NHPC
Nhpc Ltd
86.11
0.13 (0.15%)
Option Chain for NHPC
11 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | - | 14.30 | 0.00 | 70 | 0.00 | 0.05 | 49.84 | 3 | 1 | 2 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 71 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 12.55 | 0.00 | 72 | 0.00 | 0.05 | 43.23 | 2 | 0 | 36 | -0.02 |
- | 0 | 0 | 0 | - | 11.70 | 0.00 | 73 | 0.00 | 0.80 | 24.81 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 10.85 | 0.00 | 74 | 0.00 | 0.10 | 0.00 | 0 | -3 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 10.10 | 0.00 | 75 | -0.05 | 0.10 | 39.60 | 17 | -1 | 199 | -0.04 |
- | 0 | 0 | 0 | - | 9.30 | 0.00 | 76 | -0.05 | 0.10 | 36.53 | 19 | -9 | 14 | -0.04 |
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- | 0 | 0 | 0 | - | 8.60 | 0.00 | 77 | -0.05 | 0.15 | 36.34 | 10 | 0 | 52 | -0.05 |
- | 0 | 0 | 0 | - | 7.90 | 0.00 | 78 | -0.10 | 0.20 | 35.33 | 27 | -9 | 212 | -0.07 |
- | 0 | 0 | 0 | - | 7.20 | 0.00 | 79 | -0.10 | 0.30 | 35.50 | 55 | -8 | 32 | -0.10 |
0.83 | 135 | 0 | 2 | 42.27 | 7.10 | 0.30 | 80 | -0.10 | 0.40 | 34.64 | 170 | -14 | 361 | -0.13 |
0.00 | 0 | 0 | 0 | 0.00 | 6.70 | 0.00 | 81 | -0.20 | 0.50 | 33.18 | 69 | -11 | 174 | -0.16 |
0.81 | 134 | 5 | 17 | 29.94 | 4.95 | -0.25 | 82 | -0.15 | 0.70 | 33.17 | 29 | -1 | 268 | -0.21 |
0.71 | 69 | 0 | 7 | 39.74 | 4.75 | 0.30 | 83 | -0.20 | 0.95 | 33.09 | 34 | 6 | 296 | -0.26 |
0.67 | 192 | 7 | 62 | 34.22 | 3.75 | 0.00 | 84 | -0.30 | 1.25 | 32.86 | 15 | -2 | 242 | -0.32 |
0.61 | 747 | -12 | 435 | 34.48 | 3.15 | 0.00 | 85 | -0.20 | 1.65 | 33.13 | 282 | -12 | 515 | -0.39 |
0.54 | 310 | 32 | 321 | 33.68 | 2.55 | -0.10 | 86 | -0.30 | 2.10 | 33.14 | 216 | 50 | 152 | -0.46 |
0.48 | 413 | 60 | 720 | 34.81 | 2.15 | -0.10 | 87 | -0.30 | 2.60 | 32.89 | 122 | 75 | 215 | -0.53 |
0.41 | 769 | 98 | 625 | 35.02 | 1.75 | -0.10 | 88 | -0.30 | 3.30 | 34.59 | 26 | 0 | 161 | -0.59 |
0.35 | 404 | 32 | 227 | 35.08 | 1.40 | -0.10 | 89 | -0.60 | 3.70 | 30.89 | 4 | 2 | 31 | -0.67 |
0.31 | 1,270 | 142 | 1,409 | 36.69 | 1.20 | -0.10 | 90 | -0.35 | 4.70 | 35.52 | 8 | 4 | 156 | -0.70 |
0.26 | 219 | 10 | 176 | 37.61 | 1.00 | -0.05 | 91 | 0.00 | 5.65 | 0.00 | 0 | -3 | 0 | 0.00 |
0.22 | 336 | 25 | 118 | 37.90 | 0.80 | -0.05 | 92 | 0.00 | 7.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.18 | 98 | 10 | 41 | 38.53 | 0.65 | 0.00 | 93 | 0.00 | 10.45 | - | 0 | 0 | 0 | - |
0.15 | 291 | 29 | 154 | 38.42 | 0.50 | -0.05 | 94 | 0.00 | 12.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.12 | 417 | 27 | 279 | 38.96 | 0.40 | -0.10 | 95 | 0.00 | 9.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.11 | 66 | 4 | 13 | 40.46 | 0.35 | -0.05 | 96 | 0.00 | 12.95 | - | 0 | 0 | 0 | - |
0.00 | 0 | 2 | 0 | 0.00 | 0.40 | 0.00 | 97 | 0.00 | 13.80 | - | 0 | 0 | 0 | - |
0.07 | 122 | 0 | 35 | 40.34 | 0.20 | -0.10 | 98 | 0.00 | 14.70 | - | 0 | 0 | 0 | - |
5,992 | 3,118 |
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.