SRF
Srf Ltd
2203.2
5.30 (0.24%)
Option Chain for SRF
14 Nov 2024 09:22 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 375 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 583.00 | 0.00 | 2000 | 1.15 | 4.40 | 33.97 | 36 | -6 | 366 | -0.07 |
| - | 0 | 0 | 0 | - | 469.15 | 0.00 | 2020 | -2.55 | 0.15 | 17.97 | 1 | 0 | 27 | -0.01 |
| - | 0 | 0 | 0 | - | 546.20 | 0.00 | 2040 | 0.30 | 6.95 | 32.21 | 6 | 1 | 32 | -0.10 |
| 0.00 | 0 | 4 | 0 | 0.00 | 150.30 | 0.00 | 2060 | 0.00 | 6.90 | 0.00 | 0 | 24 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 135.60 | 0.00 | 2080 | 1.85 | 10.50 | 30.03 | 4 | 0 | 40 | -0.15 |
| 0.00 | 0 | 1 | 0 | 0.00 | 115.00 | 0.00 | 2100 | 2.45 | 13.45 | 29.38 | 40 | -4 | 431 | -0.19 |
| 0.73 | 4 | 0 | 6 | 34.67 | 112.45 | 3.60 | 2120 | 0.95 | 17.15 | 28.76 | 27 | 1 | 39 | -0.23 |
| 0.72 | 2 | 0 | 4 | 28.55 | 89.55 | -0.55 | 2140 | 2.75 | 21.25 | 27.82 | 64 | 3 | 112 | -0.28 |
| 0.65 | 21 | 15 | 20 | 31.51 | 80.95 | 11.85 | 2160 | 1.20 | 27.80 | 27.86 | 43 | 4 | 154 | -0.34 |
| 0.60 | 5 | 0 | 1 | 27.01 | 61.50 | -4.65 | 2180 | 5.10 | 32.65 | 26.14 | 31 | -9 | 120 | -0.39 |
| 0.54 | 233 | 7 | 63 | 26.13 | 49.05 | -5.40 | 2200 | 5.60 | 42.65 | 26.75 | 74 | 3 | 746 | -0.46 |
| 0.00 | 0 | 49 | 0 | 0.00 | 42.00 | 0.00 | 2220 | -19.15 | 42.85 | 20.87 | 9 | 0 | 46 | -0.55 |
| 0.40 | 77 | 6 | 25 | 25.62 | 30.40 | -2.80 | 2240 | 3.10 | 61.25 | 24.71 | 6 | 0 | 155 | -0.61 |
| 0.33 | 134 | 7 | 14 | 25.88 | 23.35 | -0.20 | 2260 | 0.00 | 71.45 | 0.00 | 0 | -11 | 0 | 0.00 |
| 0.28 | 240 | 0 | 64 | 25.34 | 18.70 | -1.40 | 2280 | 0.00 | 83.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.22 | 678 | 1 | 146 | 26.12 | 13.95 | -1.35 | 2300 | -22.10 | 88.75 | - | 5 | 0 | 326 | - |
| 0.17 | 140 | 1 | 3 | 25.63 | 9.85 | -1.55 | 2320 | 11.85 | 124.25 | 27.69 | 2 | -1 | 81 | -0.81 |
| 0.14 | 244 | 7 | 56 | 26.11 | 8.15 | -0.30 | 2340 | -11.25 | 138.75 | 25.26 | 4 | 2 | 122 | -0.87 |
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| 0.11 | 320 | 11 | 32 | 26.68 | 5.85 | -0.60 | 2360 | 0.00 | 156.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 20 | 0 | 0.00 | 5.10 | 0.00 | 2380 | 0.00 | 174.45 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.07 | 437 | 1 | 16 | 28.25 | 3.85 | -0.45 | 2400 | -9.95 | 195.05 | 27.43 | 3 | 0 | 135 | -0.94 |
| 2,535 | 2,932 | |||||||||||||
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.
