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
- 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.