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 |
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Put
Lot Size : 300 |
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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 |
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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
- 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.