TORNTPHARM
Torrent Pharmaceuticals L
3101.95
7.10 (0.23%)
Option Chain for TORNTPHARM
21 Nov 2024 04:01 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 | 56.08 | 6 | -1 | 24 | -0.03 |
| - | 0 | 0 | 0 | - | 699.65 | 0.00 | 2750 | 0.00 | 2.90 | 22.28 | 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 | 0 | 2 | - | 251.75 | -352.85 | 2850 | 0.30 | 3.60 | 38.90 | 40 | -13 | 48 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 232.55 | 0.00 | 2900 | 1.45 | 4.90 | 34.95 | 58 | -2 | 56 | -0.07 |
| 0.00 | 0 | 0 | 0 | 0.00 | 167.15 | 0.00 | 2950 | -0.45 | 7.90 | 32.16 | 100 | 7 | 77 | -0.12 |
| 0.00 | 0 | -1 | 0 | 0.00 | 127.90 | 0.00 | 3000 | -3.55 | 12.80 | 29.20 | 91 | -16 | 226 | -0.18 |
| 0.72 | 2 | 0 | 1 | 24.33 | 77.15 | -23.00 | 3050 | -4.80 | 23.15 | 27.55 | 77 | 20 | 51 | -0.30 |
| 0.54 | 199 | 11 | 172 | 25.35 | 47.95 | -1.95 | 3100 | -6.15 | 40.85 | 26.37 | 193 | 32 | 179 | -0.46 |
| 0.36 | 75 | 2 | 142 | 24.58 | 25.00 | -2.60 | 3150 | 4.85 | 72.30 | 28.43 | 52 | 8 | 42 | -0.62 |
| 0.21 | 228 | -4 | 140 | 25.01 | 12.55 | -2.55 | 3200 | 2.40 | 114.25 | 33.19 | 4 | -1 | 177 | -0.73 |
| 0.13 | 60 | 0 | 55 | 27.65 | 7.40 | -0.30 | 3250 | 0.00 | 157.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 671 | 27 | 216 | 31.81 | 5.70 | 0.20 | 3300 | 0.00 | 187.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 16 | -25 | 98 | 33.32 | 3.30 | 0.45 | 3350 | 0.00 | 251.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 104 | -1 | 58 | 35.62 | 2.20 | -0.85 | 3400 | 0.00 | 229.30 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.03 | 67 | -11 | 24 | 39.30 | 1.90 | -0.05 | 3450 | 0.00 | 234.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 95 | -4 | 21 | 41.92 | 1.45 | 0.25 | 3500 | 0.00 | 264.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1,517 | 880 | |||||||||||||
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.
