ZYDUSLIFE
Zydus Lifesciences Ltd
982.1
7.55 (0.77%)
Option Chain for ZYDUSLIFE
03 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 900 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 284.40 | 0.00 | 800 | 0.00 | 0.55 | 39.54 | 120 | -14 | 223 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 192.70 | 0.00 | 820 | 0.00 | 2.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 247.25 | 0.00 | 840 | -0.10 | 0.90 | 34.05 | 37 | -6 | 33 | -0.03 |
| - | 0 | 0 | 0 | - | 156.30 | 0.00 | 860 | -0.05 | 1.25 | 31.66 | 55 | -4 | 46 | -0.04 |
| - | 0 | 0 | 0 | - | 211.60 | 0.00 | 880 | -0.25 | 1.75 | 29.23 | 280 | -12 | 197 | -0.06 |
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| 0.00 | 0 | -1 | 0 | 0.00 | 78.85 | 0.00 | 900 | -0.50 | 2.75 | 27.45 | 537 | -6 | 181 | -0.09 |
| 0.86 | 3 | 0 | 3 | 27.10 | 71.10 | 19.00 | 920 | -0.95 | 4.50 | 25.97 | 557 | -10 | 214 | -0.14 |
| 0.82 | 84 | -2 | 30 | 21.72 | 51.50 | 1.80 | 940 | -1.75 | 7.60 | 24.95 | 975 | 78 | 485 | -0.21 |
| 0.70 | 330 | -15 | 354 | 22.36 | 37.25 | 0.90 | 960 | -2.45 | 12.80 | 24.41 | 656 | 63 | 515 | -0.32 |
| 0.56 | 492 | -40 | 2,311 | 22.72 | 25.55 | 0.40 | 980 | -2.80 | 20.90 | 24.48 | 1,129 | 131 | 354 | -0.45 |
| 0.42 | 698 | 34 | 2,785 | 22.84 | 16.45 | 0.05 | 1000 | -3.55 | 31.55 | 24.48 | 152 | 33 | 227 | -0.58 |
| 0.29 | 456 | 82 | 1,124 | 23.27 | 10.25 | 0.00 | 1020 | -5.35 | 44.60 | 24.39 | 31 | 2 | 45 | -0.70 |
| 0.20 | 591 | 352 | 3,803 | 23.88 | 6.25 | -0.05 | 1040 | -6.70 | 57.70 | 21.07 | 22 | -4 | 16 | -0.83 |
| 0.13 | 287 | 113 | 807 | 24.55 | 3.75 | -0.15 | 1060 | -9.30 | 73.60 | 15.28 | 3 | 0 | 12 | -0.97 |
| 0.08 | 137 | 87 | 421 | 25.44 | 2.30 | -0.15 | 1080 | -27.75 | 98.25 | 31.81 | 1 | 0 | 6 | -0.86 |
| 0.06 | 345 | 48 | 487 | 26.65 | 1.50 | -0.20 | 1100 | 0.00 | 125.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 149 | 19 | 74 | 27.86 | 1.00 | -0.05 | 1120 | 0.00 | 145.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1140 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 30 | 2 | 9 | 31.32 | 0.60 | 0.00 | 1160 | 0.00 | 170.95 | 25.56 | 4 | 1 | 52 | -0.99 |
| 3,602 | 2,606 | |||||||||||||
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.
