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[--[65.84.65.76]--]
RECLTD
Rec Limited

502.35 -6.10 (-1.20%)

Option Chain for RECLTD

14 Nov 2024 04:13 PM IST

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

Call
Put

Lot Size : 2000

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 199.90 0.00 420 -0.15 0.40 48.26 33 3 306 -0.02
0.00 0 0 0 0.00 129.15 0.00 430 -0.10 0.70 47.46 142.5 -88 424 -0.04
0.00 0 0 0 0.00 64.60 0.00 440 0.00 1.05 45.47 189 -10 767 -0.05
0.84 384 -1 6.5 62.80 61.00 -0.10 450 0.15 1.55 43.36 470.5 47 1,019 -0.08
0.87 30 0 0.5 44.82 48.70 -26.15 460 0.15 2.20 40.81 1,015 49 613 -0.11
0.89 44 8 22.5 31.20 37.40 -6.60 470 0.40 3.35 39.16 887 53 699 -0.16
0.82 209 7 63.5 29.75 28.65 -6.55 480 0.65 5.10 37.78 1,369.5 40 1,085 -0.23
0.72 309 71 151 30.12 21.25 -6.10 490 1.10 7.80 37.03 1,569 135 977 -0.32
0.59 2,028 550 1,808.5 30.77 15.20 -5.25 500 1.75 11.85 37.29 3,651.5 337 2,692 -0.42
0.46 1,381 381 3,518 31.35 10.45 -4.45 510 2.50 16.90 37.35 1,637.5 78 1,381 -0.53
0.34 2,964 452 3,641.5 31.85 6.90 -3.65 520 3.30 23.30 38.21 814 -90 1,715 -0.63
0.24 3,990 668 2,349.5 32.52 4.45 -2.90 530 4.50 31.00 40.31 119 -39 1,204 -0.71
0.17 3,706 247 2,374 34.20 3.05 -2.05 540 5.20 39.45 42.87 116 -61 1,018 -0.77
0.12 4,830 232 2,471 35.81 2.10 -1.50 550 4.15 47.80 43.48 56.5 -28 893 -0.83
0.09 2,076 4 1,061 37.63 1.50 -0.95 560 5.85 58.20 51.12 8 -4 561 -0.83
0.07 2,436 414 919 39.89 1.15 -0.60 570 6.60 66.90 51.02 38.5 -23 309 -0.87
0.05 1,764 190 643.5 40.62 0.75 -0.50 580 6.80 76.65 54.99 14.5 0 435 -0.89
0.04 600 -4 251.5 42.85 0.60 -0.35 590 24.60 85.00 49.43 0.5 0 158 -0.94
0.03 2,783 34 367.5 45.93 0.55 -0.25 600 11.00 96.00 60.94 5 -7 831 -0.91
0.02 390 -16 17.5 47.07 0.40 -0.25 610 37.75 106.00 65.84 1 -1 222 -0.92
0.02 823 -10 24.5 48.38 0.30 -0.15 620 6.00 110.00 - 0.5 0 364 -
0.00 0 0 0 0.00 0.00 0.00 630 0.00 0.00 0.00 0 0 0 0.00
- 1,075 -2 54 - 0.25 -0.15 640 0.00 108.90 0.00 0 0 0 0.00
31,822 17,673
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.