VEDL
Vedanta Limited
442.75
-0.80 (-0.18%)
Option Chain for VEDL
21 Nov 2024 02:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 2300 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 82.80 | 0.00 | 380 | 0.00 | 0.35 | 58.01 | 227.5 | -53 | 497 | -0.03 |
| - | 2 | 2 | 1.5 | - | 53.40 | -65.70 | 390 | -0.25 | 0.45 | 51.92 | 224 | 52 | 219 | -0.03 |
| - | 142 | -14 | 33.5 | - | 42.75 | -0.45 | 400 | -0.30 | 0.70 | 47.47 | 1,294 | 569 | 2,278 | -0.06 |
| - | 45 | 10 | 19.5 | - | 33.45 | -2.25 | 410 | -0.20 | 1.35 | 45.28 | 1,107.5 | 60 | 883 | -0.10 |
| 0.82 | 175 | 9 | 67.5 | 43.35 | 26.05 | 0.25 | 420 | -0.30 | 2.40 | 42.15 | 1,416.5 | 45 | 1,919 | -0.17 |
| 0.74 | 461 | 29 | 269.5 | 35.36 | 17.00 | 0.50 | 430 | -0.35 | 4.10 | 38.74 | 1,851.5 | 169 | 1,648 | -0.27 |
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| 0.58 | 1,420 | 96 | 1,645 | 33.76 | 10.15 | 0.20 | 440 | -0.85 | 7.05 | 35.53 | 2,174.5 | -24 | 2,277 | -0.43 |
| 0.38 | 2,557 | 263 | 2,766.5 | 32.52 | 5.25 | -0.05 | 450 | -0.95 | 12.20 | 34.93 | 697 | -58 | 1,889 | -0.61 |
| 0.22 | 4,588 | -292 | 2,166.5 | 33.53 | 2.60 | -0.25 | 460 | -1.90 | 19.50 | 35.86 | 404 | -305 | 3,013 | -0.76 |
| 0.13 | 4,183 | -23 | 1,378.5 | 36.37 | 1.45 | -0.25 | 470 | 0.35 | 28.50 | 41.34 | 51 | -36 | 1,505 | -0.84 |
| 0.08 | 4,175 | -202 | 985.5 | 39.53 | 0.85 | -0.20 | 480 | -2.35 | 35.15 | - | 29 | -37 | 1,240 | - |
| 0.05 | 2,067 | -134 | 397.5 | 42.94 | 0.55 | -0.15 | 490 | 9.10 | 52.00 | 82.58 | 1 | 0 | 758 | -0.79 |
| 0.04 | 4,208 | -537 | 778.5 | 46.98 | 0.40 | -0.10 | 500 | 0.90 | 54.90 | - | 12 | -22 | 1,140 | - |
| 0.02 | 1,019 | 1 | 133.5 | 49.14 | 0.25 | -0.15 | 510 | 7.00 | 70.00 | - | 3 | 0 | 258 | - |
| 0.02 | 1,275 | -36 | 54.5 | 53.25 | 0.20 | -0.05 | 520 | 0.00 | 72.90 | 0.00 | 0 | -6 | 0 | 0.00 |
| - | 570 | -2 | 7.5 | - | 0.15 | -0.10 | 530 | 0.00 | 74.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 890 | -2 | 20.5 | - | 0.10 | 0.00 | 540 | 0.00 | 100.30 | - | 0 | 0 | 0 | - |
| - | 1,713 | -25 | 61.5 | - | 0.10 | -0.05 | 550 | 0.00 | 86.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 445 | 0 | 10 | - | 0.20 | 0.00 | 560 | 0.00 | 125.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 570 | 0.00 | 76.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 374 | -11 | 7 | - | 0.10 | -0.05 | 580 | 0.00 | 110.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 30,309 | 19,524 | |||||||||||||
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.
