NATIONALUM
National Aluminium Co Ltd
246.56
6.25 (2.60%)
Option Chain for NATIONALUM
21 Nov 2024 02:41 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 3750 |
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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 | 71.45 | 0.00 | 170 | 0.00 | 0.05 | - | 14 | -6 | 129 | - |
- | 0 | 0 | 0 | - | 38.20 | 0.00 | 172.5 | 0.00 | 5.55 | 30.00 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 36.40 | 0.00 | 175 | 0.00 | 6.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 34.65 | 0.00 | 177.5 | 0.00 | 6.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 61.60 | 0.00 | 180 | -0.05 | 0.10 | - | 11 | -3 | 198 | - |
0.00 | 0 | 0 | 0 | 0.00 | 31.30 | 0.00 | 182.5 | 0.00 | 8.50 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1 | 0 | 1 | - | 59.60 | 4.60 | 185 | 0.05 | 0.15 | - | 7 | -4 | 30 | - |
0.00 | 0 | 0 | 0 | 0.00 | 28.20 | 0.00 | 187.5 | 0.00 | 10.30 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.00 | 0 | -1 | 0 | 0.00 | 51.00 | 0.00 | 190 | -0.05 | 0.10 | - | 6 | -5 | 254 | - |
0.00 | 0 | 0 | 0 | 0.00 | 25.25 | 0.00 | 192.5 | 0.00 | 12.35 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 23.90 | 0.00 | 195 | 0.00 | 0.15 | - | 4 | 1 | 68 | - |
0.00 | 0 | 0 | 0 | 0.00 | 22.60 | 0.00 | 197.5 | -0.05 | 0.15 | - | 15 | 6 | 25 | - |
- | 197 | -48 | 88 | - | 48.20 | 9.00 | 200 | -0.05 | 0.20 | - | 218 | -5 | 640 | - |
0.00 | 0 | 0 | 0 | 0.00 | 19.25 | 0.00 | 202.5 | -0.05 | 0.25 | - | 3 | 0 | 27 | - |
0.00 | 0 | 0 | 0 | 0.00 | 16.40 | 0.00 | 205 | -0.10 | 0.20 | - | 48 | -2 | 176 | - |
0.00 | 0 | 0 | 0 | 0.00 | 14.75 | 0.00 | 207.5 | -0.15 | 0.20 | - | 24 | -6 | 70 | - |
- | 287 | -14 | 22 | - | 39.40 | 9.20 | 210 | -0.15 | 0.30 | - | 323 | -40 | 464 | - |
- | 16 | 0 | 4 | - | 29.00 | 18.15 | 212.5 | -0.05 | 0.40 | 63.80 | 35 | 13 | 72 | -0.04 |
0.00 | 0 | 3 | 0 | 0.00 | 26.70 | 0.00 | 215 | -0.20 | 0.45 | 61.00 | 216 | -12 | 302 | -0.05 |
- | 35 | 1 | 5 | - | 28.25 | 4.95 | 217.5 | -0.35 | 0.55 | 59.43 | 89 | 32 | 91 | -0.06 |
- | 555 | -140 | 529 | - | 29.35 | 9.25 | 220 | -0.45 | 0.60 | 56.21 | 2,484 | -55 | 1,718 | -0.07 |
0.82 | 174 | -2 | 6 | 86.66 | 26.85 | 7.40 | 222.5 | -0.50 | 0.75 | 54.78 | 166 | -3 | 115 | -0.08 |
0.85 | 263 | -8 | 22 | 65.08 | 23.00 | 7.00 | 225 | -0.75 | 0.80 | 51.07 | 1,530 | 67 | 756 | -0.10 |
