TORNTPHARM
Torrent Pharmaceuticals L
3363.1
23.95 (0.72%)
Option Chain for TORNTPHARM
03 Dec 2024 04:11 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 | - | 673.10 | 0.00 | 2800 | 0.00 | 3.00 | 39.10 | 1 | 0 | 8 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 406.90 | 0.00 | 2850 | 0.00 | 22.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 360.00 | 0.00 | 2900 | 0.00 | 3.75 | 0.00 | 0 | 85 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 326.00 | 0.00 | 2950 | -1.20 | 5.50 | 33.44 | 4 | -2 | 65 | -0.05 |
| - | 0 | 0 | 0 | - | 497.75 | 0.00 | 3000 | -3.15 | 5.00 | 29.08 | 47 | 27 | 144 | -0.05 |
| - | 0 | 0 | 0 | - | 253.75 | 0.00 | 3050 | -3.45 | 8.00 | 29.16 | 6 | 0 | 40 | -0.07 |
| - | 0 | 0 | 0 | - | 418.05 | 0.00 | 3100 | -4.45 | 12.55 | 28.89 | 55 | -11 | 60 | -0.10 |
| 0.83 | 3 | 1 | 2 | 31.38 | 260.10 | 49.10 | 3150 | -86.15 | 17.90 | 28.01 | 46 | 16 | 16 | -0.14 |
| 0.00 | 0 | -1 | 0 | 0.00 | 182.30 | 0.00 | 3200 | -9.25 | 25.10 | 27.07 | 122 | 9 | 112 | -0.19 |
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| 0.00 | 0 | 3 | 0 | 0.00 | 175.35 | 0.00 | 3250 | -11.85 | 34.50 | 26.03 | 23 | 7 | 12 | -0.25 |
| 0.70 | 161 | -16 | 119 | 20.97 | 121.25 | 5.40 | 3300 | -17.90 | 48.60 | 25.51 | 90 | -15 | 69 | -0.33 |
| 0.59 | 70 | 5 | 127 | 21.50 | 91.85 | 1.85 | 3350 | -17.00 | 71.55 | 26.46 | 51 | 11 | 23 | -0.42 |
| 0.48 | 195 | 25 | 534 | 21.81 | 67.30 | 0.30 | 3400 | -15.15 | 98.00 | 27.05 | 61 | 7 | 64 | -0.51 |
| 0.38 | 67 | 1 | 24 | 22.49 | 49.20 | -0.95 | 3450 | -24.65 | 114.05 | 23.15 | 2 | 1 | 2 | -0.61 |
| 0.29 | 276 | 69 | 367 | 22.62 | 33.90 | -2.95 | 3500 | 0.00 | 181.55 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.22 | 38 | 3 | 63 | 23.10 | 23.55 | -4.15 | 3550 | -153.80 | 199.70 | 28.42 | 4 | 2 | 2 | -0.73 |
| 0.16 | 188 | -112 | 496 | 23.35 | 15.65 | -2.95 | 3600 | 0.00 | 375.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.11 | 18 | 13 | 31 | 23.80 | 10.50 | -3.25 | 3650 | 0.00 | 436.30 | - | 0 | 0 | 0 | - |
| 0.07 | 43 | 23 | 109 | 23.89 | 6.55 | -3.25 | 3700 | 0.00 | 322.40 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3750 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 85 | -16 | 426 | 26.40 | 3.95 | -1.45 | 3800 | 0.00 | 394.60 | - | 0 | 0 | 0 | - |
| 1,144 | 617 | |||||||||||||
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.
