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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
  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 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.