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[--[65.84.65.76]--]
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
Put

Lot Size : 6400

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
- 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
  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.