 | 48 | 2,420 | 23.82 | 54.00 | -167.95 | 7300 | 113.75 | 150.00 | 28.38 | 2,515 | -203 | 306 | -0.61 |
| 0.23 | 812 | 141 | 2,746 | 25.38 | 30.75 | -116.10 | 7400 | 168.70 | 230.30 | 32.01 | 2,344 | -143 | 186 | -0.72 |
| 0.15 | 1,232 | -32 | 7,087 | 27.23 | 20.00 | -72.00 | 7500 | 213.50 | 319.80 | 36.41 | 2,015 | -108 | 305 | -0.79 |
| 0.10 | 1,203 | -115 | 10,626 | 30.82 | 13.35 | -43.65 | 7600 | 246.70 | 416.25 | 42.20 | 653 | 20 | 259 | -0.82 |
| 0.07 | 625 | 74 | 3,532 | 32.97 | 8.75 | -25.95 | 7700 | 4.25 | 339.25 | - | 5 | 1 | 54 | - |
| 0.05 | 646 | -99 | 3,032 | 35.76 | 6.50 | -14.10 | 7800 | 107.95 | 444.95 | - | 10 | -1 | 8 | - |
| 0.03 | 274 | 51 | 1,653 | 38.15 | 4.75 | -7.30 | 7900 | 0.00 | 332.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 844 | -150 | 2,217 | 41.59 | 4.20 | -3.00 | 8000 | 65.95 | 572.15 | - | 22 | -7 | 190 | - |
| 0.02 | 167 | -11 | 319 | 44.12 | 3.35 | -1.25 | 8100 | 0.00 | 1582.75 | - | 0 | 0 | 0 | - |
| 0.02 | 286 | -35 | 784 | 47.14 | 2.95 | -0.95 | 8200 | 0.00 | 1471.10 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 8300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 92 | -31 | 168 | 53.35 | 2.50 | -0.95 | 8400 | 0.00 | 1637.10 | - | 0 | 0 | 0 | - |
| 7,633 | 4,893 | |||||||||||||
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.
