NATIONALUM
National Aluminium Co Ltd
248.21
7.90 (3.29%)
Option Chain for NATIONALUM
21 Nov 2024 04:10 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 | 0.00 | 0.15 | - | 16 | -4 | 197 | - |
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 | 0.00 | 0.10 | - | 14 | -5 | 29 | - |
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 | 0.20 | - | 27 | -9 | 250 | - |
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 | - | 10 | 4 | 71 | - |
0.00 | 0 | 0 | 0 | 0.00 | 22.60 | 0.00 | 197.5 | -0.05 | 0.15 | - | 31 | -6 | 13 | - |
- | 187 | -58 | 120 | - | 47.95 | 8.75 | 200 | 0.00 | 0.25 | - | 263 | -6 | 639 | - |
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 | -0.05 | 0.25 | - | 52 | -1 | 177 | - |
0.00 | 0 | 0 | 0 | 0.00 | 14.75 | 0.00 | 207.5 | -0.05 | 0.30 | - | 25 | -9 | 67 | - |
- | 278 | -23 | 33 | - | 37.00 | 6.80 | 210 | -0.15 | 0.30 | - | 392 | -70 | 434 | - |
- | 16 | 0 | 4 | - | 29.00 | 18.15 | 212.5 | -0.05 | 0.40 | - | 35 | 13 | 72 | - |
0.00 | 0 | 3 | 0 | 0.00 | 26.70 | 0.00 | 215 | -0.20 | 0.45 | 64.01 | 307 | -9 | 305 | -0.05 |
- | 35 | 1 | 5 | - | 28.25 | 4.95 | 217.5 | -0.45 | 0.45 | 59.83 | 92 | 32 | 91 | -0.05 |
0.99 | 525 | -170 | 569 | 38.42 | 28.25 | 8.15 | 220 | -0.50 | 0.55 | 58.17 | 2,981 | -29 | 1,744 | -0.06 |
0.90 | 174 | -2 | 6 | 65.00 | 26.85 | 7.40 | 222.5 | -0.70 | 0.55 | 53.85 | 184 | 0 | 118 | -0.07 |
0.95 | 259 | -12 | 29 | 43.02 | 23.50 | 7.50 | 225 | -0.90 | 0.65 | 51.59 | 1,703 | 62 | 751 | -0.08 |
0.80 | 159 | -1 | 10 | 82.18 | 24.15 | 8.85 | 227.5 | -0.95 | 0.95 | 52.26 | 1,003 | 4 | 260 | -0.11 |
0.93 | 695 | -118 | 501 | 38.41 | 18.65 | 7.20 | 230 | -1.45 | 1.00 | 48.20 | 5,504 | 244 | 1,470 | -0.12 |
0.99 | 223 | 0 | 26 | 20.54 | 15.75 | 6.10 | 232.5 | -1.75 | 1.25 | 46.61 | 1,192 | 49 | 439 | -0.15 |
0.85 | 575 | 13 | 531 | 38.59 | 14.25 | 6.45 | 235 | -2.15 | 1.60 | 45.41 | 3,394 | 214 | 1,350 | -0.18 |
0.81 | 149 | -39 | 491 | 37.38 | 12.10 | 5.80 | 237.5 | -2.70 | 1.95 | 43.36 | 1,557 | 75 | 522 | -0.22 |
0.75 | 1,096 | -383 | 3,992 | 37.49 | 10.20 | 5.25 | 240 | -3.55 | 2.30 | 40.57 | 8,047 | 448 | 1,651 | -0.26 |
0.69 | 291 | -61 | 2,141 | 35.82 | 8.25 | 4.50 | 242.5 | -4.15 | 2.95 | 39.46 | 2,869 | 203 | 371 | -0.32 |
0.62 | 1,152 | -202 | 6,596 | 33.78 | 6.40 | 3.55 | 245 | -4.90 | 3.75 | 38.35 | 6,288 | 501 | 945 | -0.39 |
0.53 | 259 | -66 | 4,021 | 35.59 | 5.25 | 3.15 | 247.5 | -5.40 | 4.95 | 38.92 | 1,406 | 119 | 193 | -0.47 |
0.45 | 2,146 | 426 | 18,190 | 34.36 | 3.90 | 2.35 | 250 | -6.30 | 6.15 | 38.10 | 6,418 | 556 | 893 | -0.54 |
0.37 | 314 | 75 | 3,733 | 34.95 | 3.00 | 1.75 | 252.5 | -5.10 | 7.75 | 38.89 | 667 | 37 | 62 | -0.61 |
0.30 | 867 | 444 | 8,842 | 34.46 | 2.15 | 1.25 | 255 | -7.50 | 9.25 | 37.53 | 437 | 87 | 101 | -0.69 |
0.24 | 178 | 37 | 1,790 | 35.55 | 1.65 | 0.90 | 257.5 | -3.95 | 10.85 | 35.30 | 61 | 16 | 18 | -0.77 |
0.19 | 1,149 | -70 | 8,551 | 36.47 | 1.25 | 0.65 | 260 | -7.80 | 13.20 | 38.88 | 169 | 34 | 45 | -0.80 |
0.16 | 100 | 13 | 1,151 | 38.68 | 1.05 | 0.50 | 262.5 | -9.45 | 13.75 | - | 4 | 1 | 2 | - |
0.13 | 346 | 72 | 2,673 | 40.26 | 0.85 | 0.50 | 265 | -3.30 | 17.55 | 40.09 | 13 | 2 | 3 | -0.87 |
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0.11 | 44 | 44 | 128 | 42.73 | 0.75 | -6.25 | 267.5 | -29.85 | 17.40 | - | 1 | 0 | 0 | - |
0.08 | 673 | 108 | 3,379 | 42.97 | 0.55 | 0.20 | 270 | -7.05 | 22.75 | 51.00 | 13 | 3 | 4 | -0.88 |
0.07 | 36 | 36 | 104 | 44.37 | 0.45 | -5.65 | 272.5 | -28.05 | 23.20 | - | 4 | 3 | 3 | - |
0.06 | 183 | 108 | 1,130 | 47.68 | 0.45 | 0.25 | 275 | 0.00 | 71.25 | - | 0 | 0 | 0 | - |
0.06 | 1 | 1 | 2 | 49.11 | 0.40 | 0.00 | 277.5 | 0.00 | 55.40 | - | 0 | 0 | 0 | - |
0.04 | 46 | 46 | 117 | 49.89 | 0.30 | 0.00 | 280 | 0.00 | 88.20 | - | 0 | 0 | 0 | - |
12,157 | 13,446 |
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.