NIFTY
Nifty
23344.45
-174.05 (-0.74%)
Option Chain for NIFTY
21 Nov 2024 11:58 AM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 25 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 3 | 1 | 16 | - | 1616.10 | -63.05 | 21700 | -1.65 | 0.35 | - | 18,91,895 | 57,363 | 1,41,916 | - |
- | 1 | 1 | 4 | - | 1567.50 | -1584.95 | 21750 | -1.25 | 0.35 | - | 4,10,320 | 19,351 | 47,012 | - |
- | 9 | 1 | 2 | - | 1573.35 | -176.45 | 21800 | -1.25 | 0.45 | - | 7,33,305 | -23,949 | 1,86,762 | - |
0.00 | 0 | 4 | 0 | 0.00 | 1616.80 | 0.00 | 21850 | -1.55 | 0.40 | - | 2,73,462 | 4,734 | 59,101 | - |
0.00 | 0 | 4 | 0 | 0.00 | 1566.95 | 0.00 | 21900 | -0.65 | 0.50 | - | 5,04,388 | 1,285 | 76,965 | - |
- | 0 | 0 | 0 | - | 2954.80 | 0.00 | 21950 | -1.70 | 0.55 | - | 2,23,679 | -1,278 | 34,027 | - |
0.00 | 0 | 111 | 0 | 0.00 | 1474.25 | 0.00 | 22000 | -1.45 | 0.55 | - | 15,16,319 | -12,001 | 1,79,529 | - |
- | 0 | 0 | 0 | - | 2856.25 | 0.00 | 22050 | -1.95 | 0.65 | - | 3,72,932 | 22,467 | 29,320 | - |
- | 0 | 0 | 4 | - | 1236.75 | -1570.25 | 22100 | -1.70 | 0.65 | - | 6,67,194 | 51,442 | 85,497 | - |
0.00 | 0 | 2 | 0 | 0.00 | 1311.40 | 0.00 | 22150 | -1.45 | 0.70 | - | 4,65,837 | 44,613 | 52,840 | - |
- | 0 | 0 | 0 | - | 2708.75 | 0.00 | 22200 | -1.95 | 0.70 | - | 9,28,312 | 46,423 | 91,457 | - |
- | 31 | -2 | 35 | - | 1060.90 | -430.25 | 22250 | -2.00 | 0.75 | - | 6,05,467 | 23,925 | 61,882 | - |
- | 26 | 0 | 17 | - | 1024.00 | -144.45 | 22300 | -2.10 | 0.80 | - | 11,60,511 | 56,014 | 1,43,275 | - |
- | 16 | 16 | 26 | - | 983.05 | -491.20 | 22350 | 0.25 | 0.85 | - | 5,79,500 | 40,740 | 57,114 | - |
- | 89 | 2 | 36 | - | 922.90 | -149.85 | 22400 | -1.65 | 0.90 | - | 11,07,356 | 93,375 | 1,42,381 | - |
- | 14 | 0 | 8 | - | 879.00 | -135.05 | 22450 | -2.80 | 1.00 | - | 11,61,817 | 71,048 | 87,026 | - |
- | 2,158 | -400 | 1,288 | - | 830.00 | -129.70 | 22500 | -2.15 | 1.05 | - | 28,58,533 | 1,28,054 | 3,54,778 | - |
- | 28 | 17 | 26 | - | 779.15 | -145.25 | 22550 | -2.25 | 1.05 | - | 9,02,172 | 36,071 | 61,144 | - |
- | 112 | 36 | 215 | - | 729.40 | -146.85 | 22600 | -2.25 | 1.10 | - | 16,76,088 | 1,14,171 | 1,80,425 | - |
- | 52 | -12 | 49 | - | 679.90 | -137.20 | 22650 | -2.65 | 1.20 | - | 11,86,373 | 85,974 | 1,12,671 | - |
