SJVN
Sjvn Ltd
117.05
-0.17 (-0.15%)
Option Chain for SJVN
05 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 4725 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
|
|
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| - | 0 | 0 | 0 | - | 20.05 | 0.00 | 100 | 0.05 | 0.35 | 45.60 | 6 | 0 | 46 | -0.06 |
| - | 0 | 0 | 0 | - | 18.05 | 0.00 | 102.5 | 0.00 | 2.05 | 17.68 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 16.15 | 0.00 | 105 | -0.10 | 0.60 | 39.55 | 65 | -20 | 59 | -0.11 |
| - | 0 | 0 | 0 | - | 14.40 | 0.00 | 107.5 | 0.00 | 0.95 | 39.03 | 22 | -1 | 103 | -0.16 |
| 0.80 | 32 | -1 | 4 | 34.22 | 8.60 | 0.25 | 110 | -0.15 | 1.35 | 37.35 | 39 | -9 | 139 | -0.22 |
| 0.00 | 0 | 0 | 0 | 0.00 | 7.85 | 0.00 | 112.5 | -0.30 | 1.95 | 36.23 | 22 | -15 | 67 | -0.29 |
| 0.62 | 215 | -7 | 46 | 34.85 | 5.25 | 0.10 | 115 | -0.45 | 2.85 | 36.06 | 11 | -1 | 154 | -0.38 |
| 0.52 | 119 | 23 | 64 | 34.69 | 3.90 | -0.10 | 117.5 | -0.10 | 4.30 | 38.67 | 22 | 15 | 53 | -0.48 |
| 0.42 | 279 | -5 | 290 | 34.98 | 2.85 | -0.10 | 120 | 0.00 | 6.10 | 0.00 | 0 | 19 | 0 | 0.00 |
| 0.33 | 63 | 2 | 6 | 35.93 | 2.10 | 0.00 | 122.5 | 0.00 | 8.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.25 | 142 | -15 | 115 | 35.37 | 1.40 | -0.15 | 125 | 0.00 | 8.55 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.19 | 21 | 1 | 2 | 36.97 | 1.05 | -0.10 | 127.5 | 0.00 | 13.45 | - | 0 | 0 | 0 | - |
| 0.15 | 103 | -54 | 160 | 38.61 | 0.80 | -0.05 | 130 | 0.00 | 15.25 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 132.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 54 | -4 | 8 | 40.01 | 0.40 | 0.00 | 135 | 0.00 | 20.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 137.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 178 | 48 | 63 | 43.27 | 0.25 | 0.05 | 140 | 0.00 | 23.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1,206 | 621 | |||||||||||||
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.
