VOLTAS
Voltas Ltd
1766
-0.95 (-0.05%)
Option Chain for VOLTAS
08 Nov 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 600 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 424.25 | 0.00 | 1400 | -0.15 | 0.75 | 44.35 | 6.5 | 2 | 50 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 458.60 | 0.00 | 1420 | 0.00 | 3.25 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 389.25 | 0.00 | 1440 | 0.00 | 1.40 | 0.00 | 0 | 2 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 421.00 | 0.00 | 1460 | 0.25 | 1.25 | 40.31 | 0.5 | 0 | 95 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 168.65 | 0.00 | 1480 | -0.60 | 1.20 | 37.38 | 7.5 | 0 | 76 | -0.02 |
0.00 | 0 | 2 | 0 | 0.00 | 240.00 | 0.00 | 1500 | -0.60 | 1.75 | 37.18 | 31 | -32 | 412 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 175.45 | 0.00 | 1520 | -0.50 | 2.40 | 36.67 | 67.5 | -51 | 89 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 141.75 | 0.00 | 1540 | -0.60 | 2.55 | 34.40 | 23 | 2 | 231 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 159.70 | 0.00 | 1560 | -0.40 | 3.45 | 33.78 | 43 | 4 | 331 | -0.06 |
0.00 | 0 | 0 | 0 | 0.00 | 138.85 | 0.00 | 1580 | -0.40 | 4.35 | 32.67 | 165.5 | 44 | 390 | -0.07 |
- | 176 | -7 | 10 | - | 150.45 | -17.00 | 1600 | -0.25 | 5.55 | 31.65 | 270 | 25 | 834 | -0.09 |
0.94 | 125 | -1 | 5 | 23.89 | 144.55 | -6.30 | 1620 | -0.05 | 7.40 | 31.03 | 171 | -28 | 389 | -0.12 |
- | 243 | -8 | 16.5 | - | 120.00 | -12.20 | 1640 | 0.30 | 9.85 | 30.49 | 312.5 | 47 | 520 | -0.15 |
0.95 | 508 | -2 | 15 | 15.29 | 103.25 | -12.90 | 1660 | 1.25 | 13.75 | 30.65 | 300.5 | 35 | 494 | -0.19 |
0.96 | 246 | -19 | 40 | 11.89 | 83.00 | -16.25 | 1680 | 1.50 | 17.70 | 30.04 | 331 | 154 | 516 | -0.24 |
0.83 | 858 | -47 | 280 | 16.76 | 68.80 | -14.20 | 1700 | 1.95 | 23.30 | 29.97 | 639 | -1 | 1,118 | -0.29 |
0.72 | 241 | -44 | 193 | 18.95 | 56.40 | -12.70 | 1720 | 3.90 | 31.00 | 30.51 | 245.5 | -36 | 314 | -0.35 |
0.62 | 760 | -98 | 495 | 19.70 | 44.55 | -11.60 | 1740 | 4.05 | 39.00 | 30.40 | 549.5 | -30 | 573 | -0.41 |
0.52 | 622 | -193 | 1,799.5 | 21.08 | 35.80 | -9.85 | 1760 | 5.40 | 49.65 | 31.15 | 635.5 | -17 | 343 | -0.48 |
0.43 | 670 | 116 | 1,897 | 21.69 | 27.70 | -9.30 | 1780 | 6.15 | 61.80 | 32.05 | 445 | 64 | 378 | -0.54 |
0.35 | 1,871 | 368 | 3,684.5 | 22.47 | 21.50 | -7.90 | 1800 | 8.70 | 74.90 | 32.84 | 313 | -4 | 488 | -0.59 |
0.29 | 279 | 64 | 652 | 23.03 | 16.35 | -6.60 | 1820 | 11.10 | 89.90 | 34.20 | 38 | 5 | 57 | -0.64 |
0.23 | 385 | 3 | 665.5 | 23.59 | 12.35 | -5.30 | 1840 | 6.20 | 100.05 | 31.64 | 10.5 | 0 | 55 | -0.71 |
0.18 | 446 | 23 | 304.5 | 24.11 | 9.25 | -4.55 | 1860 | -10.95 | 117.65 | 33.61 | 7 | 6 | 61 | -0.74 |
|
||||||||||||||
0.14 | 319 | 35 | 364 | 24.51 | 6.80 | -3.80 | 1880 | -9.75 | 117.50 | 14.82 | 3.5 | -1 | 27 | -0.97 |
0.11 | 836 | 50 | 667.5 | 25.35 | 5.30 | -2.90 | 1900 | 5.00 | 149.25 | 33.26 | 4 | -4 | 62 | -0.82 |
0.09 | 133 | 21 | 90 | 26.26 | 4.20 | -2.10 | 1920 | 0.00 | 258.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.07 | 272 | 27 | 145 | 26.43 | 3.10 | -1.80 | 1940 | 0.00 | 146.65 | - | 0 | 0 | 0 | - |
0.05 | 255 | -2 | 165.5 | 27.59 | 2.50 | -1.45 | 1960 | 0.00 | 217.10 | - | 0 | 0 | 0 | - |
0.05 | 111 | 33 | 89 | 28.69 | 2.20 | -0.95 | 1980 | 0.00 | 171.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 838 | 4 | 279.5 | 29.78 | 1.80 | -0.80 | 2000 | 0.00 | 341.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 72 | 0 | 11 | 30.81 | 1.60 | -0.65 | 2020 | 0.00 | 198.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 14.61 | 59.10 | 0.00 | 2040 | 0.00 | 274.00 | - | 0 | 0 | 0 | - |
0.03 | 56 | 3 | 8 | 33.63 | 1.35 | -0.20 | 2060 | 0.00 | 227.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 37 | 4 | 5 | 33.83 | 1.00 | -0.65 | 2080 | 0.00 | 304.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 37 | 8 | 19 | 36.52 | 0.90 | 0.05 | 2120 | 0.00 | 335.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2140 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 19 | -1 | 7.5 | 39.32 | 0.85 | 0.05 | 2160 | 0.00 | 368.55 | 0.00 | 0 | 0 | 0 | 0.00 |
10,415 | 7,903 |
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.