NIFTY
Nifty
24457.15
181.10 (0.75%)
Option Chain for NIFTY
03 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 25 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 2983.45 | 0.00 | 21600 | -0.15 | 0.60 | - | 7,63,161 | -1,736 | 2,64,020 | - |
- | 0 | 0 | 0 | - | 2934.40 | 0.00 | 21650 | 0.00 | 0.75 | - | 1,30,360 | -7,604 | 79,237 | - |
- | 32 | 32 | 24 | - | 2725.00 | 298.00 | 21700 | -0.05 | 0.80 | - | 1,01,460 | -7,406 | 69,099 | - |
- | 0 | 0 | 0 | - | 2836.45 | 0.00 | 21750 | -0.15 | 0.70 | - | 32,297 | -916 | 32,176 | - |
0.00 | 0 | 9 | 0 | 0.00 | 2250.00 | 0.00 | 21800 | -0.15 | 0.80 | - | 71,111 | -3,027 | 35,451 | - |
- | 0 | 0 | 0 | - | 2738.80 | 0.00 | 21850 | -0.15 | 0.85 | - | 27,779 | 1,491 | 7,490 | - |
- | 0 | 0 | 0 | - | 2690.10 | 0.00 | 21900 | -0.20 | 0.85 | - | 96,912 | -292 | 32,938 | - |
- | 0 | 0 | 0 | - | 2641.45 | 0.00 | 21950 | -0.20 | 0.75 | - | 24,064 | 522 | 4,968 | - |
- | 705 | -7 | 126 | - | 2425.05 | 114.00 | 22000 | -0.30 | 0.80 | - | 4,32,789 | -32,288 | 1,58,878 | - |
- | 0 | 0 | 0 | - | 2544.55 | 0.00 | 22050 | -0.35 | 0.70 | - | 18,626 | 593 | 5,198 | - |
0.00 | 0 | 8 | 0 | 0.00 | 2074.50 | 0.00 | 22100 | -0.45 | 0.65 | 48.99 | 1,70,716 | -4,371 | 36,623 | -0.00 |
- | 0 | 0 | 0 | - | 2448.15 | 0.00 | 22150 | -0.15 | 0.95 | 49.84 | 31,859 | -525 | 6,631 | -0.00 |
0.00 | 0 | 7 | 0 | 0.00 | 1950.45 | 0.00 | 22200 | -0.35 | 0.85 | - | 1,22,941 | -1,195 | 28,033 | - |
- | 0 | 0 | 0 | - | 2352.25 | 0.00 | 22250 | -0.35 | 0.95 | 47.80 | 50,165 | -3,003 | 15,676 | -0.00 |
- | 26 | 0 | 1 | - | 2100.00 | 70.00 | 22300 | -0.50 | 0.90 | 46.51 | 1,59,232 | -9,555 | 47,140 | -0.00 |
- | 0 | 0 | 0 | - | 2257.05 | 0.00 | 22350 | -0.25 | 1.05 | 46.25 | 68,429 | -7,396 | 10,863 | -0.00 |
- | 46 | 46 | 15 | - | 2025.55 | 237.25 | 22400 | -0.65 | 0.95 | 44.73 | 1,68,687 | -1,744 | 45,445 | -0.00 |
0.00 | 0 | 6 | 0 | 0.00 | 1841.05 | 0.00 | 22450 | -0.50 | 0.95 | 43.71 | 47,473 | -282 | 9,003 | -0.00 |
- | 289 | -75 | 101 | - | 1940.00 | 149.50 | 22500 | -0.65 | 0.95 | 42.68 | 6,79,130 | -39,987 | 1,74,924 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1606.05 | 0.00 | 22550 | -0.55 | 1.00 | 41.91 | 63,596 | -2,762 | 7,782 | -0.00 |
0.00 | 0 | 32 | 0 | 0.00 | 1575.00 | 0.00 | 22600 | -0.60 | 1.05 | 41.08 | 2,56,465 | -19,143 | 63,449 | -0.00 |
