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[--[65.84.65.76]--]
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
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 0.00 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
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
  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.