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

539.7 7.80 (1.47%)

Option Chain for RECLTD

03 Dec 2024 04:13 PM IST

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

Call
Put

Lot Size : 1000

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 144.70 0.00 420 -0.25 0.70 53.73 196 0 924 -0.02
0.00 0 0 0 0.00 108.00 0.00 430 -0.25 0.80 50.66 83 1 219 -0.03
0.00 0 0 0 0.00 129.75 0.00 440 -0.35 0.90 47.44 246 52 659 -0.03
0.89 230 0 15 63.84 97.00 12.80 450 -0.45 1.10 44.90 585 157 1,027 -0.04
0.00 0 0 0 0.00 73.25 0.00 460 -0.60 1.35 42.35 411 -28 429 -0.05
0.91 129 -20 37 43.80 74.90 7.40 470 -0.80 1.75 40.26 606 86 655 -0.07
0.95 199 1 20 31.20 63.50 4.95 480 -1.10 2.35 38.48 932 60 803 -0.09
0.89 177 3 26 34.50 55.15 5.40 490 -1.40 3.25 37.04 968 48 617 -0.13
0.84 1,861 27 716 33.77 46.50 4.90 500 -2.05 4.45 35.56 1,559 24 1,562 -0.17
0.79 392 -105 397 32.53 38.15 4.30 510 -2.60 6.30 34.68 1,308 161 995 -0.22
0.72 719 -243 1,279 31.71 30.55 3.60 520 -3.30 8.80 33.92 1,782 54 1,155 -0.29
0.63 1,490 -146 3,328 31.50 24.00 3.00 530 -4.20 11.80 32.74 3,250 314 1,927 -0.37
0.54 1,601 -22 5,980 30.93 18.15 2.25 540 -4.70 16.00 32.32 2,628 9 945 -0.46
0.45 2,026 103 5,600 30.60 13.35 1.55 550 -5.35 21.05 31.82 1,131 73 891 -0.55
0.36 1,112 29 2,723 30.21 9.45 0.95 560 -5.65 26.85 31.04 334 63 434 -0.64
0.27 1,101 199 2,148 30.11 6.55 0.55 570 -6.05 33.95 31.17 124 -7 292 -0.72
0.20 1,271 194 2,104 30.42 4.55 0.15 580 -5.95 42.15 32.31 61 5 299 -0.78
0.15 696 96 1,199 30.71 3.10 -0.05 590 -5.80 50.70 33.17 11 -1 129 -0.83
0.11 1,880 106 2,554 31.30 2.15 -0.15 600 -7.25 59.20 32.53 113 6 680 -0.88
0.08 217 1 481 31.72 1.45 -0.30 610 0.00 74.65 0.00 0 0 0 0.00
0.06 853 -228 1,351 32.68 1.05 -0.30 620 -8.20 77.70 32.95 6 3 621 -0.94
15,954 15,263
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.