SHREECEM
Shree Cement Limited
26342.7
-365.00 (-1.37%)
Option Chain for SHREECEM
26 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 | 0 | 0 | - | 2557.35 | 0.00 | 23500 | 0.00 | 58.15 | 26.40 | 2 | 0 | 1 | -0.06 |
| - | 0 | 0 | 0 | - | 2462.70 | 0.00 | 23750 | 0.00 | 369.70 | 9.05 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 2224.95 | 0.00 | 24000 | 0.00 | 150.00 | 29.89 | 3 | 0 | 3 | -0.12 |
| - | 0 | 0 | 0 | - | 2104.25 | 0.00 | 24250 | 0.00 | 505.00 | 6.67 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 1921.05 | 0.00 | 24500 | 0.00 | 908.20 | 6.01 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 1777.45 | 0.00 | 24750 | 0.00 | 671.95 | 6.04 | 0 | 0 | 0 | -0.00 |
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| - | 8 | 0 | 5 | - | 1269.80 | -255.20 | 25000 | -1068.25 | 381.75 | 30.80 | 11 | 5 | 6 | -0.24 |
| - | 0 | 0 | 0 | - | 1483.50 | 0.00 | 25250 | 0.00 | 871.75 | 3.94 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 1397.45 | 0.00 | 25500 | -1091.65 | 275.00 | 21.39 | 1 | 0 | 0 | -0.25 |
| - | 1 | 0 | 1 | - | 811.75 | -132.25 | 25750 | 0.00 | 1105.00 | 2.59 | 0 | 0 | 0 | -0.00 |
| 0.76 | 8 | 7 | 14 | 11.23 | 766.90 | -133.10 | 26000 | -927.65 | 710.00 | 30.96 | 23 | 13 | 13 | -0.38 |
| - | 0 | 0 | 0 | - | 996.00 | 0.00 | 26250 | 0.00 | 1371.75 | 1.21 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 984.10 | 0.00 | 26500 | 186.95 | 1041.95 | 34.22 | 4 | 3 | 4 | -0.46 |
| 0.48 | 9 | 9 | 17 | 15.02 | 440.00 | -361.15 | 26750 | 0.00 | 1670.60 | - | 0 | 0 | 0 | - |
| 0.40 | 40 | 33 | 57 | 15.44 | 349.95 | -70.05 | 27000 | 202.60 | 1327.25 | 34.83 | 8 | 6 | 8 | -0.53 |
| 0.00 | 0 | 0 | 0 | 0.00 | 896.90 | 0.00 | 27250 | 0.00 | 1999.70 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 2.57 | 671.25 | 0.00 | 27500 | 0.00 | 2604.45 | - | 0 | 0 | 0 | - |
| 0.23 | 48 | -1 | 5 | 17.25 | 185.00 | -80.75 | 27750 | 0.00 | 2357.65 | - | 0 | 0 | 0 | - |
| 0.20 | 115 | 47 | 128 | 18.44 | 164.00 | -71.00 | 28000 | -993.55 | 1980.00 | 35.62 | 1 | 0 | 0 | -0.65 |
| 0.25 | 0 | 0 | 1 | 27.40 | 319.90 | -68.00 | 28250 | 0.00 | 2738.60 | - | 0 | 0 | 0 | - |
| 0.15 | 3 | 1 | 3 | 20.32 | 125.00 | -63.40 | 28500 | 0.00 | 3359.85 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 5.74 | 297.40 | 0.00 | 28750 | 0.00 | 3141.80 | - | 0 | 0 | 0 | - |
| 0.14 | 1 | 0 | 1 | 24.58 | 140.00 | -105.00 | 29000 | 0.00 | 3763.95 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 6.84 | 225.35 | 0.00 | 29250 | 0.00 | 3563.50 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 172.00 | 0.00 | 29500 | 0.00 | 4182.95 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 8.05 | 168.80 | 0.00 | 29750 | 0.00 | 4000.70 | - | 0 | 0 | 0 | - |
| 0.05 | 6 | 3 | 5 | 23.85 | 44.00 | -56.00 | 30000 | 0.00 | 2450.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 239 | 35 | |||||||||||||
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.
