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[--[65.84.65.76]--]
VOLTAS
Voltas Ltd

1797.2 30.65 (1.74%)

Option Chain for VOLTAS

11 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 300

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 489.15 0.00 1400 -0.05 0.60 - 7 0 88 -
0.00 0 0 0 0.00 0.00 0.00 1420 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 452.70 0.00 1440 0.00 0.90 0.00 0 0 0 0.00
- 0 0 0 - 227.20 0.00 1460 -0.35 0.85 48.18 4 0 63 -0.01
- 0 0 0 - 417.15 0.00 1480 -0.25 1.00 46.54 3 -1 68 -0.02
0.00 0 0 0 0.00 275.00 0.00 1500 -0.10 1.25 45.32 117 -25 241 -0.02
0.00 0 0 0 0.00 146.20 0.00 1520 -0.30 1.30 42.78 7 -1 85 -0.02
0.00 0 0 0 0.00 137.80 0.00 1540 -0.80 1.05 38.65 5 0 160 -0.02
0.00 0 0 0 0.00 124.25 0.00 1560 -0.55 1.65 38.73 156 -22 94 -0.03
0.00 0 0 0 0.00 134.30 0.00 1580 -0.80 1.95 36.98 87 -18 189 -0.04
0.95 99 -3 7 35.26 201.00 24.00 1600 -1.00 2.45 35.60 680 58 752 -0.04
0.00 0 0 0 0.00 150.00 0.00 1620 -1.25 3.05 34.13 875 332 609 -0.06
- 75 -2 3 - 161.60 22.60 1640 -1.90 3.60 32.21 681 0 401 -0.07
- 312 -15 35 - 142.00 26.05 1660 -2.80 4.45 30.57 1,041 -73 513 -0.09
0.95 251 -28 43 21.59 125.00 26.00 1680 -3.95 5.80 29.29 608 -5 440 -0.11
0.95 540 -59 283 18.47 105.00 23.00 1700 -5.90 7.40 27.79 2,250 -68 1,211 -0.14
0.88 154 -61 152 20.60 88.15 21.15 1720 -8.05 10.15 26.96 1,029 24 488 -0.18
0.82 280 -152 788 20.19 71.10 17.90 1740 -10.85 13.85 26.17 1,393 157 548 -0.24
0.73 1,056 -238 2,309 20.86 56.70 15.05 1760 -13.70 19.30 25.87 1,940 249 788 -0.31
0.63 470 -228 3,211 21.98 45.00 12.85 1780 -16.20 26.80 25.98 1,566 265 455 -0.39
0.53 1,509 308 5,453 22.43 34.50 10.30 1800 -19.25 35.75 25.93 747 97 389 -0.47
0.43 582 324 1,787 22.52 25.45 7.75 1820 -22.25 46.15 25.74 125 24 65 -0.56
0.34 664 201 1,502 22.66 18.30 5.25 1840 -32.00 59.30 26.35 45 12 67 -0.63
0.26 272 -4 996 22.96 13.00 3.80 1860 -33.05 72.95 26.26 20 8 17 -0.71
0.20 205 42 723 23.35 9.15 2.40 1880 -29.95 86.85 25.14 8 1 6 -0.78
0.15 705 224 1,329 23.69 6.30 1.65 1900 -28.05 104.80 26.77 27 15 46 -0.82
0.11 179 43 413 24.21 4.40 1.05 1920 0.00 151.70 - 0 0 0 -
0.08 56 56 254 25.19 3.30 -16.30 1940 0.00 288.55 - 0 0 0 -
0.00 0 0 0 10.34 107.80 0.00 1960 0.00 174.90 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1980 0.00 0.00 0.00 0 0 0 0.00
0.04 159 48 1,046 28.46 1.60 -0.30 2000 0.00 199.75 - 0 0 0 -
7,568 7,783
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.