- | 224 | 5 | 155 | - | 634.35 | -128.75 | 22700 | -2.70 | 1.30 | - | 24,92,879 | 1,88,597 | 2,93,353 | - |
- | 57 | 30 | 197 | - | 576.05 | -136.65 | 22750 | -3.70 | 1.35 | 58.53 | 15,57,930 | 1,34,198 | 1,71,566 | -0.01 |
- | 977 | 725 | 12,398 | - | 532.30 | -131.95 | 22800 | -4.45 | 1.45 | 54.75 | 29,59,717 | 2,43,279 | 3,68,044 | -0.02 |
- | 164 | 74 | 981 | - | 482.80 | -141.15 | 22850 | -5.25 | 1.50 | 50.61 | 20,82,816 | 94,455 | 1,30,055 | -0.02 |
- | 1,063 | 497 | 5,245 | - | 433.85 | -134.65 | 22900 | -6.45 | 1.60 | 46.56 | 35,69,722 | 1,05,173 | 2,12,822 | -0.02 |
- | 314 | 84 | 2,753 | - | 381.85 | -134.15 | 22950 | -8.75 | 1.75 | 42.67 | 29,50,562 | 82,701 | 1,17,020 | -0.02 |
- | 12,679 | 6,458 | 86,427 | - | 333.00 | -135.75 | 23000 | -10.60 | 1.95 | 38.72 | 73,23,209 | 2,26,243 | 4,70,221 | -0.03 |
- | 3,085 | 1,541 | 30,361 | - | 282.95 | -141.40 | 23050 | -14.25 | 2.15 | 34.48 | 44,34,851 | 62,884 | 1,09,241 | -0.03 |
- | 12,376 | 8,282 | 1,93,609 | - | 233.25 | -145.10 | 23100 | -18.00 | 2.55 | 30.57 | 70,39,584 | 1,39,059 | 2,60,684 | -0.04 |
- | 16,182 | 14,155 | 2,89,792 | - | 183.20 | -152.50 | 23150 | -22.65 | 2.85 | 25.95 | 63,82,331 | 1,35,393 | 1,97,722 | -0.06 |
- | 85,245 | 78,102 | 18,02,385 | - | 133.90 | -157.20 | 23200 | -30.40 | 3.50 | 21.56 | 96,42,494 | 3,10,886 | 4,58,537 | -0.08 |
- | 1,21,182 | 1,14,941 | 33,91,145 | - | 84.60 | -165.40 | 23250 | -38.00 | 4.50 | 16.79 | 99,98,449 | 3,77,772 | 4,46,350 | -0.12 |
- | 8,19,858 | 7,97,773 | 1,41,35,973 | - | 38.05 | -178.10 | 23300 | -47.25 | 7.30 | 12.14 | 1,92,19,541 | 13,39,000 | 14,72,974 | -0.22 |
0.43 | 12,84,512 | 12,62,976 | 1,51,45,603 | 8.64 | 12.85 | -169.15 | 23350 | -36.20 | 32.85 | 15.62 | 87,97,044 | 3,77,041 | 4,39,061 | -0.54 |
0.21 | 9,20,955 | 8,31,673 | 1,15,33,627 | 14.99 | 8.35 | -137.15 | 23400 | -7.80 | 78.20 | 23.62 | 53,90,777 | 1,18,198 | 2,65,802 | -0.69 |
0.13 | 4,10,560 | 3,55,208 | 69,37,221 | 20.12 | 6.10 | -111.85 | 23450 | 21.80 | 125.80 | 30.62 | 13,05,951 | 430 | 71,892 | -0.77 |
0.09 | 7,51,038 | 5,45,617 | 94,07,299 | 25.10 | 5.05 | -84.30 | 23500 | 46.00 | 174.00 | 36.91 | 15,49,910 | -75,873 | 1,12,123 | -0.82 |
0.07 | 3,04,803 | 1,84,166 | 55,20,115 | 29.36 | 4.05 | -63.20 | 23550 | 63.45 | 222.65 | 42.82 | 2,51,130 | -26,783 | 53,251 | -0.85 |
