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[--[65.84.65.76]--]
NBCC
Nbcc (India) Limited

82.02 -0.09 (-0.11%)

Option Chain for NBCC

17 Feb 2025 04:14 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 5800

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 23.85 0.00 70 0.30 0.60 - 58 29 29 -
- 0 0 0 - 21.50 0.00 72.5 0.00 0.55 68.06 30 -20 83 -0.12
- 0 0 0 - 19.25 0.00 75 -0.10 0.80 62.78 180 -3 159 -0.17
0.84 0 0 5 38.15 5.35 -11.80 77.5 0.05 1.35 61.37 61 11 52 -0.26
0.66 117 11 265 46.08 3.80 -0.20 80 -0.25 1.95 55.60 532 -46 221 -0.36
0.50 141 73 409 45.73 2.40 -0.25 82.5 -0.45 3.05 54.69 204 19 121 -0.49
0.35 561 16 748 44.54 1.35 -0.35 85 -0.45 4.55 55.17 265 -16 210 -0.62
0.23 208 43 154 47.81 0.85 -0.25 87.5 0.00 6.45 0.00 0 -8 0 0.00
0.16 647 22 324 51.20 0.55 -0.15 90 1.70 10.50 105.53 3 -2 92 -0.66
0.09 172 -9 85 51.45 0.30 -0.15 92.5 0.70 11.75 91.73 3 0 48 -0.75
0.07 316 1 91 57.36 0.25 -0.10 95 0.00 13.75 0.00 0 -2 0 0.00
0.06 182 38 87 62.65 0.20 -0.05 97.5 6.50 16.50 - 17 0 10 -
- 559 5 121 - 0.15 -0.05 100 6.35 19.30 - 8 4 35 -
- 53 0 2 - 0.15 0.00 102.5 5.95 21.45 - 14 10 16 -
- 220 18 91 - 0.10 0.00 105 0.00 15.70 0.00 0 0 0 0.00
- 38 -1 2 - 0.10 0.00 107.5 0.00 17.70 0.00 0 0 0 0.00
- 459 -4 77 - 0.05 -0.10 110 0.00 17.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 112.5 0.00 0.00 0.00 0 0 0 0.00
- 120 0 10 - 0.10 0.05 115 0.00 22.00 0.00 0 0 0 0.00
3,793 1,076
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.