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[--[65.84.65.76]--]
NCC
Ncc Limited

206.85 -7.99 (-3.72%)

Option Chain for NCC

04 Apr 2025 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1775

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 76.60 0.00 170 0.15 0.40 51.17 15 2 33 -0.04
0.00 0 0 0 0.00 0.00 0.00 172.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 19.15 0.00 175 0.00 0.40 0.00 0 -5 0 0.00
0.00 0 0 0 0.00 0.00 0.00 177.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 36.00 0.00 180 0.10 0.60 42.80 93 12 104 -0.06
0.00 0 0 0 0.00 0.00 0.00 182.5 0.00 0.00 0.00 0 0 0 0.00
0.90 10 0 2 42.15 24.55 -4.00 185 0.40 1.15 43.40 91 37 99 -0.11
0.00 0 0 0 0.00 0.00 0.00 187.5 0.00 0.00 0.00 0 0 0 0.00
- 45 1 23 - 18.40 -8.00 190 0.60 1.75 41.79 406 111 288 -0.16
- 11 8 9 - 15.30 -5.00 192.5 0.65 2.25 41.80 89 55 63 -0.19
- 27 -2 21 - 13.30 -7.70 195 1.10 2.80 41.49 262 30 120 -0.23
0.78 5 4 11 31.84 13.10 -5.15 197.5 1.55 3.65 42.44 110 35 52 -0.27
0.73 177 22 110 31.94 11.30 -6.80 200 1.80 4.35 41.74 1,252 -90 898 -0.31
0.00 0 -1 0 0.00 15.95 0.00 202.5 2.30 5.45 42.66 81 -13 12 -0.36
0.60 239 15 169 34.54 8.60 -5.90 205 2.70 6.50 42.62 508 51 243 -0.41
0.54 60 46 166 34.52 7.25 -5.90 207.5 3.15 7.75 42.99 210 46 107 -0.46
0.49 712 249 861 35.79 6.30 -4.95 210 3.65 9.15 43.52 494 -119 516 -0.51
0.43 69 33 158 35.82 5.25 -4.45 212.5 5.15 11.65 49.16 76 -3 69 -0.54
0.38 1,397 290 1,387 36.48 4.45 -3.95 215 4.55 12.20 44.11 305 -54 458 -0.59
0.33 110 14 56 36.77 3.70 -3.55 217.5 0.00 10.50 0.00 0 4 0 0.00
0.28 1,170 203 945 36.70 3.00 -3.10 220 5.50 15.85 45.79 25 -1 413 -0.67
0.23 24 5 28 35.91 2.30 -2.55 222.5 0.00 13.40 0.00 0 -1 0 0.00
0.21 205 24 174 37.20 2.00 -2.30 225 0.00 14.55 0.00 0 4 0 0.00
0.17 25 10 27 37.28 1.60 -2.00 227.5 6.10 22.25 50.71 4 2 5 -0.75
0.15 531 -23 273 38.53 1.40 -1.55 230 0.00 18.85 0.00 0 0 0 0.00
0.00 0 3 0 0.00 2.45 0.00 232.5 0.00 20.95 0.00 0 0 0 0.00
0.10 124 12 65 38.33 0.85 -1.15 235 0.00 56.75 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 237.5 0.00 0.00 0.00 0 0 0 0.00
0.08 289 17 173 41.19 0.70 -0.70 240 0.00 28.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 242.5 0.00 0.00 0.00 0 0 0 0.00
0.05 61 13 22 41.57 0.45 -0.45 245 0.00 65.75 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 247.5 0.00 0.00 0.00 0 0 0 0.00
0.05 385 3 50 44.59 0.40 -0.35 250 0.10 41.35 40.01 2 -1 38 -0.97
0.00 0 0 0 0.00 0.00 0.00 252.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 7.70 0.00 255 0.00 24.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 257.5 0.00 0.00 0.00 0 0 0 0.00
0.02 53 -8 19 47.20 0.20 -0.20 260 0.00 45.85 0.00 0 0 0 0.00
5,729 3,518
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 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.