TORNTPHARM
Torrent Pharmaceuticals L
3437
-32.15 (-0.93%)
Option Chain for TORNTPHARM
20 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 390.00 | 0.00 | 3000 | -0.65 | 0.80 | 47.73 | 8 | 0 | 120 | -0.01 |
| - | 0 | 0 | 0 | - | 253.75 | 0.00 | 3050 | 0.00 | 2.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 418.05 | 0.00 | 3100 | 0.30 | 1.75 | 42.42 | 14 | -1 | 53 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 215.15 | 0.00 | 3150 | -0.10 | 1.75 | 36.94 | 1 | 0 | 45 | -0.03 |
| 0.83 | 38 | 0 | 1 | 61.80 | 270.00 | -5.55 | 3200 | 1.00 | 3.75 | 36.45 | 166 | 0 | 230 | -0.05 |
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| 0.00 | 0 | -1 | 0 | 0.00 | 210.10 | 0.00 | 3250 | 1.25 | 5.35 | 32.93 | 95 | -7 | 80 | -0.08 |
| - | 86 | -12 | 26 | - | 141.95 | -31.25 | 3300 | 1.60 | 7.00 | 28.31 | 672 | 15 | 205 | -0.11 |
| - | 130 | -16 | 47 | - | 91.95 | -33.50 | 3350 | 2.85 | 11.35 | 24.99 | 871 | -43 | 260 | -0.19 |
| 0.82 | 514 | -76 | 470 | 11.66 | 50.75 | -35.25 | 3400 | 7.30 | 24.15 | 24.69 | 974 | 49 | 396 | -0.33 |
| 0.48 | 324 | 13 | 1,482 | 16.86 | 27.55 | -29.00 | 3450 | 15.55 | 49.30 | 26.74 | 1,224 | -65 | 95 | -0.51 |
| 0.27 | 519 | -68 | 3,968 | 19.64 | 14.20 | -19.75 | 3500 | 22.85 | 87.75 | 31.86 | 573 | 21 | 78 | -0.64 |
| 0.15 | 235 | 14 | 1,677 | 22.06 | 7.40 | -11.80 | 3550 | -13.75 | 84.65 | - | 1 | 0 | 4 | - |
| 0.09 | 646 | 206 | 3,000 | 25.16 | 4.55 | -7.50 | 3600 | 5.30 | 147.30 | - | 17 | 1 | 6 | - |
| 0.06 | 110 | 48 | 776 | 28.55 | 3.20 | -4.25 | 3650 | -2.45 | 182.15 | - | 1 | 0 | 3 | - |
| 0.04 | 392 | -77 | 1,993 | 32.13 | 2.50 | -4.20 | 3700 | 0.00 | 322.40 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 16.81 | 18.50 | 0.00 | 3750 | 0.00 | 524.20 | - | 0 | 0 | 0 | - |
| 0.03 | 297 | -24 | 557 | 39.48 | 1.85 | -1.75 | 3800 | -30.00 | 300.00 | - | 2 | 0 | 1 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3850 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 67 | 15 | 283 | 46.95 | 1.60 | -0.95 | 3900 | 0.00 | 472.40 | - | 0 | 0 | 0 | - |
| 3,358 | 1,576 | |||||||||||||
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.
