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Related Pages for POWERGRID
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POWERGRID
Power Grid Corp. Ltd.
325.9 10.85 (3.44%)

Option Chain for POWERGRID

21 Nov 2024 04:12 PM IST

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

Call
Put

Lot Size : 3600
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 70.85 0.00 270 0.00 0.10 - 54.5 -50 239 -
- 0 0 0 - 94.30 0.00 275 0.00 0.40 30.00 0 0 0 -0.00
0.00 0 0 0 0.00 35.55 0.00 280 -0.10 0.15 52.74 75 -2 373 -0.02
0.00 0 0 0 0.00 31.25 0.00 285 -0.15 0.25 51.45 73 -8 164 -0.03
- 33 9 6.5 - 34.70 7.40 290 -0.15 0.35 48.71 249.5 15 646 -0.04
- 44 -2 18.5 - 30.30 10.25 295 -0.30 0.50 46.05 535 114 333 -0.06
- 144 -34 273 - 25.60 10.20 300 -0.55 0.70 43.10 1,448 2 1,594 -0.08
- 208 9 163.5 - 20.75 9.60 305 -1.00 0.85 38.40 864 249 751 -0.10
0.92 566 34 1,268.5 26.43 16.35 9.00 310 -1.70 1.25 35.48 2,181.5 736 2,070 -0.15
0.85 1,039 -45 1,987 24.51 11.80 7.60 315 -3.00 1.80 32.02 2,459 629 1,150 -0.21
0.72 1,861 -39 6,735 22.91 7.70 5.60 320 -5.00 2.65 28.46 4,165.5 1,245 2,365 -0.31
0.54 1,527 403 6,331.5 22.41 4.50 3.45 325 -7.55 4.35 26.73 1,448 462 879 -0.46
0.34 4,147 231 5,377.5 20.97 2.10 1.60 330 -8.95 7.05 26.22 693.5 118 807 -0.63
0.19 1,626 292 2,018.5 21.95 1.00 0.75 335 -9.95 10.85 27.93 115 21 164 -0.76
0.11 1,460 -1 1,194.5 24.80 0.60 0.40 340 -10.00 15.50 32.97 151.5 -133 407 -0.82
0.07 268 -14 153.5 27.84 0.40 0.20 345 -9.85 20.15 36.57 44 25 98 -0.86
0.05 1,247 -133 473 31.18 0.30 0.15 350 -7.10 25.10 42.31 19.5 -28 184 -0.88
0.04 206 -6 44 34.81 0.25 0.15 355 0.00 35.00 0.00 0 0 0 0.00
0.03 539 -19 76 37.86 0.20 0.10 360 -5.25 36.40 67.84 2.5 -3 45 -0.84
0.02 63 0 13.5 40.26 0.15 0.10 365 -3.00 43.90 95.15 0.5 0 8 -0.79
0.02 351 -23 43.5 44.29 0.15 0.10 370 0.00 44.80 0.00 0 0 0 0.00
0.00 0 0 0 27.77 19.30 0.00 375 0.00 24.15 - 0 0 0 -
0.01 35 -1 5 49.17 0.10 0.00 380 0.00 53.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 15.35 0.00 385 0.00 30.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 390 0.00 58.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 12.05 0.00 395 0.00 36.65 0.00 0 0 0 0.00
- 237 4 2.5 - 0.05 0.00 400 0.00 84.50 0.00 0 0 0 0.00
15,601 12,277
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.