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 |
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Put
Lot Size : 1000 |
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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 |
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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
- 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.