0.94 | 133 | 133 | 3 | 67.75 | 1840.35 | 440.95 | 22650 | -0.45 | 1.20 | 40.63 | 87,464 | 1,361 | 11,974 | -0.01 |
0.98 | 45 | 9 | 23 | 49.69 | 1764.00 | 168.40 | 22700 | -0.55 | 1.25 | 39.77 | 4,10,847 | -31,979 | 50,700 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 1360.00 | 0.00 | 22750 | -0.45 | 1.25 | 38.72 | 1,43,901 | -4,517 | 20,388 | -0.01 |
- | 204 | 0 | 2 | - | 1615.00 | 92.85 | 22800 | -0.70 | 1.30 | 37.86 | 7,97,367 | -89,785 | 67,054 | -0.01 |
0.00 | 0 | 1 | 0 | 0.00 | 1315.20 | 0.00 | 22850 | -1.00 | 1.25 | 36.63 | 1,27,195 | -5,530 | 14,416 | -0.01 |
0.00 | 0 | -7 | 0 | 0.00 | 1415.00 | 0.00 | 22900 | -1.05 | 1.45 | 36.19 | 5,83,132 | -5,885 | 1,22,300 | -0.01 |
- | 33 | 3 | 7 | - | 1476.35 | 125.70 | 22950 | -0.90 | 1.65 | 35.68 | 2,15,101 | -3,294 | 29,759 | -0.01 |
- | 3,436 | -355 | 1,952 | - | 1427.25 | 121.95 | 23000 | -1.50 | 1.60 | 34.47 | 28,47,897 | -1,12,672 | 4,43,958 | -0.01 |
- | 134 | -120 | 52 | - | 1402.20 | 117.20 | 23050 | -1.75 | 1.70 | 33.64 | 2,83,929 | -17,519 | 24,720 | -0.01 |
- | 411 | -34 | 86 | - | 1327.65 | 121.15 | 23100 | -2.05 | 1.65 | 32.44 | 8,75,247 | 6,944 | 1,30,895 | -0.01 |
0.98 | 314 | -44 | 54 | 37.86 | 1313.70 | 138.30 | 23150 | -2.55 | 1.80 | 31.69 | 3,83,493 | -7,486 | 40,271 | -0.01 |
- | 463 | -102 | 235 | - | 1232.00 | 128.05 | 23200 | -2.70 | 2.10 | 31.22 | 14,85,759 | 35,429 | 2,30,550 | -0.01 |
0.98 | 346 | -51 | 77 | 33.14 | 1211.65 | 166.70 | 23250 | -3.15 | 2.35 | 30.55 | 6,35,149 | -17,494 | 60,895 | -0.01 |
- | 2,532 | -67 | 310 | - | 1130.95 | 117.20 | 23300 | -3.65 | 2.60 | 29.83 | 16,53,620 | -31,845 | 1,87,356 | -0.01 |
- | 397 | -60 | 123 | - | 1084.50 | 119.75 | 23350 | -4.50 | 2.90 | 29.14 | 7,49,540 | 7,796 | 82,374 | -0.02 |
- | 4,755 | -19 | 932 | - | 1027.70 | 113.55 | 23400 | -5.55 | 3.00 | 28.11 | 19,53,233 | 67,915 | 2,43,229 | -0.02 |
- | 406 | -82 | 194 | - | 993.80 | 129.95 | 23450 | -6.45 | 3.65 | 27.74 | 10,33,512 | 17,598 | 91,632 | -0.02 |
- | 16,952 | -1,635 | 7,720 | - | 931.70 | 112.70 | 23500 | -7.40 | 4.10 | 27.03 | 33,33,453 | 2,28,840 | 6,23,972 | -0.02 |
- | 1,042 | -192 | 1,222 | - | 882.30 | 113.05 | 23550 | -7.90 | 4.60 | 26.29 | 11,26,527 | 9,117 | 90,340 | -0.03 |
