NCC
Ncc Limited
306.45
-6.80 (-2.17%)
Option Chain for NCC
11 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 | - | 32.95 | 0.00 | 280 | 0.20 | 1.10 | 37.19 | 66 | -15 | 144 | -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 | 0.85 | 2.55 | 36.10 | 118 | 13 | 303 | -0.20 |
| 0.00 | 0 | 0 | 0 | 0.00 | 23.50 | 0.00 | 295 | 1.15 | 3.80 | 36.01 | 31 | -2 | 92 | -0.27 |
| 0.66 | 79 | 20 | 42 | 33.64 | 12.70 | -5.55 | 300 | 1.80 | 5.55 | 36.39 | 186 | 36 | 173 | -0.35 |
| 0.57 | 6 | 5 | 13 | 35.38 | 10.20 | -4.80 | 305 | 2.35 | 7.65 | 36.40 | 56 | 23 | 82 | -0.44 |
| 0.48 | 354 | 56 | 293 | 35.77 | 7.85 | -4.15 | 310 | 3.35 | 10.55 | 37.87 | 151 | 27 | 152 | -0.52 |
| 0.39 | 202 | 54 | 181 | 36.44 | 6.00 | -3.40 | 315 | 3.45 | 12.50 | 33.67 | 13 | 1 | 56 | -0.62 |
| 0.31 | 747 | 106 | 454 | 36.73 | 4.45 | -2.90 | 320 | 3.40 | 16.40 | 35.88 | 8 | 2 | 83 | -0.69 |
| 0.25 | 269 | 11 | 230 | 38.08 | 3.45 | -2.25 | 325 | 5.20 | 20.65 | 38.50 | 2 | -1 | 29 | -0.74 |
| 0.20 | 429 | -6 | 347 | 38.36 | 2.50 | -1.95 | 330 | 0.00 | 20.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.15 | 96 | -2 | 62 | 38.74 | 1.80 | -1.55 | 335 | 6.45 | 27.95 | 31.44 | 2 | 0 | 9 | -0.90 |
| 0.11 | 389 | 31 | 222 | 39.28 | 1.30 | -1.20 | 340 | 0.00 | 28.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 62 | -27 | 45 | 40.50 | 1.00 | -0.75 | 345 | 0.00 | 45.70 | - | 0 | 0 | 0 | - |
| 0.07 | 332 | -7 | 173 | 40.79 | 0.70 | -0.70 | 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 |
| 0.04 | 202 | -11 | 63 | 41.70 | 0.35 | -0.40 | 360 | 0.00 | 58.30 | - | 0 | 0 | 0 | - |
| 3,167 | 1,123 | |||||||||||||
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.