0.74 | 159 | -1 | 10 | 96.59 | 24.15 | 8.85 | 227.5 | -0.95 | 0.95 | 48.75 | 840 | -34 | 222 | -0.11 |
0.82 | 713 | -100 | 464 | 55.24 | 18.10 | 6.65 | 230 | -1.25 | 1.20 | 47.30 | 4,960 | 203 | 1,429 | -0.14 |
0.81 | 223 | 0 | 25 | 50.12 | 15.65 | 6.00 | 232.5 | -1.55 | 1.45 | 45.11 | 1,052 | 60 | 450 | -0.17 |
0.81 | 578 | 16 | 501 | 39.08 | 12.65 | 4.85 | 235 | -1.85 | 1.90 | 44.33 | 2,943 | 181 | 1,317 | -0.21 |
0.76 | 152 | -36 | 477 | 37.87 | 10.60 | 4.30 | 237.5 | -2.30 | 2.35 | 42.55 | 1,425 | 64 | 511 | -0.26 |
0.70 | 1,106 | -373 | 3,795 | 36.61 | 8.70 | 3.75 | 240 | -2.90 | 2.95 | 41.12 | 7,466 | 426 | 1,629 | -0.32 |
0.63 | 293 | -59 | 2,066 | 36.57 | 7.05 | 3.30 | 242.5 | -3.35 | 3.75 | 40.18 | 2,580 | 143 | 311 | -0.38 |
0.55 | 1,192 | -162 | 5,880 | 34.90 | 5.40 | 2.55 | 245 | -3.95 | 4.70 | 39.13 | 5,641 | 488 | 932 | -0.45 |
0.47 | 262 | -63 | 3,525 | 35.82 | 4.30 | 2.20 | 247.5 | -4.35 | 6.00 | 39.33 | 1,177 | 115 | 189 | -0.53 |
0.39 | 2,193 | 473 | 16,226 | 35.24 | 3.20 | 1.65 | 250 | -5.10 | 7.35 | 38.53 | 5,762 | 568 | 905 | -0.60 |
0.31 | 304 | 65 | 3,329 | 35.49 | 2.40 | 1.15 | 252.5 | -3.90 | 8.95 | 38.24 | 625 | 44 | 69 | -0.67 |
0.25 | 820 | 397 | 7,823 | 36.04 | 1.80 | 0.90 | 255 | -5.80 | 10.95 | 40.00 | 398 | 88 | 102 | -0.73 |
0.20 | 165 | 24 | 1,602 | 36.75 | 1.35 | 0.60 | 257.5 | -2.55 | 12.25 | 33.88 | 59 | 16 | 18 | -0.82 |
0.16 | 1,267 | 48 | 7,517 | 37.98 | 1.05 | 0.45 | 260 | -5.75 | 15.25 | 43.65 | 165 | 35 | 46 | -0.81 |
0.13 | 111 | 24 | 1,055 | 39.54 | 0.85 | 0.30 | 262.5 | -9.45 | 13.75 | - | 4 | 1 | 2 | - |
0.10 | 334 | 60 | 2,457 | 40.54 | 0.65 | 0.30 | 265 | -4.30 | 16.55 | - | 12 | 1 | 2 | - |
0.09 | 44 | 44 | 111 | 44.26 | 0.65 | -6.35 | 267.5 | -29.85 | 17.40 | - | 1 | 0 | 0 | - |
0.07 | 669 | 104 | 3,129 | 43.90 | 0.45 | 0.10 | 270 | -9.05 | 20.75 | - | 8 | 7 | 8 | - |
0.07 | 28 | 28 | 102 | 48.36 | 0.50 | -5.60 | 272.5 | -28.05 | 23.20 | - | 4 | 3 | 3 | - |
0.05 | 175 | 100 | 1,026 | 46.51 | 0.30 | 0.10 | 275 | 0.00 | 71.25 | - | 0 | 0 | 0 | - |
0.06 | 1 | 1 | 2 | 49.33 | 0.40 | 0.00 | 277.5 | 0.00 | 55.40 | - | 0 | 0 | 0 | - |
0.05 | 46 | 46 | 107 | 54.04 | 0.35 | 0.00 | 280 | 0.00 | 88.20 | - | 0 | 0 | 0 | - |
12,363 | 13,280 |
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.