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[--[65.84.65.76]--]
NHPC
Nhpc Ltd

80.4 1.57 (1.99%)

Option Chain for NHPC

17 Jan 2025 04:14 PM IST

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

Call
Put

Lot Size : 6400

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 19.10 0.00 66 0.00 0.10 - 15 0 75 -
- 2 0 2 - 12.45 2.80 67 -0.10 0.10 53.13 17 -14 35 -0.03
0.00 0 0 0 0.00 9.15 0.00 68 -0.15 0.15 53.51 32 -1 84 -0.04
- 0 0 0 - 16.60 0.00 69 0.00 0.25 0.00 0 3 0 0.00
0.00 0 0 0 0.00 3.75 0.00 70 -0.15 0.15 45.88 43 6 214 -0.05
0.00 0 0 0 0.00 7.20 0.00 71 -0.10 0.20 44.83 83 -14 99 -0.07
- 26 0 1 - 7.80 3.05 72 -0.15 0.25 43.15 100 -19 183 -0.08
- 59 0 2 - 7.00 1.40 73 -0.25 0.35 42.82 62 11 157 -0.11
0.91 57 -1 19 33.95 6.60 1.30 74 -0.30 0.40 40.02 92 5 91 -0.13
- 206 -17 94 - 4.95 0.85 75 -0.40 0.60 40.91 518 -18 464 -0.17
0.84 104 -28 60 31.30 4.80 1.35 76 -0.45 0.75 39.38 149 21 147 -0.21
0.91 141 0 55 17.50 3.50 0.90 77 -0.55 1.00 39.11 103 30 119 -0.27
0.81 337 -20 219 18.97 2.70 0.60 78 -0.80 1.30 38.71 239 70 172 -0.33
0.67 251 -47 422 22.44 2.15 0.45 79 -0.85 1.75 39.83 212 17 94 -0.39
0.55 546 -62 1,150 24.85 1.70 0.35 80 -1.05 2.25 40.61 338 76 234 -0.46
0.45 202 -50 277 26.15 1.30 0.30 81 -1.20 2.50 36.12 39 -2 66 -0.53
0.36 432 -58 755 27.59 1.00 0.15 82 -1.05 3.15 37.13 48 1 110 -0.60
0.29 220 -25 220 28.57 0.75 0.10 83 -2.35 4.35 46.81 40 -24 62 -0.62
0.23 197 -20 137 30.38 0.60 0.10 84 -1.20 5.00 46.28 3 -1 57 -0.68
0.18 833 22 723 31.29 0.45 0.00 85 0.00 7.00 0.00 0 -4 0 0.00
0.15 163 -12 78 33.94 0.40 0.10 86 0.00 13.00 0.00 0 0 0 0.00
0.12 73 -5 27 34.62 0.30 0.00 87 0.00 9.60 0.00 0 0 0 0.00
0.11 117 -1 13 38.09 0.30 0.05 88 0.00 9.60 0.00 0 -1 0 0.00
0.10 80 1 4 41.45 0.30 0.10 89 0.00 11.40 0.00 0 0 0 0.00
0.08 565 5 103 40.52 0.20 -0.05 90 0.00 11.50 0.00 0 -1 0 0.00
0.00 0 -1 0 0.00 0.15 0.00 91 0.00 10.50 - 0 0 0 -
0.06 87 -4 77 43.64 0.15 0.05 92 0.00 11.20 - 0 0 0 -
0.05 106 0 2 47.70 0.15 0.00 93 0.00 11.90 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 94 0.00 12.60 - 0 0 0 -
0.04 274 -1 9 47.98 0.10 0.00 95 0.00 17.15 0.00 0 0 0 0.00
5,078 2,463
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.