SHREECEM
Shree Cement Limited
27159.35
375.35 (1.40%)
Option Chain for SHREECEM
03 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 25 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 3813.75 | 0.00 | 23000 | -38.50 | 11.50 | 32.16 | 9 | 0 | 16 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 2395.00 | 0.00 | 23250 | 0.00 | 314.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 3416.45 | 0.00 | 23500 | 0.00 | 36.65 | 0.00 | 0 | -3 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 2028.40 | 0.00 | 23750 | 0.00 | 30.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 3186.00 | 0.00 | 24000 | -10.95 | 37.00 | 30.80 | 150 | -18 | 305 | -0.04 |
| - | 0 | 0 | 0 | - | 1695.20 | 0.00 | 24250 | 0.00 | 603.70 | 10.58 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1050.00 | 0.00 | 24500 | -22.70 | 55.00 | 29.17 | 18 | 2 | 48 | -0.06 |
| 0.00 | 0 | -1 | 0 | 0.00 | 1851.60 | 0.00 | 24750 | 0.00 | 82.05 | 0.00 | 0 | 16 | 0 | 0.00 |
| 0.00 | 0 | 4 | 0 | 0.00 | 2020.00 | 0.00 | 25000 | -32.25 | 84.00 | 27.71 | 357 | 60 | 344 | -0.09 |
| 0.00 | 0 | 7 | 0 | 0.00 | 1861.65 | 0.00 | 25250 | 0.00 | 261.45 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.96 | 28 | -3 | 28 | 16.56 | 1856.00 | 170.75 | 25500 | -57.30 | 130.00 | 26.38 | 132 | -20 | 57 | -0.14 |
| 0.00 | 0 | -1 | 0 | 0.00 | 1435.25 | 0.00 | 25750 | 0.00 | 484.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.90 | 141 | 0 | 41 | 15.81 | 1389.00 | 188.00 | 26000 | -95.45 | 195.20 | 24.85 | 588 | 14 | 353 | -0.20 |
| 0.00 | 0 | 1 | 0 | 0.00 | 1014.65 | 0.00 | 26250 | 0.00 | 1603.40 | 3.79 | 0 | 0 | 0 | -0.00 |
| 0.78 | 86 | -6 | 56 | 16.56 | 985.55 | 112.60 | 26500 | -148.20 | 306.45 | 23.94 | 357 | 150 | 206 | -0.29 |
| 0.71 | 69 | -10 | 26 | 16.38 | 799.35 | 71.95 | 26750 | -192.20 | 397.00 | 24.19 | 38 | 0 | 38 | -0.35 |
| 0.62 | 229 | -8 | 1,673 | 17.70 | 670.50 | 60.50 | 27000 | -204.90 | 495.10 | 24.15 | 571 | 89 | 152 | -0.40 |
| 0.54 | 30 | 28 | 340 | 18.01 | 538.75 | 26.20 | 27250 | -167.65 | 620.20 | 24.56 | 57 | 20 | 24 | -0.46 |
| 0.46 | 113 | 24 | 532 | 18.86 | 442.10 | 23.00 | 27500 | -197.20 | 749.45 | 24.58 | 131 | 106 | 111 | -0.52 |
| 0.00 | 0 | -1 | 0 | 0.00 | 287.30 | 0.00 | 27750 | -1787.45 | 905.75 | 25.06 | 4 | 0 | 0 | -0.58 |
|
|
||||||||||||||
| 0.33 | 326 | 36 | 1,542 | 20.02 | 286.35 | 19.30 | 28000 | 0.00 | 2303.25 | - | 0 | 0 | 0 | - |
| 0.28 | 2 | 0 | 5 | 21.17 | 242.90 | 27.85 | 28250 | 0.00 | 3105.30 | - | 0 | 0 | 0 | - |
| 0.21 | 46 | 4 | 9 | 20.05 | 161.70 | -20.55 | 28500 | 0.00 | 2641.55 | - | 0 | 0 | 0 | - |
| 0.18 | 5 | 5 | 12 | 21.55 | 144.45 | 144.45 | 28750 | 3535.90 | 3535.90 | - | 0 | 0 | 0 | - |
| 0.16 | 316 | 7 | 985 | 22.57 | 123.20 | 3.85 | 29000 | 0.00 | 3500.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.13 | 3 | 3 | 5 | 23.16 | 100.00 | 100.00 | 29250 | 3981.60 | 3981.60 | - | 0 | 0 | 0 | - |
| 0.10 | 95 | 28 | 858 | 23.39 | 76.95 | -8.85 | 29500 | 0.00 | 3380.15 | - | 0 | 0 | 0 | - |
| 1,489 | 1,654 | |||||||||||||
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.
