ZYDUSLIFE
Zydus Lifesciences Ltd
956.95
-15.45 (-1.59%)
Option Chain for ZYDUSLIFE
30 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | - | 184.65 | 0.00 | 840 | 0.30 | 1.30 | 28.97 | 38 | 1 | 96 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 850 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 112.55 | 0.00 | 860 | 0.55 | 2.20 | 28.05 | 151 | 64 | 162 | -0.06 |
- | 0 | 0 | 0 | - | 99.95 | 0.00 | 870 | 0.55 | 2.65 | 27.13 | 35 | 25 | 43 | -0.08 |
- | 0 | 0 | 0 | - | 151.90 | 0.00 | 880 | 0.30 | 3.00 | 25.77 | 163 | 51 | 160 | -0.09 |
- | 3 | 3 | 4 | - | 77.95 | -5.75 | 890 | 0.25 | 3.70 | 24.95 | 44 | 15 | 31 | -0.11 |
0.00 | 0 | 2 | 0 | 0.00 | 75.75 | 0.00 | 900 | 0.60 | 4.75 | 24.45 | 376 | 69 | 241 | -0.13 |
0.96 | 3 | 3 | 4 | 13.23 | 61.85 | -6.90 | 910 | 0.65 | 6.00 | 23.85 | 67 | 20 | 37 | -0.16 |
0.00 | 0 | 10 | 0 | 0.00 | 66.70 | 0.00 | 920 | 1.20 | 7.70 | 23.46 | 391 | 31 | 167 | -0.20 |
0.75 | 8 | 8 | 16 | 23.56 | 51.60 | -3.80 | 930 | 3.25 | 10.60 | 23.97 | 39 | -2 | 35 | -0.25 |
0.71 | 23 | 2 | 27 | 22.32 | 43.45 | -10.60 | 940 | 1.10 | 11.80 | 22.12 | 266 | -10 | 195 | -0.29 |
0.65 | 11 | 4 | 46 | 22.31 | 36.95 | -6.30 | 950 | 4.35 | 17.80 | 24.58 | 154 | 18 | 56 | -0.36 |
0.59 | 125 | -2 | 223 | 22.33 | 31.10 | -5.25 | 960 | 2.85 | 19.15 | 22.03 | 324 | 40 | 362 | -0.41 |
0.52 | 122 | 28 | 313 | 21.57 | 25.00 | -5.00 | 970 | 3.15 | 23.70 | 21.93 | 153 | 31 | 70 | -0.48 |
0.46 | 253 | 11 | 489 | 22.13 | 21.00 | -3.80 | 980 | 3.20 | 27.90 | 20.95 | 188 | 29 | 242 | -0.54 |
0.39 | 51 | 18 | 173 | 21.35 | 16.15 | -4.20 | 990 | 4.05 | 34.15 | 21.23 | 42 | 12 | 23 | -0.61 |
0.34 | 510 | 188 | 1,245 | 21.57 | 13.00 | -3.50 | 1000 | 4.30 | 40.35 | 20.89 | 47 | 13 | 132 | -0.67 |
0.28 | 34 | 30 | 89 | 21.50 | 10.10 | -2.60 | 1010 | 4.75 | 47.50 | 20.91 | 14 | 7 | 13 | -0.73 |
0.23 | 222 | 36 | 527 | 21.64 | 7.90 | -2.70 | 1020 | 11.80 | 55.65 | 21.49 | 50 | -4 | 127 | -0.77 |
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0.20 | 44 | 8 | 75 | 22.41 | 6.60 | -1.85 | 1030 | 17.70 | 70.50 | 29.57 | 1 | 0 | 4 | -0.74 |
0.16 | 137 | 5 | 506 | 22.52 | 5.10 | -1.65 | 1040 | 9.60 | 75.85 | 26.65 | 15 | 10 | 30 | -0.80 |
0.13 | 68 | 43 | 235 | 22.89 | 4.05 | -1.65 | 1050 | 0.00 | 94.75 | - | 0 | 0 | 0 | - |
0.11 | 81 | 16 | 122 | 23.32 | 3.25 | -1.30 | 1060 | 0.00 | 91.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.08 | 22 | 22 | 27 | 23.05 | 2.35 | 2.35 | 1070 | 111.65 | 111.65 | - | 0 | 0 | 0 | - |
0.07 | 56 | 10 | 51 | 24.18 | 2.10 | -0.75 | 1080 | 12.65 | 107.65 | 16.89 | 5 | 0 | 3 | -0.98 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1090 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 789 | 273 | 610 | 25.82 | 1.60 | -0.25 | 1100 | 0.00 | 120.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1110 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 175 | 3 | 26 | 25.10 | 0.75 | -0.35 | 1120 | 0.00 | 146.50 | 0.00 | 0 | -1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1130 | 0.00 | 0.00 | 0.00 | 0 | 0 | 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 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 58 | 0 | 4 | 27.95 | 0.45 | -0.05 | 1160 | 0.00 | 185.00 | - | 1 | 0 | 51 | - |
2,795 | 2,280 |
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.