SHRIRAMFIN
Shriram Finance Limited
2809.55
-15.20 (-0.54%)
Option Chain for SHRIRAMFIN
21 Nov 2024 02:33 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 300 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 775.25 | 0.00 | 2500 | -1.15 | 2.45 | 46.97 | 249.5 | -4 | 175 | -0.03 |
- | 3 | 3 | 6.5 | - | 254.85 | -849.40 | 2550 | -0.70 | 3.80 | 44.03 | 162 | 49 | 140 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 510.00 | 0.00 | 2600 | -1.45 | 6.25 | 41.53 | 477.5 | -112 | 481 | -0.08 |
- | 0 | 0 | 0 | - | 1017.50 | 0.00 | 2650 | -1.25 | 10.25 | 39.08 | 221.5 | 6 | 188 | -0.13 |
0.83 | 68 | 18 | 123 | 31.68 | 123.30 | -18.70 | 2700 | -4.90 | 17.15 | 36.88 | 457.5 | 140 | 506 | -0.21 |
0.70 | 118 | 14 | 231.5 | 31.44 | 85.60 | -20.35 | 2750 | -5.90 | 29.20 | 35.60 | 389.5 | 9 | 230 | -0.32 |
0.55 | 693 | 124 | 1,936 | 32.15 | 56.05 | -11.65 | 2800 | -5.05 | 48.45 | 35.00 | 1,230.5 | 73 | 1,617 | -0.45 |
0.39 | 761 | -8 | 1,098 | 32.01 | 33.50 | -8.30 | 2850 | -3.90 | 76.65 | 35.62 | 500 | -16 | 477 | -0.60 |
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0.26 | 2,030 | 108 | 1,263.5 | 32.63 | 19.05 | -5.00 | 2900 | -0.60 | 112.35 | 36.78 | 204.5 | -28 | 513 | -0.72 |
0.16 | 470 | -39 | 546.5 | 33.55 | 10.60 | -2.40 | 2950 | 11.50 | 148.10 | 33.53 | 42 | -22 | 126 | -0.84 |
0.10 | 1,439 | -96 | 1,216 | 35.84 | 6.55 | -1.60 | 3000 | -2.85 | 191.45 | 31.11 | 33.5 | -2 | 632 | -0.93 |
0.07 | 614 | 21 | 779 | 38.12 | 4.20 | -0.75 | 3050 | 12.30 | 254.95 | 56.23 | 4 | 1 | 196 | -0.84 |
0.05 | 1,232 | -232 | 860.5 | 41.08 | 3.00 | -0.30 | 3100 | 13.85 | 292.25 | 44.97 | 17 | -8 | 749 | -0.94 |
0.04 | 869 | 20 | 165 | 44.68 | 2.45 | -0.10 | 3150 | 0.00 | 292.00 | 0.00 | 0 | -1 | 0 | 0.00 |
0.03 | 1,828 | -235 | 379 | 47.20 | 1.80 | -0.30 | 3200 | 24.30 | 399.60 | - | 10.5 | -17 | 803 | - |
0.02 | 555 | -34 | 130.5 | 50.43 | 1.50 | -0.25 | 3250 | 0.00 | 453.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,188 | -129 | 132.5 | 53.77 | 1.30 | -0.05 | 3300 | 43.95 | 515.20 | - | 7.5 | -14 | 169 | - |
- | 213 | -13 | 12.5 | - | 1.55 | 0.35 | 3350 | 0.00 | 450.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,158 | -123 | 163 | - | 1.05 | -0.20 | 3400 | 0.00 | 584.05 | 0.00 | 0 | -11 | 0 | 0.00 |
- | 149 | 0 | 5.5 | - | 1.25 | 0.15 | 3450 | 0.00 | 419.50 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 892 | 3 | 38 | - | 0.80 | 0.00 | 3500 | 0.00 | 681.10 | 0.00 | 0 | -4 | 0 | 0.00 |
- | 70 | 0 | 2 | - | 0.70 | 0.00 | 3550 | 0.00 | 187.95 | - | 0 | 0 | 0 | - |
- | 293 | -14 | 12 | - | 0.60 | -0.25 | 3600 | 0.00 | 749.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 260.15 | 0.00 | 3650 | 0.00 | 440.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 199 | -3 | 3 | - | 0.45 | -0.15 | 3700 | 0.00 | 554.45 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 215.75 | 0.00 | 3750 | 0.00 | 290.35 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 57 | -2 | 1.5 | - | 0.40 | -0.10 | 3800 | 0.00 | 631.00 | 0.00 | 0 | 0 | 0 | 0.00 |
14,899 | 7,002 |
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.