IDEA
Vodafone Idea Limited
8.39
-0.01 (-0.12%)
Option Chain for IDEA
21 Sep 2025 04:13 PM IST
Max Pain
8
PCR
0.85
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 71475 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI% | OI | Change OI | Vol | IV | Ltp | Change | OI pcr | COI pcr | Change | Ltp | IV | Vol | Change OI | OI | OI% | Delta | |
| - | 0.30% | 67 | 5 | 36 | - | 4.45 | 0.60 | - | 4 | - | 0.00 | 0.05 | 0.00 | 0 | 0 | 0 | 0.00% | 0.00 |
| - | 0.33% | 73 | -1 | 20 | - | 3.50 | 0.55 | 7.58 | 5 | -5.00 | 0.00 | 0.05 | - | 5 | 5 | 553 | 2.93% | - |
| - | 3.88% | 861 | 5 | 249 | - | 2.50 | 0.60 | 4.11 | 6 | 1.80 | 0.00 | 0.05 | - | 9 | 9 | 3,543 | 18.78% | - |
| - | 11.31% | 2,508 | -1,375 | 4,015 | - | 1.50 | 0.55 | 2.75 | 7 | -0.52 | 0.00 | 0.05 | - | 4,444 | 719 | 6,907 | 36.61% | - |
| 0.70 | 21.94% | 4,863 | -3,174 | 20,020 | 72.76 | 0.70 | 0.35 | 0.96 | 8 | -0.44 | -0.25 | 0.20 | 69.61 | 6,621 | 1,411 | 4,668 | 24.74% | -0.29 |
| 0.33 | 34.29% | 7,600 | -1,701 | 29,984 | 66.69 | 0.20 | 0.10 | 0.38 | 9 | -0.78 | -0.50 | 0.70 | 64.86 | 3,337 | 1,332 | 2,878 | 15.26% | -0.68 |
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| 0.10 | 26.16% | 5,799 | 4,005 | 12,123 | 71.81 | 0.05 | 0.00 | 0.05 | 10 | -0.01 | -0.55 | 1.55 | 68.00 | 549 | -59 | 297 | 1.57% | -0.91 |
| - | 0.88% | 195 | 193 | 673 | - | 0.05 | 0.00 | - | 11 | - | 0.00 | 4.05 | - | 0 | 0 | 0 | 0.00% | - |
| - | 0.91% | 201 | 50 | 61 | - | 0.05 | 0.00 | 0.09 | 12 | 0.10 | -0.50 | 3.60 | - | 10 | 5 | 19 | 0.10% | - |
| 22,167 | -1,993 | 67,181 | 14,975 | 3,422 | 18,865 | |||||||||||||
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.