0.05 | 4,53,614 | 2,67,026 | 71,51,141 | 33.12 | 3.25 | -44.95 | 23600 | 82.45 | 272.45 | 49.35 | 3,30,393 | -52,955 | 45,581 | -0.86 |
0.04 | 2,04,299 | 1,27,718 | 51,93,801 | 37.10 | 2.80 | -33.85 | 23650 | 92.95 | 320.85 | 54.02 | 57,395 | -14,029 | 13,390 | -0.88 |
0.03 | 3,68,297 | 1,34,538 | 52,29,469 | 40.94 | 2.45 | -23.50 | 23700 | 102.35 | 370.00 | 59.20 | 1,23,148 | -27,818 | 39,703 | -0.90 |
0.03 | 2,14,839 | 78,943 | 29,99,323 | 44.80 | 2.20 | -15.80 | 23750 | 116.75 | 422.75 | 68.05 | 26,820 | -9,224 | 20,805 | -0.90 |
0.02 | 3,73,846 | 1,02,817 | 45,61,447 | 48.38 | 1.95 | -9.75 | 23800 | 121.00 | 469.10 | 69.68 | 43,977 | -8,786 | 23,613 | -0.92 |
0.02 | 1,96,193 | 82,776 | 25,76,273 | 51.85 | 1.75 | -6.50 | 23850 | 121.30 | 518.65 | - | 6,954 | -1,485 | 7,452 | - |
0.02 | 3,44,098 | 1,23,846 | 35,13,512 | 55.38 | 1.60 | -4.70 | 23900 | 124.55 | 571.55 | - | 10,377 | -5,042 | 14,667 | - |
0.02 | 1,76,844 | 78,174 | 20,59,612 | 59.32 | 1.55 | -2.60 | 23950 | 123.05 | 619.85 | - | 1,264 | -418 | 3,545 | - |
- | 5,03,614 | 1,01,651 | 50,62,967 | - | 1.50 | -1.65 | 24000 | 124.70 | 670.00 | - | 24,716 | -7,460 | 22,877 | - |
- | 1,72,938 | 66,063 | 16,78,964 | - | 1.45 | -0.60 | 24050 | 128.65 | 722.55 | - | 467 | -252 | 1,974 | - |
- | 3,26,774 | 77,655 | 31,37,198 | - | 1.30 | -0.40 | 24100 | 129.40 | 772.95 | - | 1,111 | -790 | 6,823 | - |
- | 1,08,125 | 10,470 | 12,67,056 | - | 1.25 | 0.10 | 24150 | 135.75 | 827.45 | - | 624 | -60 | 8,194 | - |
- | 3,08,125 | 71,803 | 25,70,055 | - | 1.25 | 0.10 | 24200 | 125.15 | 870.00 | - | 3,456 | -1,998 | 13,588 | - |
- | 1,00,584 | 31,945 | 13,03,537 | - | 1.25 | 0.00 | 24250 | 132.10 | 923.65 | - | 122 | -15 | 3,121 | - |
- | 2,30,187 | -6,272 | 19,42,759 | - | 1.05 | 0.10 | 24300 | 129.20 | 971.40 | - | 1,200 | -963 | 7,935 | - |
- | 79,565 | 26,812 | 9,90,867 | - | 1.05 | 0.15 | 24350 | 136.05 | 1026.05 | - | 271 | -179 | 380 | - |
- | 1,59,274 | 25,328 | 13,41,044 | - | 1.00 | 0.15 | 24400 | 134.30 | 1071.00 | - | 597 | -456 | 14,643 | - |
- | 64,070 | 17,201 | 5,26,336 | - | 1.00 | 0.40 | 24450 | 146.15 | 1121.55 | - | 41 | -39 | 342 | - |
- | 3,59,034 | 85,256 | 21,84,867 | - | 0.90 | 0.15 | 24500 | 128.05 | 1168.85 | - | 2,417 | -2,132 | 15,774 | - |