- | 9,594 | -749 | 2,232 | - | 834.00 | 109.55 | 23600 | -9.40 | 5.75 | 26.02 | 23,26,995 | -19,026 | 2,42,734 | -0.03 |
- | 644 | -46 | 215 | - | 782.95 | 105.75 | 23650 | -11.70 | 6.85 | 25.53 | 11,05,626 | 27,668 | 1,00,338 | -0.04 |
- | 9,780 | -1,221 | 4,850 | - | 737.00 | 106.00 | 23700 | -13.75 | 8.50 | 25.23 | 26,02,505 | 64,254 | 3,01,818 | -0.04 |
- | 2,820 | -98 | 762 | - | 689.30 | 104.80 | 23750 | -16.00 | 10.00 | 24.66 | 15,24,621 | 54,915 | 1,33,569 | -0.05 |
- | 20,395 | -3,906 | 16,670 | - | 642.65 | 103.00 | 23800 | -18.10 | 12.50 | 24.41 | 38,75,259 | 1,03,401 | 3,73,754 | -0.06 |
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- | 7,095 | -733 | 3,801 | - | 592.90 | 100.95 | 23850 | -21.30 | 15.15 | 24.01 | 13,63,802 | 28,365 | 97,180 | -0.08 |
- | 24,917 | -4,565 | 36,300 | - | 546.00 | 98.00 | 23900 | -24.40 | 18.60 | 23.68 | 26,63,529 | 17,092 | 2,39,871 | -0.09 |
- | 13,525 | -2,011 | 10,492 | - | 499.65 | 90.45 | 23950 | -27.60 | 22.80 | 23.36 | 14,76,787 | 25,076 | 1,21,383 | -0.11 |
0.99 | 87,329 | -34,107 | 3,09,864 | 11.34 | 458.75 | 91.80 | 24000 | -31.40 | 27.70 | 23.00 | 58,15,276 | 53,856 | 5,26,816 | -0.13 |
0.97 | 23,652 | -5,199 | 37,622 | 12.55 | 411.05 | 84.85 | 24050 | -36.25 | 34.40 | 22.83 | 15,51,528 | 13,841 | 1,17,291 | -0.16 |
0.92 | 82,489 | -40,049 | 3,63,162 | 14.53 | 368.15 | 80.55 | 24100 | -41.20 | 41.20 | 22.40 | 35,49,467 | 1,744 | 3,24,800 | -0.18 |
0.87 | 28,854 | -15,450 | 1,99,539 | 15.57 | 327.20 | 73.20 | 24150 | -47.40 | 49.40 | 22.01 | 20,44,531 | -8,776 | 1,43,078 | -0.22 |
0.82 | 99,864 | -80,439 | 12,39,105 | 15.99 | 287.10 | 67.50 | 24200 | -52.60 | 59.00 | 21.59 | 43,65,376 | 50,314 | 2,95,777 | -0.25 |
0.76 | 35,709 | -39,614 | 11,01,950 | 16.40 | 249.95 | 61.95 | 24250 | -58.25 | 71.55 | 21.38 | 26,54,910 | 16,138 | 95,448 | -0.29 |
0.71 | 1,24,467 | -1,36,456 | 49,03,574 | 16.31 | 212.95 | 53.95 | 24300 | -67.05 | 83.90 | 20.83 | 70,51,010 | 95,332 | 2,92,494 | -0.33 |
0.65 | 48,072 | -47,019 | 39,04,763 | 16.27 | 179.10 | 47.00 | 24350 | -73.20 | 100.80 | 20.64 | 38,41,052 | 52,388 | 78,739 | -0.38 |
0.58 | 2,28,996 | -11,160 | 85,55,271 | 16.37 | 149.35 | 40.95 | 24400 | -81.45 | 120.55 | 20.50 | 68,35,439 | 1,62,789 | 2,20,984 | -0.43 |
