NIFTY
Nifty
23397.55
-128.95 (-0.55%)
Option Chain for NIFTY
10 Jan 2025 10:16 AM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 75 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 2902.90 | 0.00 | 21800 | 0.00 | 3.20 | 24.80 | 1,29,710 | 24,787 | 24,787 | -0.01 |
0.00 | 0 | 1 | 0 | 0.00 | 2210.80 | 0.00 | 21850 | 1.10 | 3.55 | 24.42 | 93,750 | 1,250 | 62,076 | -0.01 |
- | 0 | 0 | 0 | - | 2804.35 | 0.00 | 21900 | 1.35 | 3.85 | 24.02 | 63,898 | 4,766 | 31,693 | -0.01 |
- | 0 | 0 | 0 | - | 2755.15 | 0.00 | 21950 | 1.40 | 4.20 | 23.62 | 22,780 | 1,196 | 6,364 | -0.02 |
- | 282 | 14 | 38 | - | 1430.70 | -163.45 | 22000 | 1.95 | 4.55 | 23.16 | 1,56,690 | 18,207 | 80,559 | -0.02 |
0.00 | 0 | 1 | 0 | 0.00 | 1603.05 | 0.00 | 22050 | 1.85 | 4.85 | 22.70 | 22,906 | 3,179 | 4,701 | -0.02 |
0.00 | 0 | 2 | 0 | 0.00 | 1478.65 | 0.00 | 22100 | 2.25 | 5.25 | 22.21 | 51,610 | 6,417 | 10,745 | -0.02 |
- | 0 | 0 | 0 | - | 2559.05 | 0.00 | 22150 | 2.55 | 5.75 | 21.82 | 22,447 | 2,970 | 4,081 | -0.02 |
0.00 | 0 | 5 | 0 | 0.00 | 1394.00 | 0.00 | 22200 | 3.00 | 6.20 | 21.31 | 72,121 | 6,332 | 22,789 | -0.02 |
- | 0 | 0 | 0 | - | 2461.45 | 0.00 | 22250 | 3.55 | 6.95 | 20.98 | 30,512 | 2,703 | 5,337 | -0.03 |
0.00 | 0 | 3 | 0 | 0.00 | 1296.00 | 0.00 | 22300 | 3.90 | 7.70 | 20.56 | 80,241 | 8,225 | 25,908 | -0.03 |
- | 0 | 0 | 0 | - | 2364.30 | 0.00 | 22350 | 4.70 | 8.85 | 20.29 | 42,393 | 3,639 | 5,040 | -0.04 |
0.00 | 0 | 3 | 0 | 0.00 | 1187.00 | 0.00 | 22400 | 5.35 | 9.90 | 19.91 | 1,02,892 | 11,986 | 26,307 | -0.04 |
- | 0 | 0 | 0 | - | 2267.65 | 0.00 | 22450 | 6.45 | 11.50 | 19.67 | 60,147 | 2,938 | 7,834 | -0.05 |
0.98 | 340 | 95 | 246 | 14.82 | 938.00 | -174.05 | 22500 | 6.75 | 13.15 | 19.40 | 2,40,366 | -4,593 | 60,576 | -0.05 |
- | 0 | 0 | 0 | - | 2171.55 | 0.00 | 22550 | 7.80 | 15.30 | 19.14 | 64,607 | 1,247 | 5,567 | -0.06 |
0.99 | 121 | 64 | 162 | 12.37 | 835.00 | -174.25 | 22600 | 9.10 | 17.50 | 18.84 | 1,27,710 | 6,633 | 25,738 | -0.07 |
- | 14 | 9 | 18 | - | 777.25 | -174.50 | 22650 | 11.35 | 20.50 | 18.67 | 71,926 | 2,238 | 9,904 | -0.08 |
0.92 | 118 | 101 | 207 | 17.34 | 755.05 | -158.45 | 22700 | 14.00 | 24.00 | 18.44 | 1,56,946 | 4,884 | 34,243 | -0.09 |
0.00 | 0 | 1 | 0 | 0.00 | 840.00 | 0.00 | 22750 | 15.55 | 27.70 | 18.19 | 78,193 | 4,213 | 7,505 | -0.10 |
0.91 | 192 | 45 | 137 | 15.61 | 653.05 | -163.65 | 22800 | 18.70 | 32.40 | 18.04 | 1,99,379 | 10,968 | 40,929 | -0.12 |
0.92 | 15 | 9 | 2 | 13.80 | 599.00 | -154.45 | 22850 | 21.60 | 38.30 | 17.93 | 92,354 | 3,922 | 8,406 | -0.14 |
