ZYDUSLIFE
Zydus Lifesciences Ltd
973.5
-12.10 (-1.23%)
Option Chain for ZYDUSLIFE
20 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 | -0.05 | 0.15 | - | 46 | -34 | 78 | - |
| 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 | 0.00 | 0.30 | - | 1 | 0 | 21 | - |
| - | 0 | 0 | 0 | - | 156.30 | 0.00 | 860 | -0.15 | 0.30 | 44.95 | 14 | 0 | 39 | -0.01 |
| - | 0 | 0 | 0 | - | 211.60 | 0.00 | 880 | -0.20 | 0.35 | 38.52 | 86 | -5 | 171 | -0.02 |
| 0.86 | 7 | 0 | 1 | 57.91 | 78.25 | 6.45 | 900 | -0.20 | 0.35 | 31.07 | 93 | -22 | 135 | -0.02 |
| 0.00 | 0 | 1 | 0 | 0.00 | 57.50 | 0.00 | 920 | -0.10 | 0.60 | 26.02 | 186 | -20 | 134 | -0.04 |
| 0.69 | 96 | 0 | 8 | 60.63 | 49.05 | -0.90 | 940 | 0.00 | 1.30 | 21.45 | 965 | 5 | 472 | -0.10 |
| - | 266 | -37 | 288 | - | 11.30 | -19.75 | 960 | 1.95 | 5.30 | 21.47 | 1,712 | -69 | 503 | -0.31 |
| 0.35 | 531 | 44 | 1,925 | 14.24 | 4.20 | -13.05 | 980 | 8.15 | 17.00 | 26.67 | 1,941 | 24 | 349 | -0.57 |
| 0.14 | 1,544 | -331 | 5,598 | 19.76 | 1.80 | -7.30 | 1000 | 14.30 | 34.85 | 36.58 | 496 | 11 | 408 | -0.71 |
| 0.06 | 789 | -137 | 1,790 | 23.41 | 0.75 | -3.35 | 1020 | 20.50 | 54.40 | 47.45 | 37 | 0 | 56 | -0.77 |
| 0.04 | 606 | 84 | 1,168 | 28.99 | 0.55 | -1.35 | 1040 | -0.90 | 56.75 | - | 24 | 6 | 51 | - |
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| 0.03 | 211 | -73 | 282 | 33.78 | 0.40 | -0.75 | 1060 | 2.50 | 80.00 | - | 4 | -1 | 14 | - |
| 0.02 | 252 | 1 | 60 | 37.01 | 0.25 | -0.50 | 1080 | 10.25 | 92.35 | - | 3 | 0 | 12 | - |
| 0.01 | 286 | -17 | 40 | 40.04 | 0.15 | -0.45 | 1100 | 1.50 | 111.50 | - | 12 | 0 | 159 | - |
| 0.01 | 166 | -3 | 16 | 46.55 | 0.20 | 0.00 | 1120 | 15.55 | 148.00 | 62.96 | 2 | 0 | 151 | -0.96 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1140 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.20 | 0.00 | 1160 | -4.40 | 168.10 | - | 17 | -13 | 34 | - |
| 4,754 | 2,787 | |||||||||||||
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.