0.51 | 1,34,966 | 42,733 | 62,35,394 | 16.28 | 121.60 | 35.40 | 24450 | -86.00 | 142.25 | 20.27 | 36,65,011 | 99,951 | 1,10,540 | -0.49 |
0.45 | 3,54,102 | 34,827 | 97,42,355 | 16.16 | 97.00 | 29.80 | 24500 | -91.45 | 168.15 | 20.25 | 31,62,839 | 54,105 | 1,15,009 | -0.54 |
0.38 | 1,10,004 | 40,297 | 38,96,015 | 15.99 | 75.50 | 22.70 | 24550 | -98.05 | 195.45 | 20.04 | 5,42,522 | 12,207 | 19,018 | -0.60 |
0.31 | 2,48,894 | 787 | 64,63,375 | 15.77 | 57.00 | 18.00 | 24600 | -103.80 | 227.20 | 20.09 | 6,71,279 | 16,629 | 25,305 | -0.65 |
0.25 | 98,389 | 19,466 | 33,27,755 | 15.52 | 41.65 | 12.25 | 24650 | -107.00 | 263.70 | 20.50 | 1,09,964 | 8,644 | 10,081 | -0.69 |
0.19 | 3,20,601 | 92,128 | 60,67,265 | 15.23 | 29.25 | 8.00 | 24700 | -112.25 | 301.75 | 20.83 | 1,64,780 | 5,694 | 8,156 | -0.74 |
0.15 | 1,12,722 | -10,706 | 31,82,170 | 15.18 | 20.70 | 5.90 | 24750 | -115.05 | 342.85 | 21.39 | 22,220 | 1,500 | 2,151 | -0.77 |
0.11 | 4,37,212 | 58,300 | 55,58,948 | 15.05 | 14.00 | 3.30 | 24800 | -116.20 | 386.65 | 22.21 | 63,112 | 3,155 | 7,030 | -0.80 |
0.08 | 1,73,617 | 75,346 | 29,43,930 | 15.00 | 9.35 | 1.65 | 24850 | -116.55 | 432.20 | 23.20 | 5,398 | 460 | 592 | -0.82 |
0.05 | 3,05,727 | 1,08,382 | 30,09,694 | 14.81 | 5.80 | 0.30 | 24900 | -122.15 | 476.85 | 23.83 | 8,825 | 528 | 1,176 | -0.84 |
0.04 | 1,07,100 | 28,294 | 17,00,856 | 15.08 | 4.10 | 0.10 | 24950 | -126.60 | 523.00 | 24.64 | 879 | 67 | 116 | -0.86 |
0.03 | 5,29,555 | -2,082 | 44,31,949 | 15.45 | 3.00 | -0.15 | 25000 | -118.00 | 575.00 | 26.83 | 26,982 | 2,681 | 11,918 | -0.86 |
0.02 | 82,820 | 19,045 | 14,98,953 | 15.88 | 2.25 | -0.15 | 25050 | -128.25 | 622.25 | 27.76 | 289 | 0 | 129 | -0.88 |
0.02 | 2,50,186 | 50,614 | 21,62,811 | 16.07 | 1.55 | -0.20 | 25100 | -119.00 | 673.65 | 29.76 | 586 | -12 | 368 | -0.88 |
0.01 | 56,053 | 18,953 | 10,42,988 | 16.66 | 1.25 | -0.25 | 25150 | -166.55 | 677.90 | - | 29 | 3 | 10 | - |
0.01 | 2,02,604 | 39,891 | 20,45,196 | 17.29 | 1.05 | -0.20 | 25200 | -125.05 | 774.40 | 33.16 | 685 | -265 | 931 | -0.89 |
0.01 | 53,167 | 17,185 | 8,26,969 | 18.04 | 0.95 | -0.10 | 25250 | -127.00 | 826.00 | 35.18 | 109 | 13 | 47 | -0.89 |
0.01 | 1,95,989 | 62,096 | 14,58,087 | 18.56 | 0.80 | -0.15 | 25300 | -117.85 | 873.95 | 36.13 | 440 | -18 | 690 | -0.89 |