0.89 | 797 | 132 | 504 | 14.58 | 559.70 | -162.45 | 22900 | 24.05 | 44.05 | 17.63 | 1,76,796 | 8,303 | 29,172 | -0.16 |
0.89 | 22 | 22 | 59 | 13.22 | 507.65 | -1287.75 | 22950 | 27.35 | 52.20 | 17.61 | 1,12,003 | 5,782 | 11,701 | -0.18 |
0.82 | 5,227 | 1,698 | 8,084 | 15.72 | 480.70 | -152.70 | 23000 | 32.95 | 60.60 | 17.40 | 4,12,418 | 13,844 | 55,404 | -0.20 |
0.79 | 144 | 111 | 354 | 15.84 | 444.95 | -134.45 | 23050 | 36.95 | 69.95 | 17.22 | 1,09,538 | 5,534 | 9,322 | -0.23 |
0.77 | 1,410 | 577 | 2,607 | 15.58 | 403.05 | -140.65 | 23100 | 42.60 | 81.05 | 17.13 | 1,98,052 | 11,140 | 24,779 | -0.26 |
0.73 | 611 | 541 | 2,377 | 15.91 | 368.70 | -132.75 | 23150 | 48.70 | 94.50 | 17.09 | 1,42,596 | 8,469 | 11,844 | -0.29 |
0.69 | 5,387 | 4,384 | 17,228 | 15.74 | 330.45 | -129.55 | 23200 | 55.80 | 109.00 | 16.99 | 3,29,040 | 16,383 | 39,534 | -0.32 |
0.66 | 1,500 | 1,254 | 8,656 | 15.43 | 295.00 | -122.50 | 23250 | 62.85 | 124.80 | 16.87 | 1,98,790 | 9,959 | 15,523 | -0.35 |
0.62 | 10,864 | 9,422 | 51,074 | 15.45 | 262.60 | -118.40 | 23300 | 69.60 | 142.60 | 16.70 | 4,40,612 | 17,377 | 38,660 | -0.39 |
0.58 | 9,634 | 9,211 | 54,401 | 15.48 | 233.55 | -110.70 | 23350 | 76.85 | 162.55 | 16.62 | 2,86,101 | 17,171 | 22,722 | -0.43 |
0.54 | 35,106 | 32,272 | 1,90,589 | 15.32 | 205.35 | -101.65 | 23400 | 84.20 | 183.15 | 16.51 | 6,02,154 | 31,111 | 47,775 | -0.47 |
0.49 | 20,731 | 19,172 | 1,51,876 | 15.14 | 177.95 | -95.00 | 23450 | 94.00 | 208.70 | 16.58 | 3,75,741 | 14,529 | 19,283 | -0.51 |
0.45 | 72,586 | 50,432 | 3,90,762 | 15.00 | 153.60 | -86.40 | 23500 | 102.30 | 234.80 | 16.58 | 6,44,745 | 14,494 | 49,568 | -0.54 |
0.41 | 30,689 | 21,233 | 2,53,299 | 14.99 | 132.05 | -77.95 | 23550 | 110.70 | 261.75 | 16.39 | 2,92,956 | 10,406 | 21,104 | -0.58 |
0.36 | 72,425 | 34,910 | 4,41,931 | 15.00 | 112.55 | -69.45 | 23600 | 119.05 | 293.30 | 16.37 | 3,11,914 | 8,154 | 41,108 | -0.62 |
0.32 | 26,829 | 14,459 | 1,65,511 | 14.99 | 95.70 | -61.20 | 23650 | 127.65 | 325.90 | 16.38 | 61,944 | 2,030 | 10,266 | -0.66 |
0.29 | 62,623 | 24,132 | 2,82,908 | 14.87 | 80.10 | -52.80 | 23700 | 135.55 | 358.95 | 16.39 | 77,845 | -1,833 | 26,542 | -0.70 |
0.25 | 24,856 | 13,678 | 1,46,056 | 14.74 | 65.80 | -44.70 | 23750 | 141.95 | 393.60 | 16.27 | 15,314 | 902 | 4,200 | -0.73 |
0.21 | 89,040 | 43,145 | 3,00,540 | 14.58 | 53.20 | -38.85 | 23800 | 150.65 | 434.00 | 16.56 | 26,170 | 1,235 | 14,293 | -0.76 |
0.18 | 22,086 | 13,002 | 1,11,850 | 14.62 | 43.95 | -31.85 | 23850 | 159.20 | 472.95 | 16.57 | 4,604 | -283 | 3,050 | -0.79 |
0.15 | 44,035 | 14,470 | 2,08,877 | 14.67 | 35.80 | -25.80 | 23900 | 154.90 | 506.65 | 15.53 | 7,815 | 412 | 5,197 | -0.83 |
