SJVN
Sjvn Ltd
120.19
0.80 (0.67%)
Option Chain for SJVN
11 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 | |
| - | 0 | 0 | 0 | - | 20.05 | 0.00 | 100 | -0.05 | 0.20 | 53.16 | 41 | 25 | 66 | -0.04 |
| - | 0 | 0 | 0 | - | 18.05 | 0.00 | 102.5 | 0.00 | 0.30 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 16.15 | 0.00 | 105 | -0.10 | 0.25 | 43.45 | 2 | 0 | 113 | -0.05 |
| - | 0 | 0 | 0 | - | 14.40 | 0.00 | 107.5 | -0.15 | 0.30 | 38.54 | 34 | 0 | 139 | -0.07 |
| 0.00 | 0 | -3 | 0 | 0.00 | 9.95 | 0.00 | 110 | -0.30 | 0.55 | 38.79 | 87 | -16 | 222 | -0.12 |
| 0.00 | 0 | 0 | 0 | 0.00 | 7.85 | 0.00 | 112.5 | -0.50 | 0.85 | 37.03 | 75 | -17 | 143 | -0.17 |
| 0.80 | 239 | 11 | 48 | 28.14 | 6.25 | 0.20 | 115 | -0.65 | 1.45 | 37.26 | 181 | 86 | 314 | -0.26 |
| 0.67 | 112 | -5 | 37 | 30.47 | 4.65 | -0.05 | 117.5 | -0.80 | 2.30 | 37.53 | 71 | 21 | 105 | -0.36 |
| 0.54 | 469 | 1 | 718 | 32.51 | 3.40 | -0.10 | 120 | -0.75 | 3.55 | 39.16 | 156 | 37 | 328 | -0.46 |
| 0.42 | 339 | -4 | 230 | 34.29 | 2.45 | -0.10 | 122.5 | -0.70 | 5.05 | 39.16 | 7 | -2 | 101 | -0.58 |
| 0.32 | 503 | -46 | 603 | 35.36 | 1.70 | -0.15 | 125 | -0.85 | 6.65 | 40.61 | 4 | 0 | 63 | -0.66 |
| 0.23 | 125 | -1 | 48 | 37.67 | 1.20 | -0.10 | 127.5 | 0.00 | 7.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.17 | 442 | -7 | 425 | 38.46 | 0.85 | -0.10 | 130 | 0.00 | 15.25 | - | 0 | 0 | 0 | - |
| 0.13 | 109 | 32 | 82 | 40.47 | 0.60 | -0.05 | 132.5 | 0.00 | 17.10 | - | 0 | 0 | 0 | - |
| 0.10 | 203 | -41 | 107 | 42.40 | 0.45 | -0.05 | 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 |
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| 0.06 | 319 | 5 | 51 | 46.98 | 0.30 | 0.00 | 140 | 0.00 | 23.20 | - | 0 | 0 | 0 | - |
| 2,860 | 1,594 | |||||||||||||
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.
