NHPC
Nhpc Ltd
86.4
0.29 (0.34%)
Option Chain for NHPC
12 Dec 2024 09:24 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 6400 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 10.10 | 0.00 | 75 | 0.00 | 0.10 | 41.36 | 16 | 0 | 200 | -0.03 |
| - | 0 | 0 | 0 | - | 9.30 | 0.00 | 76 | 0.00 | 0.10 | 0.00 | 0 | -9 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 8.60 | 0.00 | 77 | 0.00 | 0.15 | 0.00 | 0 | -4 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 7.90 | 0.00 | 78 | 0.00 | 0.20 | 37.08 | 1 | 0 | 212 | -0.07 |
| - | 0 | 0 | 0 | - | 7.20 | 0.00 | 79 | 0.00 | 0.30 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | 1 | 0 | 0.00 | 7.10 | 0.00 | 80 | -0.05 | 0.35 | 35.09 | 22 | 0 | 361 | -0.12 |
| 0.00 | 0 | 0 | 0 | 0.00 | 6.70 | 0.00 | 81 | 0.00 | 0.50 | 0.00 | 0 | -11 | 0 | 0.00 |
| 0.00 | 0 | 9 | 0 | 0.00 | 4.95 | 0.00 | 82 | 0.00 | 0.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -1 | 0 | 0.00 | 4.75 | 0.00 | 83 | 0.00 | 0.95 | 0.00 | 0 | 6 | 0 | 0.00 |
| 0.00 | 0 | 25 | 0 | 0.00 | 3.75 | 0.00 | 84 | 0.00 | 1.25 | 0.00 | 0 | -2 | 0 | 0.00 |
|
|
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| 0.63 | 749 | 0 | 1 | 33.44 | 3.20 | 0.05 | 85 | 0.00 | 1.65 | 0.00 | 0 | -11 | 0 | 0.00 |
| 0.56 | 308 | -3 | 11 | 33.72 | 2.65 | 0.10 | 86 | -0.05 | 2.05 | 35.13 | 17 | 8 | 161 | -0.44 |
| 0.49 | 421 | 7 | 31 | 35.16 | 2.25 | 0.10 | 87 | 0.00 | 2.60 | 0.00 | 0 | 75 | 0 | 0.00 |
| 0.43 | 777 | 1 | 18 | 34.89 | 1.80 | 0.05 | 88 | 0.00 | 3.30 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.37 | 403 | 0 | 5 | 35.95 | 1.50 | 0.10 | 89 | 0.00 | 3.70 | 0.00 | 0 | 4 | 0 | 0.00 |
| 0.31 | 1,273 | 2 | 27 | 36.18 | 1.20 | 0.00 | 90 | 0.00 | 4.70 | 0.00 | 0 | 4 | 0 | 0.00 |
| 0.27 | 217 | 0 | 10 | 37.28 | 1.00 | 0.00 | 91 | 0.00 | 5.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 25 | 0 | 0.00 | 0.80 | 0.00 | 92 | 0.00 | 7.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 10 | 0 | 0.00 | 0.65 | 0.00 | 93 | 0.00 | 10.45 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 27 | 0 | 0.00 | 0.50 | 0.00 | 94 | 0.00 | 12.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.13 | 417 | 0 | 2 | 38.96 | 0.40 | 0.00 | 95 | 0.00 | 9.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.11 | 59 | 0 | 2 | 40.50 | 0.35 | 0.00 | 96 | 0.00 | 12.95 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.40 | 0.00 | 97 | 0.00 | 13.80 | - | 0 | 0 | 0 | - |
| 0.08 | 121 | 0 | 9 | 42.59 | 0.25 | 0.05 | 98 | 0.00 | 14.70 | - | 0 | 0 | 0 | - |
| 4,745 | 934 | |||||||||||||
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.
