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 |
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Put
Lot Size : 5800 |
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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 |
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- | 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
- 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.