Option Chain for NIFTY
Last Updated on 30 May 2023 02:20 PM IST info_outline
Note:- Click on the strike price to open the historical data.
Call |
Put |
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|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 16100 | -0.05 | 0.85 | 71.57 | 1,614 | 36,770 |
| - | - | - | - | - | 16150 | -0.15 | 0.90 | 71.02 | -69 | 4,120 |
| - | - | - | - | - | 16200 | -0.25 | 0.85 | 69.23 | -38 | 4,859 |
| - | - | - | - | - | 16250 | -0.25 | 1.00 | 68.97 | -39 | 1,572 |
| - | - | - | - | - | 16300 | -0.20 | 1.00 | 67.57 | 711 | 11,966 |
| - | - | - | - | - | 16350 | -0.25 | 1.05 | 66.51 | 45 | 1,419 |
| - | - | - | - | - | 16400 | -0.30 | 0.95 | 64.43 | -204 | 9,334 |
| 5 | - | - | - | - | 16450 | -0.30 | 1.05 | 63.70 | -157 | 1,102 |
| 69 | -2 | - | 2122.50 | 23.35 | 16500 | -0.25 | 1.05 | 62.30 | -1,786 | 51,296 |
| 1 | - | - | - | - | 16550 | -0.35 | 1.05 | 61.50 | -54 | 1,914 |
| 35 | - | - | - | - | 16600 | -0.35 | 1.10 | 59.80 | 1,615 | 21,041 |
| - | - | - | - | - | 16650 | -0.35 | 1.15 | 58.68 | 24 | 1,173 |
| - | - | - | - | - | 16700 | -0.40 | 1.10 | 57.00 | 148 | 18,205 |
| - | - | - | - | - | 16750 | -0.45 | 1.10 | 55.88 | -34 | 1,047 |
| 5 | - | - | - | - | 16800 | -0.40 | 1.15 | 54.21 | -1,209 | 6,450 |
| - | - | - | - | - | 16850 | -0.45 | 1.20 | 53.57 | 5 | 2,441 |
| 5 | - | 89.81 | 1770.00 | 6.55 | 16900 | -0.45 | 1.15 | 51.92 | -616 | 7,603 |
| 2 | - | - | - | - | 16950 | -0.45 | 1.25 | 50.74 | 149 | 3,571 |
| 234 | - | - | - | - | 17000 | -0.50 | 1.20 | 48.87 | -26,930 | 48,965 |
| 6 | - | - | - | - | 17050 | -0.45 | 1.25 | 47.92 | 71 | 3,365 |
| 76 | -3 | - | 1521.35 | -12.90 | 17100 | -0.45 | 1.25 | 46.51 | -1,071 | 9,275 |
| 32 | - | - | - | - | 17150 | -0.45 | 1.30 | 45.31 | 799 | 3,616 |
| 182 | - | - | 1415.00 | 5.00 | 17200 | -0.35 | 1.30 | 43.69 | -7,307 | 16,174 |
| 186 | - | - | - | - | 17250 | -0.40 | 1.30 | 42.48 | 961 | 4,034 |
| 362 | -2 | - | 1305.00 | -20.00 | 17300 | -0.40 | 1.30 | 40.87 | -7,736 | 25,388 |
| 102 | - | - | - | - | 17350 | -0.35 | 1.40 | 39.83 | 952 | 7,175 |
| 550 | -5 | - | 1225.75 | 10.75 | 17400 | -0.60 | 1.40 | 38.40 | 3,283 | 29,267 |
| 172 | -1 | - | 1166.90 | 120.60 | 17450 | -0.65 | 1.40 | 36.98 | 1,403 | 7,922 |
| 1,509 | -43 | 33.27 | 1134.05 | 26.00 | 17500 | -0.70 | 1.50 | 35.71 | -8,108 | 93,030 |
| 190 | -110 | - | 1070.45 | -20.35 | 17550 | -0.70 | 1.45 | 34.28 | -389 | 9,298 |
| 1,935 | -259 | - | 1035.15 | 32.10 | 17600 | -0.70 | 1.50 | 32.99 | 2,896 | 37,325 |
| 167 | 1 | - | 951.20 | -5.00 | 17650 | -0.95 | 1.50 | 31.55 | -719 | 11,298 |
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| 831 | -59 | 31.32 | 935.35 | 26.40 | 17700 | -0.95 | 1.65 | 30.49 | -7,289 | 36,607 |
| 359 | -3 | - | 870.00 | 12.35 | 17750 | -1.10 | 1.70 | 29.27 | -289 | 17,132 |
| 1,733 | -65 | - | 827.50 | 14.00 | 17800 | -1.10 | 1.90 | 28.11 | 490 | 53,877 |
| 298 | -3 | - | 781.00 | 23.65 | 17850 | -1.20 | 1.95 | 26.72 | 408 | 21,830 |
| 1,944 | -24 | 24.16 | 732.15 | 12.65 | 17900 | -1.50 | 2.10 | 25.49 | 2,156 | 59,504 |
| 389 | -28 | - | 684.80 | 22.85 | 17950 | -1.55 | 2.30 | 24.29 | 535 | 20,202 |
| 10,423 | -140 | 22.33 | 632.20 | 22.45 | 18000 | -1.95 | 2.50 | 23.25 | 1,739 | 180,728 |
| 591 | -92 | - | 577.65 | 16.05 | 18050 | -2.15 | 2.70 | 21.86 | -4,016 | 21,130 |
| 3,260 | -248 | 18.24 | 530.00 | 19.55 | 18100 | -2.55 | 3.00 | 20.61 | 21,108 | 93,347 |