0.13 | 15,481 | 7,162 | 1,00,732 | 14.75 | 29.45 | -20.50 | 23950 | 163.30 | 553.10 | 16.58 | 487 | -18 | 555 | -0.84 |
0.11 | 93,038 | 35,527 | 3,37,968 | 14.80 | 24.15 | -16.45 | 24000 | 167.00 | 596.75 | 16.58 | 12,063 | 217 | 10,782 | -0.86 |
0.09 | 19,215 | 9,610 | 1,09,414 | 14.85 | 19.30 | -13.35 | 24050 | 182.10 | 654.10 | 18.30 | 119 | 17 | 417 | -0.86 |
0.08 | 31,999 | 8,562 | 1,53,625 | 14.89 | 15.60 | -9.90 | 24100 | 176.20 | 690.35 | 17.36 | 946 | -220 | 3,267 | -0.89 |
0.06 | 17,381 | 7,904 | 82,317 | 14.95 | 12.50 | -7.80 | 24150 | 178.10 | 740.00 | 17.91 | 41 | -2 | 324 | -0.90 |
0.05 | 51,823 | 13,166 | 1,66,647 | 15.10 | 10.15 | -6.05 | 24200 | 176.55 | 782.75 | 17.91 | 512 | -104 | 2,036 | -0.91 |
0.04 | 18,068 | 9,868 | 83,754 | 15.13 | 8.05 | -4.75 | 24250 | 209.80 | 860.80 | 23.63 | 15 | 10 | 286 | -0.86 |
0.04 | 46,659 | 13,126 | 1,32,609 | 15.27 | 6.45 | -3.70 | 24300 | 201.55 | 898.90 | 22.57 | 882 | 173 | 3,689 | -0.89 |
0.03 | 16,464 | 6,993 | 71,934 | 15.41 | 5.30 | -2.90 | 24350 | 113.60 | 873.10 | - | 25 | 0 | 118 | - |
0.03 | 53,976 | 30,279 | 1,48,861 | 15.70 | 4.50 | -2.10 | 24400 | 193.05 | 990.00 | 22.35 | 87 | -29 | 1,645 | -0.91 |
0.02 | 18,368 | 12,536 | 67,802 | 15.83 | 3.70 | -1.65 | 24450 | 143.65 | 986.50 | - | 3 | 0 | 41 | - |
0.02 | 1,01,356 | 12,729 | 2,46,261 | 16.09 | 3.10 | -1.30 | 24500 | 199.00 | 1092.00 | 25.25 | 574 | 9 | 2,816 | -0.91 |
0.02 | 15,002 | 7,967 | 49,690 | 16.35 | 2.70 | -1.25 | 24550 | 149.40 | 1106.95 | - | 18 | 9 | 49 | - |
|
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0.01 | 34,429 | 4,727 | 1,26,391 | 16.53 | 2.25 | -1.25 | 24600 | 208.35 | 1199.00 | 27.66 | 221 | 99 | 792 | -0.91 |
0.01 | 9,238 | 2,945 | 25,080 | 17.03 | 2.10 | -0.85 | 24650 | 0.00 | 1055.30 | 0.00 | 0 | 15 | 0 | 0.00 |
0.01 | 42,347 | 10,767 | 1,17,391 | 17.30 | 1.90 | -0.60 | 24700 | 172.50 | 1265.00 | 19.82 | 35 | -16 | 294 | -0.98 |
0.01 | 6,792 | 648 | 21,676 | 17.93 | 1.90 | -0.15 | 24750 | 135.75 | 1307.75 | - | 2 | 1 | 7 | - |
0.01 | 52,183 | 14,203 | 1,09,493 | 18.29 | 1.70 | -0.25 | 24800 | 193.90 | 1382.00 | 27.70 | 57 | -13 | 198 | -0.94 |
0.01 | 7,322 | 2,488 | 12,940 | 18.74 | 1.65 | -0.30 | 24850 | 129.65 | 1379.70 | - | 44 | 0 | 16 | - |
0.01 | 16,254 | 2,795 | 31,853 | 19.20 | 1.60 | -0.30 | 24900 | 192.15 | 1492.20 | 31.21 | 80 | -25 | 116 | -0.93 |
0.01 | 4,095 | 1,530 | 11,872 | 19.84 | 1.60 | -0.20 | 24950 | 866.10 | 1482.80 | - | 28 | 0 | 0 | - |
0.01 | 1,12,013 | 36,191 | 1,79,509 | 20.20 | 1.50 | -0.30 | 25000 | 204.70 | 1591.10 | 32.55 | 116 | -26 | 2,273 | -0.93 |
