ZYDUSLIFE
Zydus Lifesciences Ltd
940.7
-6.90 (-0.73%)
Option Chain for ZYDUSLIFE
21 Nov 2024 02:01 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 900 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 135.85 | 0.00 | 840 | 0.20 | 0.70 | 44.78 | 104 | 5 | 265 | -0.03 |
|
|
||||||||||||||
| 0.00 | 0 | 0 | 0 | 0.00 | 106.00 | 0.00 | 860 | -0.05 | 0.95 | 39.27 | 220 | 4 | 117 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 92.55 | 0.00 | 880 | 0.10 | 1.45 | 34.21 | 363 | 11 | 246 | -0.07 |
| - | 67 | 2 | 27 | - | 41.85 | -5.95 | 900 | 0.05 | 2.60 | 29.98 | 1,345 | -10 | 319 | -0.13 |
| 0.79 | 58 | -2 | 31 | 21.80 | 25.80 | -4.65 | 920 | 0.40 | 5.60 | 27.23 | 933 | -25 | 278 | -0.26 |
| 0.54 | 256 | 79 | 699 | 22.01 | 12.75 | -3.75 | 940 | 1.45 | 12.80 | 26.86 | 1,367 | -63 | 350 | -0.46 |
| 0.29 | 654 | -15 | 1,055 | 22.86 | 5.25 | -2.05 | 960 | 2.60 | 24.90 | 27.46 | 136 | -14 | 471 | -0.68 |
| 0.13 | 571 | -18 | 1,168 | 24.33 | 2.00 | -0.75 | 980 | 5.95 | 42.70 | 34.09 | 43 | -21 | 194 | -0.79 |
| 0.06 | 1,058 | -13 | 703 | 27.39 | 0.95 | -0.30 | 1000 | 5.40 | 61.00 | 38.59 | 13 | 0 | 432 | -0.86 |
| 0.03 | 437 | -57 | 320 | 30.45 | 0.50 | -0.05 | 1020 | 5.05 | 78.05 | 32.10 | 3 | -1 | 79 | -0.96 |
| 0.02 | 298 | -36 | 73 | 35.24 | 0.40 | 0.05 | 1040 | 0.00 | 85.50 | 0.00 | 0 | -11 | 0 | 0.00 |
| 0.02 | 291 | -7 | 28 | 40.50 | 0.40 | 0.10 | 1060 | 0.00 | 101.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 216 | -6 | 12 | 43.37 | 0.25 | 0.05 | 1080 | 0.00 | 97.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 1,058 | 36 | 97 | 49.53 | 0.30 | 0.05 | 1100 | 11.00 | 157.00 | - | 2 | 0 | 273 | - |
| 0.01 | 117 | 0 | 5 | 52.80 | 0.25 | -0.20 | 1120 | 0.00 | 168.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 30 | 0 | 3 | - | 0.15 | 0.00 | 1140 | 0.00 | 139.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 117 | -2 | 12 | - | 0.15 | 0.10 | 1160 | 8.00 | 216.00 | - | 1 | 0 | 7 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.45 | 0.00 | 1180 | 0.00 | 182.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 281 | -3 | 7 | - | 0.10 | 0.05 | 1200 | 12.20 | 257.50 | - | 1 | 0 | 21 | - |
| 5,509 | 3,052 | |||||||||||||
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.
