search
Option Chain For NCC - NCC LIMITED
Last updated on
16 Jul 2020 12:58 PM
info_outline
Note:- Click on the strike price to open the historical data.
Call |
Put |
|||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 16 | - | - | - | - | - |
| - | - | - | - | - | 17 | - | - | - | - | - |
| - | - | - | - | - | 18 | - | - | - | - | - |
| - | - | - | - | - | 19 | - | - | - | - | 18,000 |
| - | - | - | - | - | 20 | - | - | - | - | 216,000 |
| - | - | - | - | - | 21 | - | - | - | - | 9,000 |
| - | - | - | - | - | 22 | - | - | - | - | 36,000 |
| - | - | - | - | - | 23 | - | - | - | - | 54,000 |
| - | - | - | - | - | 24 | - | - | - | - | 54,000 |
| - | - | - | - | - | 25 | - | 0.25 | 88.96 | 9,000 | 477,000 |
| 18,000 | - | - | - | - | 26 | - | - | - | - | 225,000 |
| - | - | - | - | - | 27 | -0.10 | 0.40 | 75.63 | 9,000 | 207,000 |
| 45,000 | - | - | - | - | 28 | 0.05 | 0.65 | 76.76 | -9,000 | 270,000 |
| 81,000 | -9,000 | 78.05 | 3.00 | -2.50 | 29 | 0.20 | 0.95 | 78.57 | 36,000 | 288,000 |
| 342,000 | 81,000 | 73.59 | 2.30 | -0.95 | 30 | 0.15 | 1.40 | 78.57 | - | 639,000 |
| 162,000 | -18,000 | 78.41 | 1.90 | -0.40 | 31 | 0.20 | 1.90 | 79.19 | 27,000 | 288,000 |
| 279,000 | 18,000 | 73.33 | 1.35 | -0.45 | 32 | 0.10 | 2.35 | 74.27 | -9,000 | 144,000 |
| 333,000 | 9,000 | 77.50 | 1.10 | -0.25 | 33 | 0.45 | 3.25 | 85.16 | - | 207,000 |
| 657,000 | -72,000 | 76.51 | 0.80 | -0.25 | 34 | 0.70 | 4.50 | 109.56 | - | 99,000 |
| 1,620,000 | -54,000 | 80.02 | 0.65 | -0.20 | 35 | - | - | - | - | 72,000 |
| 540,000 | 45,000 | 78.40 | 0.45 | -0.15 | 36 | - | - | - | - | 18,000 |
| 504,000 | 36,000 | 80.41 | 0.35 | -0.15 | 37 | - | - | - | - | 9,000 |
| 1,071,000 | - | 84.51 | 0.30 | -0.05 | 38 | - | - | - | - | 9,000 |
| 414,000 | 9,000 | 82.78 | 0.20 | -0.10 | 39 | - | - | - | - | - |
| 189,000 | 18,000 | 89.40 | 0.20 | -0.10 | 40 | - | - | - | - | - |
| Total | 6,255,000 | 3,339,000 | ||||||||
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 prices, 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.