SHREECEM
Shree Cement Limited
24052.85
-53.50 (-0.22%)
Option Chain for SHREECEM
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | 44.01 | 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 | -1.45 | 20.05 | 45.94 | 4 | 0 | 127 | -0.03 |
- | 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 | 13.70 | 43.60 | 45.91 | 36 | -5 | 249 | -0.06 |
- | 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 | 21.90 | 63.20 | 40.97 | 1 | 0 | 71 | -0.10 |
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 | 18.40 | 91.35 | 35.46 | 257 | 5 | 287 | -0.15 |
0.79 | 2 | 1 | 3 | 36.09 | 1082.35 | -119.75 | 23250 | 4.20 | 101.65 | 31.46 | 54 | 26 | 40 | -0.18 |
0.00 | 0 | -2 | 0 | 0.00 | 726.05 | 0.00 | 23500 | -13.00 | 132.00 | 29.02 | 187 | -17 | 177 | -0.23 |
0.70 | 6 | 1 | 9 | 26.03 | 607.40 | 7.40 | 23750 | -110.20 | 109.80 | 20.85 | 87 | 16 | 72 | -0.26 |
0.62 | 220 | -31 | 677 | 19.90 | 370.10 | -5.00 | 24000 | -40.55 | 268.30 | 26.74 | 989 | 2 | 412 | -0.41 |
0.47 | 131 | 7 | 239 | 19.82 | 235.95 | -32.05 | 24250 | -5.50 | 398.20 | 27.53 | 70 | 10 | 50 | -0.52 |
0.34 | 209 | 24 | 804 | 21.09 | 155.00 | -31.00 | 24500 | -115.00 | 535.00 | 26.78 | 48 | 7 | 230 | -0.63 |
0.26 | 46 | 0 | 1 | 25.17 | 130.90 | -6.85 | 24750 | 0.00 | 1150.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.17 | 408 | 41 | 553 | 24.37 | 72.30 | -23.85 | 25000 | 3.05 | 908.05 | 27.47 | 21 | -12 | 154 | -0.80 |
0.11 | 38 | 0 | 28 | 25.41 | 46.90 | -21.55 | 25250 | 0.00 | 702.25 | - | 0 | 0 | 0 | - |
0.08 | 124 | -13 | 121 | 26.87 | 32.55 | -11.80 | 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 |
0.04 | 321 | -15 | 197 | 29.22 | 15.10 | -5.10 | 26000 | 0.00 | 1880.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 15 | -12 | 42 | 29.62 | 8.95 | -39.30 | 26250 | 0.00 | 1129.90 | - | 0 | 0 | 0 | - |
0.02 | 44 | -3 | 18 | 31.29 | 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 | - |
0.00 | 147 | -5 | 47 | 30.35 | 1.50 | -0.15 | 27000 | 0.00 | 2250.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 19.67 | 897.45 | 0.00 | 27250 | 0.00 | 1683.15 | - | 0 | 0 | 0 | - |
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0.00 | 44 | 0 | 4 | 32.46 | 0.60 | 0.00 | 27500 | 0.00 | 2836.80 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 724.80 | 0.00 | 27750 | 0.00 | 2004.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 11.95 | 0.00 | 28000 | 0.00 | 3212.95 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 579.05 | 0.00 | 28250 | 0.00 | 2352.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 36.00 | 0.00 | 28500 | 0.00 | 3604.50 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 459.30 | 0.00 | 28750 | 0.00 | 2726.20 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 15 | 0 | 21 | - | 4.50 | 0.00 | 29000 | 0.00 | 4012.70 | - | 0 | 0 | 0 | - |
1,770 | 1,891 |
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.