| 3,883 | -123 | 16.70 | 484.30 | 23.65 | 18150 | -3.05 | 3.30 | 19.28 | -10,598 | 47,052 |
| 17,249 | -531 | 15.76 | 436.20 | 22.90 | 18200 | -3.55 | 3.95 | 18.18 | -9,184 | 114,732 |
| 8,537 | -566 | 16.68 | 385.05 | 15.05 | 18250 | -4.60 | 4.55 | 16.90 | -23,956 | 74,678 |
| 62,366 | -2,430 | 14.70 | 337.15 | 18.10 | 18300 | -6.00 | 5.80 | 15.87 | 4,791 | 220,012 |
| 9,715 | -1,463 | 13.54 | 288.30 | 14.95 | 18350 | -8.05 | 7.45 | 14.87 | 22,419 | 115,694 |
| 40,834 | -9,445 | 13.12 | 240.20 | 12.00 | 18400 | -10.10 | 10.35 | 14.04 | 6,099 | 195,159 |
| 15,018 | 1,423 | 12.74 | 196.05 | 11.85 | 18450 | -12.50 | 14.45 | 13.17 | 20,415 | 83,878 |
| 65,505 | 6,522 | 12.02 | 152.25 | 7.60 | 18500 | -15.70 | 21.10 | 12.45 | 52,415 | 203,960 |
| 43,454 | 13,825 | 11.45 | 112.80 | 3.90 | 18550 | -19.80 | 31.60 | 11.86 | 47,857 | 103,835 |
| 235,333 | 82,295 | 11.15 | 78.70 | -0.35 | 18600 | -23.60 | 47.45 | 11.50 | 132,543 | 251,386 |
| 152,364 | 58,657 | 10.76 | 50.80 | -2.85 | 18650 | -26.25 | 69.60 | 11.08 | 37,785 | 59,793 |
| 221,023 | 49,720 | 10.50 | 30.05 | -4.15 | 18700 | -27.85 | 98.65 | 10.84 | 42,731 | 71,492 |
| 102,593 | 24,545 | 10.27 | 16.40 | -4.10 | 18750 | -28.90 | 134.90 | 10.63 | 4,938 | 11,189 |
| 212,952 | 28,668 | 10.19 | 8.20 | -3.65 | 18800 | -27.05 | 177.45 | 10.93 | 12,325 | 29,860 |
| 125,256 | 33,368 | 10.20 | 3.85 | -2.80 | 18850 | -27.20 | 222.40 | 11.09 | 1,710 | 2,891 |
| 122,108 | 11,234 | 10.77 | 2.25 | -2.10 | 18900 | -26.65 | 271.30 | 12.09 | 1,939 | 4,298 |
| 41,459 | 7,351 | 11.57 | 1.50 | -1.40 | 18950 | -24.25 | 320.40 | 13.54 | 397 | 1,253 |
| 174,816 | 7,719 | 12.63 | 1.20 | -1.05 | 19000 | -25.30 | 370.05 | 14.37 | 27 | 3,598 |
| 33,731 | 7,563 | 13.81 | 1.05 | -0.80 | 19050 | -24.55 | 423.45 | 18.74 | 57 | 133 |
| 79,326 | 2,899 | 15.10 | 0.95 | -0.65 | 19100 | -24.05 | 472.25 | 20.63 | 31 | 363 |
| 25,315 | 827 | 16.24 | 0.90 | -0.50 | 19150 | -19.60 | 522.05 | 22.22 | - | 44 |
| 81,629 | 2,431 | 17.17 | 0.75 | -0.40 | 19200 | -24.85 | 568.00 | 30.05 | 17 | 151 |
| 5,338 | -1,318 | 18.62 | 0.75 | -0.40 | 19250 | - | - | - | - | 21 |
| 43,307 | 2,354 | 19.59 | 0.70 | -0.30 | 19300 | -10.50 | 686.35 | 35.35 | -7 | 115 |
| 5,255 | 2,735 | 21.19 | 0.75 | -0.25 | 19350 | - | - | - | - | 16 |
| 14,905 | 736 | 21.92 | 0.65 | -0.25 | 19400 | - | - | - | - | 25 |
| 8,104 | 1,956 | 23.53 | 0.70 | -0.15 | 19450 | - | - | - | - | 14 |
| 37,599 | 2,271 | 24.15 | 0.60 | -0.20 | 19500 | -34.40 | 860.60 | 33.79 | 5 | 89 |
| 2,182 | 1,293 | 25.79 | 0.65 | -0.20 | 19550 | - | - | - | - | 35 |
| 25,417 | 4,088 | 26.78 | 0.60 | -0.20 | 19600 | -3.75 | 984.20 | 45.40 | - | 37 |
| 1,888 | 693 | 27.98 | 0.60 | -0.15 | 19650 | -131.15 | 1060.80 | 58.96 | - | 3 |
| 7,754 | 920 | 28.91 | 0.55 | -0.10 | 19700 | - | - | - | - | 1 |
| 3,144 | 980 | 30.08 | 0.55 | -0.10 | 19750 | - | - | - | - | - |
| 8,302 | -732 | 30.95 | 0.55 | -0.05 | 19800 | - | - | - | - | 2 |
| 4,056 | -107 | 32.10 | 0.55 | - | 19850 | - | - | - | - | - |
| 32,662 | -1,441 | 33.54 | 0.55 | - | 19900 | - | - | - | - | - |
| 1,488 | -915 | 34.04 | 0.50 | -0.05 | 19950 | - | - | - | - | - |
| 7,194 | -1,321 | 35.15 | 0.45 | -0.10 | 20000 | - | - | - | - | - |
| 401 | - | 36.26 | 0.50 | -11.00 | 20050 | - | - | - | - | - |
| 425 | - | 37.37 | 0.50 | -9.85 | 20100 | - | - | - | - | - |
| Total | 2,109,540 | 2,592,181 | ||||||||
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.