NCC
Ncc Limited
312.1
-0.04 (-0.01%)
Option Chain for NCC
05 Dec 2024 04:14 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 | 0 | 0 | - | 40.15 | 0.00 | 270 | 0.00 | 1.00 | 43.67 | 19 | -14 | 20 | -0.07 |
| 0.00 | 0 | 0 | 0 | 0.00 | 36.45 | 0.00 | 275 | 0.00 | 6.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 32.95 | 0.00 | 280 | -0.30 | 1.50 | 39.39 | 138 | 13 | 74 | -0.10 |
| - | 0 | 0 | 0 | - | 29.65 | 0.00 | 285 | 0.00 | 3.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 26.55 | 0.00 | 290 | -0.15 | 2.85 | 38.00 | 168 | -60 | 51 | -0.18 |
| - | 0 | 0 | 0 | - | 23.65 | 0.00 | 295 | -0.20 | 4.00 | 38.03 | 26 | 9 | 51 | -0.23 |
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| 0.69 | 35 | 2 | 34 | 42.97 | 20.85 | 1.35 | 300 | -0.60 | 4.80 | 35.50 | 65 | 2 | 109 | -0.28 |
| 0.65 | 1 | 1 | 8 | 37.27 | 16.15 | -2.40 | 305 | 0.30 | 7.00 | 37.27 | 19 | 0 | 27 | -0.35 |
| 0.58 | 195 | -19 | 636 | 35.30 | 12.70 | -0.80 | 310 | -0.80 | 8.90 | 36.59 | 85 | 11 | 138 | -0.42 |
| 0.50 | 77 | -28 | 287 | 34.89 | 10.05 | -1.10 | 315 | -0.75 | 11.45 | 36.93 | 48 | 1 | 32 | -0.49 |
| 0.43 | 196 | 9 | 442 | 35.60 | 8.10 | -0.60 | 320 | 0.40 | 13.80 | 35.38 | 8 | 2 | 9 | -0.57 |
| 0.36 | 27 | 3 | 34 | 35.10 | 6.15 | -0.75 | 325 | 0.00 | 30.75 | - | 0 | 0 | 0 | - |
| 0.30 | 154 | 9 | 392 | 35.59 | 4.80 | -0.70 | 330 | 4.40 | 23.90 | 48.11 | 5 | 2 | 3 | -0.64 |
| 0.26 | 9 | 9 | 16 | 38.52 | 4.30 | -3.80 | 335 | 1.25 | 24.95 | 38.40 | 6 | 1 | 2 | -0.74 |
| 0.20 | 312 | -31 | 434 | 36.51 | 2.85 | -0.40 | 340 | -13.70 | 28.05 | 34.28 | 1 | 0 | 0 | -0.82 |
| 0.00 | 0 | 10 | 0 | 0.00 | 2.35 | 0.00 | 345 | 0.00 | 45.70 | - | 0 | 0 | 0 | - |
| 0.13 | 293 | 64 | 410 | 37.73 | 1.70 | 0.00 | 350 | 0.00 | 49.80 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 355 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 93 | 64 | 278 | 38.43 | 0.90 | -0.25 | 360 | 0.00 | 58.30 | - | 0 | 0 | 0 | - |
| 1,392 | 516 | |||||||||||||
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.