- | 54,409 | 32,190 | 6,29,573 | - | 0.90 | 0.30 | 24550 | 186.85 | 1222.00 | - | 29 | -5 | 264 | - |
- | 89,914 | 11,823 | 7,29,552 | - | 0.90 | 0.30 | 24600 | 137.40 | 1273.70 | - | 138 | -89 | 1,805 | - |
- | 64,792 | 37,761 | 4,74,784 | - | 0.85 | 0.35 | 24650 | 147.50 | 1330.10 | - | 20 | 4 | 184 | - |
- | 1,07,192 | 28,587 | 8,92,086 | - | 0.85 | 0.30 | 24700 | 141.15 | 1366.35 | - | 175 | -157 | 1,005 | - |
- | 56,670 | 31,090 | 5,07,756 | - | 0.85 | 0.50 | 24750 | 135.75 | 1410.75 | - | 7 | -3 | 93 | - |
- | 81,831 | 38,918 | 6,27,530 | - | 0.75 | 0.25 | 24800 | 142.55 | 1469.95 | - | 265 | -213 | 2,565 | - |
- | 36,185 | 27,052 | 5,09,110 | - | 0.80 | 0.25 | 24850 | 199.75 | 1539.75 | - | 79 | 6 | 69 | - |
- | 79,724 | 56,351 | 6,71,376 | - | 0.80 | 0.15 | 24900 | 151.55 | 1571.55 | - | 91 | -59 | 259 | - |
- | 38,163 | 32,025 | 6,25,307 | - | 0.75 | -0.05 | 24950 | 441.65 | 1632.85 | - | 10 | 1 | 8 | - |
- | 2,16,213 | 45,582 | 21,06,749 | - | 0.70 | 0.10 | 25000 | 135.25 | 1669.75 | - | 1,800 | -1,399 | 6,130 | - |
- | 67,265 | 61,486 | 4,82,648 | - | 0.75 | 0.35 | 25050 | 0.00 | 1491.70 | 0.00 | 0 | 76 | 0 | 0.00 |
- | 83,299 | 62,139 | 6,29,407 | - | 0.70 | 0.30 | 25100 | 160.55 | 1770.40 | - | 56 | -20 | 204 | - |
- | 8,516 | 3,361 | 1,33,831 | - | 0.70 | 0.05 | 25150 | 0.00 | 1440.00 | 0.00 | 0 | 8 | 0 | 0.00 |
- | 25,825 | -261 | 2,05,027 | - | 0.60 | 0.25 | 25200 | 205.40 | 1869.40 | - | 71 | -44 | 648 | - |
- | 10,759 | 8,404 | 1,14,681 | - | 0.65 | 0.15 | 25250 | 0.00 | 1660.00 | 0.00 | 0 | 41 | 0 | 0.00 |
- | 17,068 | 3,996 | 2,00,681 | - | 0.60 | -0.05 | 25300 | 286.90 | 1977.00 | - | 76 | -48 | 345 | - |
- | 6,176 | 2,351 | 1,10,710 | - | 0.65 | 0.20 | 25350 | 0.00 | 1387.30 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 9,790 | 4,166 | 1,47,245 | - | 0.60 | 0.15 | 25400 | 160.55 | 2085.00 | - | 12 | -9 | 454 | - |
- | 5,054 | 3,890 | 93,091 | - | 0.55 | -0.05 | 25450 | 0.00 | 1690.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 74,310 | -11,416 | 6,53,939 | - | 0.60 | 0.15 | 25500 | 136.60 | 2169.30 | - | 493 | -484 | 1,606 | - |
- | 4,730 | 2,749 | 97,875 | - | 0.55 | -0.10 | 25550 | 0.00 | 1825.00 | 0.00 | 0 | -1 | 0 | 0.00 |
