TORNTPHARM
Torrent Pharmaceuticals L
3096.85
2.00 (0.06%)
Option Chain for TORNTPHARM
21 Nov 2024 02:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 747.95 | 0.00 | 2700 | 2.20 | 2.95 | 54.76 | 6 | -1 | 24 | -0.03 |
| - | 0 | 0 | 0 | - | 699.65 | 0.00 | 2750 | 0.00 | 2.90 | 21.99 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 694.95 | 0.00 | 2800 | 0.00 | 3.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.95 | 0 | 0 | 2 | 37.80 | 251.75 | -352.85 | 2850 | 0.30 | 3.60 | 37.59 | 40 | -13 | 48 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 232.55 | 0.00 | 2900 | 2.60 | 6.05 | 35.36 | 54 | -3 | 55 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 167.15 | 0.00 | 2950 | 0.80 | 9.15 | 32.02 | 83 | 9 | 79 | -0.13 |
| 0.00 | 0 | -1 | 0 | 0.00 | 127.90 | 0.00 | 3000 | -2.15 | 14.20 | 28.74 | 76 | -16 | 226 | -0.20 |
| 0.66 | 2 | 0 | 1 | 28.90 | 77.15 | -23.00 | 3050 | -0.95 | 27.00 | 27.81 | 75 | 23 | 54 | -0.33 |
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| 0.50 | 201 | 13 | 153 | 24.27 | 40.90 | -9.00 | 3100 | -0.75 | 46.25 | 26.81 | 181 | 35 | 182 | -0.49 |
| 0.32 | 74 | 1 | 128 | 24.99 | 22.30 | -5.30 | 3150 | 6.55 | 74.00 | 25.20 | 49 | 13 | 47 | -0.67 |
| 0.18 | 232 | 0 | 109 | 25.08 | 10.70 | -4.40 | 3200 | 2.40 | 114.25 | 27.78 | 4 | -1 | 177 | -0.79 |
| 0.11 | 61 | 1 | 54 | 27.94 | 6.50 | -1.20 | 3250 | 0.00 | 157.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 664 | 20 | 181 | 30.59 | 4.15 | -1.35 | 3300 | 0.00 | 187.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 23 | -18 | 88 | 32.78 | 2.60 | -0.25 | 3350 | 0.00 | 251.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 95 | -10 | 27 | 35.71 | 1.95 | -1.10 | 3400 | 0.00 | 229.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 67 | -11 | 24 | 40.17 | 1.90 | -0.05 | 3450 | 0.00 | 234.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 96 | -3 | 11 | 43.82 | 1.70 | 0.50 | 3500 | 0.00 | 264.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1,515 | 892 | |||||||||||||
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.
