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[--[65.84.65.76]--]
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
Put

Lot Size : 3750

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
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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.