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 |
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Put
Lot Size : 2000 |
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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 |
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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
- 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.