ZYDUSLIFE
Zydus Lifesciences Ltd
944.05
-3.55 (-0.37%)
Option Chain for ZYDUSLIFE
21 Nov 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 135.85 | 0.00 | 840 | 0.20 | 0.70 | 45.21 | 113 | 6 | 266 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 106.00 | 0.00 | 860 | -0.10 | 0.90 | 39.25 | 244 | 0 | 113 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 92.55 | 0.00 | 880 | 0.00 | 1.35 | 34.06 | 457 | -15 | 220 | -0.07 |
| - | 67 | 2 | 27 | - | 41.85 | -5.95 | 900 | -0.45 | 2.10 | 28.51 | 1,442 | -25 | 304 | -0.11 |
| 0.78 | 59 | -1 | 42 | 23.90 | 27.10 | -3.35 | 920 | -1.05 | 4.15 | 24.18 | 1,057 | -46 | 257 | -0.22 |
| 0.55 | 277 | 100 | 848 | 23.38 | 13.75 | -2.75 | 940 | -0.90 | 10.45 | 22.99 | 1,488 | -64 | 349 | -0.45 |
| 0.29 | 652 | -17 | 1,283 | 22.86 | 5.40 | -1.90 | 960 | -0.30 | 22.00 | 22.27 | 148 | -11 | 474 | -0.71 |
| 0.13 | 584 | -5 | 1,289 | 24.32 | 2.05 | -0.70 | 980 | 1.25 | 38.00 | 20.81 | 61 | -19 | 196 | -0.91 |
| 0.07 | 1,048 | -23 | 805 | 27.85 | 1.05 | -0.20 | 1000 | 2.60 | 58.20 | 29.86 | 18 | 3 | 435 | -0.92 |
| 0.04 | 426 | -68 | 439 | 31.83 | 0.65 | 0.10 | 1020 | 4.00 | 77.00 | 27.26 | 6 | -3 | 77 | -0.98 |
| 0.03 | 293 | -41 | 128 | 35.83 | 0.45 | 0.10 | 1040 | 17.25 | 102.75 | 64.25 | 1 | 0 | 132 | -0.85 |
| 0.02 | 288 | -10 | 61 | 40.83 | 0.40 | 0.10 | 1060 | 0.00 | 101.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 212 | -10 | 17 | 43.36 | 0.25 | 0.05 | 1080 | 0.00 | 97.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 1,048 | 26 | 162 | 49.52 | 0.30 | 0.05 | 1100 | 11.00 | 157.00 | - | 2 | 0 | 273 | - |
| - | 113 | -4 | 6 | - | 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 |
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| - | 279 | -5 | 12 | - | 0.10 | 0.05 | 1200 | 12.20 | 257.50 | - | 1 | 0 | 21 | - |
| 5,493 | 3,124 | |||||||||||||
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.
