SHREECEM
Shree Cement Limited
24280.4
174.05 (0.72%)
Option Chain for SHREECEM
21 Nov 2024 02:02 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 25 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 4798.55 | 0.00 | 20500 | -4.25 | 1.75 | 46.43 | 4 | -3 | 22 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 20750 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 4356.45 | 0.00 | 21000 | 0.00 | 2.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 21250 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 3929.85 | 0.00 | 21500 | 0.00 | 21.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 4702.90 | 0.00 | 21750 | 0.00 | 57.50 | 17.93 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 3521.45 | 0.00 | 22000 | -7.30 | 22.60 | 41.87 | 27 | -3 | 251 | -0.04 |
| - | 0 | 0 | 0 | - | 4242.50 | 0.00 | 22250 | 0.00 | 42.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1820.15 | 0.00 | 22500 | 0.00 | 41.30 | 0.00 | 0 | -39 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1360.30 | 0.00 | 22750 | 0.00 | 86.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1516.30 | 0.00 | 23000 | -21.00 | 51.95 | 32.18 | 180 | -1 | 281 | -0.10 |
| - | 2 | 1 | 3 | - | 1082.35 | -119.75 | 23250 | -17.45 | 80.00 | 31.55 | 34 | 17 | 31 | -0.14 |
| 0.00 | 0 | -2 | 0 | 0.00 | 726.05 | 0.00 | 23500 | -74.90 | 70.10 | 25.25 | 149 | -24 | 170 | -0.15 |
| 0.88 | 6 | 1 | 8 | 15.25 | 618.70 | 18.70 | 23750 | -107.10 | 112.90 | 24.46 | 83 | 16 | 72 | -0.23 |
| 0.70 | 240 | -11 | 612 | 19.92 | 468.85 | 93.75 | 24000 | -145.45 | 163.40 | 22.62 | 666 | 36 | 446 | -0.32 |
| 0.55 | 135 | 11 | 227 | 22.73 | 352.00 | 84.00 | 24250 | -122.70 | 281.00 | 24.02 | 48 | 3 | 43 | -0.45 |
| 0.42 | 215 | 30 | 688 | 21.71 | 220.00 | 34.00 | 24500 | -225.00 | 425.00 | 25.02 | 28 | 9 | 232 | -0.57 |
| 0.00 | 0 | 0 | 0 | 0.00 | 137.75 | 0.00 | 24750 | 0.00 | 1150.20 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.23 | 409 | 42 | 477 | 25.18 | 110.00 | 13.85 | 25000 | -105.55 | 799.45 | 27.96 | 19 | -9 | 157 | -0.75 |
| 0.16 | 41 | 3 | 15 | 25.94 | 71.70 | 3.25 | 25250 | 0.00 | 702.25 | - | 0 | 0 | 0 | - |
| 0.11 | 120 | -17 | 84 | 27.14 | 49.00 | 4.65 | 25500 | 0.00 | 1088.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 41.60 | 0.00 | 25750 | 0.00 | 1686.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 335 | -1 | 156 | 28.97 | 21.45 | 1.25 | 26000 | 0.00 | 1880.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 23 | -4 | 25 | 28.66 | 11.20 | -37.05 | 26250 | 0.00 | 1129.90 | - | 0 | 0 | 0 | - |
| 0.02 | 44 | -3 | 18 | 29.36 | 7.00 | -2.75 | 26500 | 0.00 | 2149.10 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 14.00 | 0.00 | 26750 | 0.00 | 1391.15 | - | 0 | 0 | 0 | - |
| 0.01 | 147 | -5 | 31 | 29.64 | 2.00 | 0.35 | 27000 | 0.00 | 2250.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 18.20 | 897.45 | 0.00 | 27250 | 0.00 | 1683.15 | - | 0 | 0 | 0 | - |
| 0.00 | 44 | 0 | 2 | 27.97 | 0.30 | 0.00 | 27500 | 0.00 | 2836.80 | - | 0 | 0 | 0 | - |
| 1,761 | 1,705 | |||||||||||||
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.
