NCC
Ncc Limited
196.73
5.40 (2.82%)
Option Chain for NCC
19 Mar 2025 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1775 |
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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 | 39.95 | 0.00 | 150 | -0.05 | 0.15 | - | 35 | 2 | 204 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 32.05 | 0.00 | 155 | -0.30 | 0.05 | - | 3 | -1 | 29 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 24.95 | 0.00 | 160 | -0.15 | 0.15 | - | 36 | -14 | 178 | - |
| 0.00 | 0 | -2 | 0 | 0.00 | 20.85 | 0.00 | 165 | -0.05 | 0.25 | - | 12 | -3 | 111 | - |
| - | 127 | -2 | 3 | - | 25.90 | 3.70 | 170 | -0.25 | 0.15 | 52.98 | 240 | -17 | 307 | -0.02 |
| - | 134 | 10 | 32 | - | 21.80 | 4.30 | 175 | -0.25 | 0.30 | 50.44 | 88 | -29 | 180 | -0.05 |
| - | 378 | 0 | 194 | - | 17.60 | 4.70 | 180 | -0.45 | 0.45 | 44.86 | 1,426 | -419 | 457 | -0.07 |
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|
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| 0.92 | 277 | -75 | 411 | 32.01 | 12.95 | 4.20 | 185 | -1.05 | 0.75 | 39.99 | 545 | 194 | 633 | -0.13 |
| 0.80 | 876 | -218 | 2,340 | 33.04 | 8.75 | 3.25 | 190 | -2.10 | 1.45 | 36.86 | 727 | 104 | 410 | -0.23 |
| 0.61 | 263 | -123 | 1,895 | 34.08 | 5.40 | 2.10 | 195 | -3.15 | 3.15 | 37.53 | 1,210 | 590 | 646 | -0.39 |
| 0.42 | 997 | 165 | 2,835 | 36.91 | 3.25 | 1.40 | 200 | -4.00 | 5.90 | 39.51 | 195 | 37 | 86 | -0.57 |
| 0.27 | 305 | 65 | 592 | 38.98 | 1.85 | 0.80 | 205 | -4.15 | 9.85 | 45.57 | 41 | 19 | 54 | -0.69 |
| 0.17 | 378 | -73 | 726 | 41.28 | 1.05 | 0.45 | 210 | -4.35 | 14.15 | 50.84 | 48 | -3 | 53 | -0.78 |
| 0.11 | 31 | -2 | 40 | 44.57 | 0.65 | 0.20 | 215 | -10.00 | 19.05 | 60.66 | 6 | 3 | 3 | -0.81 |
| 0.07 | 235 | -36 | 153 | 47.35 | 0.40 | 0.10 | 220 | -3.00 | 27.00 | 104.95 | 11 | -7 | 95 | -0.73 |
| 0.05 | 27 | 3 | 6 | 51.74 | 0.30 | 0.05 | 225 | 0.00 | 11.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 0.15 | 0.00 | 230 | 0.00 | 42.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.35 | 0.00 | 235 | 0.00 | 15.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 1 | 0 | 0.00 | 0.05 | 0.00 | 240 | -3.20 | 45.00 | - | 9 | 5 | 29 | - |
| 4,028 | 3,475 | |||||||||||||
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.