0.01 | 37,592 | 11,006 | 4,24,556 | 19.46 | 0.75 | -0.10 | 25350 | -231.95 | 916.20 | 35.09 | 24 | 10 | 10 | -0.91 |
0.01 | 68,276 | 8,010 | 6,54,248 | 19.99 | 0.65 | -0.15 | 25400 | -154.25 | 944.10 | 24.14 | 65 | 0 | 328 | -0.98 |
0.01 | 14,799 | -1,128 | 4,20,332 | 21.34 | 0.75 | 0.00 | 25450 | -344.70 | 992.30 | 22.04 | 13 | 9 | 9 | -0.99 |
0.00 | 3,03,048 | -13,847 | 14,98,888 | 21.73 | 0.60 | -0.20 | 25500 | -124.75 | 1069.80 | 40.70 | 1,386 | -93 | 2,178 | -0.91 |
0.00 | 12,006 | 3,889 | 1,18,355 | 22.55 | 0.60 | -0.10 | 25550 | -379.75 | 1121.45 | 42.72 | 4 | 28 | 28 | -0.91 |
0.00 | 69,260 | -4,939 | 2,91,156 | 23.09 | 0.50 | -0.30 | 25600 | -138.40 | 1160.00 | 39.56 | 40 | -15 | 1,351 | -0.94 |
0.00 | 10,181 | -526 | 88,811 | 24.12 | 0.55 | -0.15 | 25650 | -17.10 | 1198.40 | 37.93 | 3 | 2 | 2 | -0.95 |
0.00 | 41,196 | -5,858 | 91,137 | 24.85 | 0.50 | -0.15 | 25700 | -137.80 | 1269.00 | 46.05 | 32 | -25 | 1,296 | -0.92 |
0.00 | 12,910 | -4,892 | 74,192 | 25.63 | 0.50 | -0.10 | 25750 | 0.00 | 1542.00 | 0.00 | 0 | 4 | 0 | 0.00 |
0.00 | 52,701 | -4,271 | 1,15,911 | 26.31 | 0.45 | -0.15 | 25800 | -101.80 | 1374.40 | 50.87 | 262 | -227 | 400 | -0.92 |
0.00 | 13,855 | 2,775 | 70,353 | 27.08 | 0.45 | -0.15 | 25850 | 0.00 | 1374.75 | - | 0 | 0 | 0 | - |
0.00 | 37,992 | -4,075 | 1,50,546 | 28.01 | 0.45 | -0.15 | 25900 | -143.60 | 1427.95 | - | 49 | -39 | 168 | - |
0.00 | 12,459 | 1,896 | 59,780 | 28.53 | 0.40 | -0.15 | 25950 | 0.00 | 1900.15 | 0.00 | 0 | 9 | 0 | 0.00 |
0.00 | 2,69,101 | -45,733 | 6,74,351 | 30.01 | 0.50 | -0.10 | 26000 | -128.85 | 1568.50 | 53.95 | 713 | -595 | 3,967 | -0.93 |
0.00 | 49,200 | 4,857 | 75,803 | 30.18 | 0.40 | -0.15 | 26050 | -128.35 | 1630.00 | 59.90 | 2 | 0 | 61 | -0.92 |
0.00 | 64,687 | -10,352 | 1,55,787 | 31.03 | 0.40 | -0.15 | 26100 | -233.75 | 1654.25 | 48.96 | 11 | -5 | 220 | -0.96 |
0.00 | 31,043 | -2,883 | 56,256 | 31.83 | 0.40 | -0.15 | 26150 | 0.00 | 1626.90 | - | 0 | 0 | 0 | - |
0.00 | 1,05,962 | -20,683 | 2,10,745 | 32.27 | 0.35 | -0.25 | 26200 | 0.00 | 1908.00 | 0.00 | 0 | -4 | 0 | 0.00 |
0.00 | 1,65,115 | 14,851 | 6,76,499 | 33.07 | 0.35 | -0.20 | 26250 | -20.70 | 1884.05 | 82.15 | 7 | -1 | 11 | -0.87 |
60,25,994 | 77,31,177 |
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.