- | 13,159 | 1,505 | 1,37,113 | - | 0.55 | -0.05 | 25600 | 415.35 | 2275.00 | - | 91 | -75 | 233 | - |
- | 4,026 | 3,221 | 1,11,275 | - | 0.50 | 0.00 | 25650 | 0.00 | 1810.80 | 0.00 | 0 | 5 | 0 | 0.00 |
- | 11,376 | 2,231 | 1,59,563 | - | 0.55 | 0.20 | 25700 | 145.00 | 2371.00 | - | 15 | -11 | 187 | - |
- | 4,543 | 3,565 | 1,43,476 | - | 0.55 | 0.20 | 25750 | 227.00 | 2435.00 | - | 4 | 19 | 19 | - |
- | 7,357 | -2,147 | 99,084 | - | 0.50 | 0.00 | 25800 | 264.00 | 2477.75 | - | 10 | -5 | 288 | - |
- | 5,077 | 4,125 | 73,072 | - | 0.55 | -0.20 | 25850 | 350.00 | 2550.00 | - | 2 | 3 | 3 | - |
- | 7,198 | -1,547 | 83,782 | - | 0.50 | -0.30 | 25900 | 417.85 | 2600.00 | - | 11 | -6 | 439 | - |
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- | 3,583 | 2,667 | 66,710 | - | 0.45 | -0.15 | 25950 | 0.00 | 2380.00 | 0.00 | 0 | 8 | 0 | 0.00 |
- | 1,03,852 | -23,182 | 4,18,793 | - | 0.50 | 0.00 | 26000 | 144.25 | 2669.00 | - | 1,218 | -1,211 | 3,505 | - |
- | 4,232 | 3,516 | 40,258 | - | 0.45 | 0.15 | 26050 | 370.60 | 2743.95 | - | 134 | 76 | 76 | - |
- | 15,909 | 7,854 | 77,375 | - | 0.50 | 0.15 | 26100 | 267.70 | 2805.00 | - | 28 | 68 | 68 | - |
- | 7,146 | -3,318 | 79,387 | - | 0.45 | -0.15 | 26150 | 0.00 | 2416.30 | 0.00 | 0 | 4 | 0 | 0.00 |
- | 22,167 | -828 | 1,23,948 | - | 0.45 | -0.10 | 26200 | 140.00 | 2890.00 | - | 2 | 105 | 105 | - |
- | 8,049 | -2,651 | 77,168 | - | 0.45 | -0.20 | 26250 | 0.00 | 2674.90 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 11,230 | -7,450 | 1,08,405 | - | 0.45 | -0.05 | 26300 | 159.95 | 2980.00 | - | 7 | 11 | 11 | - |
- | 15,681 | 11,302 | 1,42,073 | - | 0.40 | -0.10 | 26350 | 0.00 | 2573.95 | 0.00 | 0 | 5 | 0 | 0.00 |
- | 90,314 | -12,493 | 2,60,937 | - | 0.40 | -0.10 | 26400 | 311.45 | 3135.00 | - | 2 | 65 | 65 | - |
- | 77,651 | 6,337 | 2,89,006 | - | 0.40 | -0.20 | 26450 | 0.00 | 2594.10 | 0.00 | 0 | 5 | 0 | 0.00 |
- | 2,13,484 | 18,839 | 6,01,792 | - | 0.40 | -0.15 | 26500 | 371.00 | 3186.00 | - | 67 | -5 | 187 | - |
- | 1,21,953 | -16,526 | 5,45,678 | - | 0.35 | -0.20 | 26550 | 0.00 | 3109.20 | 0.00 | 0 | 8 | 0 | 0.00 |
- | 3,58,052 | 1,00,665 | 13,44,469 | - | 0.25 | -0.15 | 26600 | 0.00 | 3142.15 | 0.00 | 0 | 4 | 0 | 0.00 |
1,17,36,057 | 81,21,072 |
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.