SHREECEM
Shree Cement Limited
27063.5
-553.60 (-2.00%)
Option Chain for SHREECEM
20 Dec 2024 04:11 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 | |
| 0.91 | 2 | 0 | 1 | 72.40 | 3200.00 | 14.00 | 24000 | -5.95 | 2.05 | 36.96 | 6 | 0 | 251 | -0.00 |
| - | 0 | 0 | 0 | - | 1695.20 | 0.00 | 24250 | 0.00 | 603.70 | 20.48 | 0 | 0 | 0 | -0.00 |
| 0.80 | 1 | 0 | 1 | 98.48 | 2975.00 | 1925.00 | 24500 | 0.00 | 7.10 | 37.07 | 3 | 0 | 46 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1851.60 | 0.00 | 24750 | 0.00 | 74.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 2573.35 | 0.00 | 25000 | -3.55 | 5.60 | 29.18 | 109 | -28 | 313 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1500.00 | 0.00 | 25250 | 0.00 | 5.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.85 | 25 | -2 | 3 | 46.90 | 1713.65 | -536.35 | 25500 | 0.45 | 14.50 | 26.84 | 77 | -16 | 125 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1435.25 | 0.00 | 25750 | -36.65 | 19.65 | 24.53 | 15 | -5 | 17 | -0.05 |
| 0.89 | 136 | 0 | 5 | 26.45 | 1133.60 | -411.20 | 26000 | 9.95 | 32.00 | 23.48 | 423 | -24 | 302 | -0.08 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 1175.00 | 0.00 | 26250 | 12.30 | 37.40 | 20.13 | 13 | -1 | 24 | -0.11 |
| 0.71 | 92 | -3 | 4 | 31.93 | 790.00 | -350.00 | 26500 | 25.75 | 58.75 | 18.22 | 276 | -26 | 223 | -0.17 |
| 0.66 | 125 | 4 | 44 | 23.78 | 521.40 | -540.00 | 26750 | 44.90 | 94.40 | 16.23 | 74 | -19 | 94 | -0.27 |
| 0.55 | 151 | -2 | 154 | 22.24 | 351.70 | -381.75 | 27000 | 55.40 | 144.85 | 13.36 | 2,101 | -104 | 306 | -0.42 |
| 0.40 | 46 | -10 | 29 | 18.66 | 185.00 | -615.00 | 27250 | 115.05 | 275.15 | 13.08 | 129 | -16 | 40 | -0.64 |
| 0.30 | 121 | 46 | 299 | 21.57 | 138.00 | -267.00 | 27500 | 270.60 | 502.60 | 17.33 | 277 | 11 | 184 | -0.75 |
| 0.21 | 79 | 41 | 131 | 23.36 | 97.00 | -177.00 | 27750 | 387.75 | 745.00 | 21.81 | 15 | -3 | 61 | -0.80 |
| 0.15 | 467 | 48 | 748 | 24.93 | 68.00 | -113.55 | 28000 | 394.55 | 915.00 | 11.86 | 48 | -7 | 114 | -0.99 |
| 0.13 | 290 | 66 | 406 | 28.30 | 61.00 | -70.15 | 28250 | 0.00 | 1575.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.10 | 235 | -24 | 354 | 29.89 | 45.55 | -43.45 | 28500 | 211.25 | 975.50 | - | 6 | 0 | 5 | - |
| 0.07 | 57 | 21 | 47 | 30.35 | 29.50 | -40.15 | 28750 | 0.00 | 3535.90 | - | 0 | 0 | 0 | - |
| 0.06 | 478 | -43 | 383 | 32.95 | 26.40 | -19.10 | 29000 | 552.90 | 1825.75 | - | 1 | 0 | 1 | - |
| 0.07 | 17 | 0 | 2 | 40.45 | 44.45 | 2.10 | 29250 | 0.00 | 3981.60 | - | 0 | 0 | 0 | - |
| 0.05 | 524 | 22 | 165 | 38.92 | 25.05 | -12.50 | 29500 | 0.00 | 3064.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 28 | 0 | 1 | 31.86 | 4.65 | -31.00 | 29750 | 0.00 | 4439.50 | - | 0 | 0 | 0 | - |
| 0.04 | 193 | -27 | 128 | 44.09 | 22.50 | -2.50 | 30000 | 0.00 | 2050.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 3,067 | 2,106 | |||||||||||||
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.
