VEDL
Vedanta Limited
468.35
7.80 (1.69%)
Option Chain for VEDL
03 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1150 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 132.20 | 0.00 | 380 | -0.10 | 0.45 | 43.81 | 77 | 15 | 495 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 83.05 | 0.00 | 390 | -0.20 | 0.50 | 39.94 | 314 | 182 | 489 | -0.03 |
| 1.00 | 220 | 1 | 39 | 5.89 | 67.85 | 3.60 | 400 | -0.30 | 0.80 | 38.60 | 508 | 77 | 2,464 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 53.75 | 0.00 | 410 | -0.45 | 1.00 | 35.39 | 604 | -18 | 1,035 | -0.05 |
| 0.95 | 70 | 0 | 14 | 28.24 | 51.15 | 5.05 | 420 | -0.75 | 1.50 | 33.52 | 1,076 | 103 | 1,201 | -0.08 |
| 0.92 | 252 | 15 | 174 | 26.29 | 41.65 | 4.75 | 430 | -1.10 | 2.35 | 32.07 | 1,685 | 19 | 848 | -0.12 |
| 0.86 | 592 | -11 | 376 | 25.38 | 32.70 | 3.65 | 440 | -1.65 | 3.60 | 30.54 | 2,566 | -2 | 1,632 | -0.18 |
| 0.77 | 1,749 | -151 | 2,084 | 25.70 | 24.85 | 3.15 | 450 | -2.25 | 5.60 | 29.43 | 3,105 | -150 | 2,983 | -0.26 |
| 0.65 | 2,022 | -325 | 4,010 | 25.70 | 18.00 | 2.55 | 460 | -2.75 | 8.65 | 28.76 | 2,496 | 106 | 1,801 | -0.36 |
| 0.52 | 1,856 | 118 | 5,047 | 25.58 | 12.35 | 1.85 | 470 | -3.65 | 12.85 | 28.25 | 1,400 | 16 | 774 | -0.48 |
| 0.39 | 3,141 | -83 | 4,465 | 25.68 | 8.10 | 1.20 | 480 | -4.25 | 18.55 | 28.46 | 967 | -63 | 1,016 | -0.59 |
| 0.28 | 1,678 | 392 | 2,487 | 25.78 | 5.05 | 0.65 | 490 | -5.65 | 24.90 | 27.61 | 119 | -24 | 615 | -0.71 |
|
|
||||||||||||||
| 0.19 | 2,885 | 130 | 3,153 | 26.23 | 3.10 | 0.30 | 500 | -5.15 | 33.35 | 29.80 | 282 | -61 | 1,164 | -0.78 |
| 0.12 | 589 | 36 | 878 | 26.91 | 1.90 | 0.15 | 510 | -5.45 | 42.05 | 31.24 | 34 | 9 | 120 | -0.84 |
| 0.08 | 541 | 27 | 666 | 27.87 | 1.20 | 0.10 | 520 | -5.50 | 51.50 | 34.17 | 41 | -14 | 318 | -0.87 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 530 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 901 | -49 | 492 | 30.91 | 0.60 | 0.00 | 540 | -14.00 | 71.00 | 41.04 | 1 | 0 | 24 | -0.90 |
| 16,496 | 16,979 | |||||||||||||
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.