0.01 | 3,737 | 1,036 | 8,738 | 20.73 | 1.50 | -0.25 | 25050 | 0.00 | 676.10 | - | 0 | 0 | 0 | - |
0.01 | 7,070 | 1,707 | 13,829 | 21.17 | 1.45 | -0.05 | 25100 | 0.00 | 1497.15 | 0.00 | 0 | 19 | 0 | 0.00 |
0.01 | 2,513 | 1,321 | 5,721 | 21.70 | 1.40 | -0.45 | 25150 | 0.00 | 738.50 | - | 0 | 0 | 0 | - |
0.01 | 16,838 | 2,799 | 13,013 | 22.16 | 1.40 | -0.20 | 25200 | 210.55 | 1800.00 | 37.91 | 11 | 1 | 176 | -0.93 |
0.01 | 2,304 | 951 | 4,886 | 22.71 | 1.40 | -0.20 | 25250 | 0.00 | 803.85 | - | 0 | 0 | 0 | - |
0.01 | 12,779 | 2,094 | 11,847 | 23.04 | 1.30 | -0.20 | 25300 | 215.00 | 1900.00 | 39.51 | 2 | 3 | 74 | -0.93 |
0.01 | 1,975 | 767 | 4,823 | 23.59 | 1.30 | -0.15 | 25350 | 0.00 | 872.00 | - | 0 | 0 | 0 | - |
0.01 | 4,770 | 1,590 | 9,198 | 24.07 | 1.30 | -0.15 | 25400 | 0.00 | 1819.00 | 0.00 | 0 | 10 | 0 | 0.00 |
0.01 | 1,109 | 494 | 2,896 | 24.66 | 1.30 | -0.10 | 25450 | 0.00 | 942.85 | - | 0 | 0 | 0 | - |
0.01 | 57,622 | 11,145 | 70,204 | 25.01 | 1.25 | -0.15 | 25500 | 126.05 | 2009.80 | - | 16 | 37 | 404 | - |
0.00 | 1,277 | 594 | 3,295 | 25.42 | 1.20 | -0.25 | 25550 | 0.00 | 1925.00 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 8,191 | 1,978 | 14,813 | 25.93 | 1.20 | -0.20 | 25600 | 190.90 | 2195.00 | 42.91 | 14 | 15 | 55 | -0.94 |
0.00 | 916 | 392 | 1,731 | 26.34 | 1.15 | -0.20 | 25650 | 0.00 | 1092.45 | - | 0 | 0 | 0 | - |
0.00 | 3,001 | 1,152 | 8,999 | 26.69 | 1.10 | -0.25 | 25700 | 175.50 | 2275.75 | 38.62 | 1 | 3 | 25 | -0.96 |
0.00 | 928 | 454 | 2,351 | 27.40 | 1.15 | -0.15 | 25750 | 0.00 | 1170.65 | - | 0 | 0 | 0 | - |
0.00 | 4,537 | 824 | 17,614 | 27.70 | 1.10 | -0.20 | 25800 | 122.40 | 2307.40 | - | 13 | -7 | 100 | - |
0.00 | 997 | 681 | 2,498 | 28.35 | 1.15 | -0.30 | 25850 | 0.00 | 1251.00 | - | 0 | 0 | 0 | - |
0.00 | 4,681 | 3,655 | 20,760 | 28.69 | 1.10 | -0.20 | 25900 | 121.00 | 2422.00 | - | 3 | 2 | 48 | - |
0.00 | 351 | 136 | 1,553 | 29.07 | 1.05 | -0.30 | 25950 | 0.00 | 1333.35 | - | 0 | 0 | 0 | - |
0.00 | 51,595 | 4,307 | 59,952 | 29.67 | 1.10 | -0.20 | 26000 | 196.65 | 2590.00 | 48.22 | 4 | 3 | 375 | -0.95 |
0.00 | 691 | 371 | 3,807 | 30.21 | 1.10 | -0.15 | 26050 | 0.00 | 1417.60 | - | 0 | 0 | 0 | - |
0.00 | 2,047 | 286 | 1,765 | 30.66 | 1.10 | -0.15 | 26100 | 0.00 | 2515.00 | 0.00 | 0 | 22 | 0 | 0.00 |
0.00 | 441 | 221 | 1,504 | 31.00 | 1.05 | -0.15 | 26150 | 0.00 | 1503.50 | - | 0 | 0 | 0 | - |
0.00 | 2,569 | 1,589 | 7,147 | 31.63 | 1.10 | -0.10 | 26200 | 0.00 | 1547.05 | - | 0 | 0 | 0 | - |
0.00 | 918 | 707 | 3,057 | 31.98 | 1.05 | -0.15 | 26250 | 0.00 | 1591.00 | - | 0 | 0 | 0 | - |
0.00 | 3,392 | 2,411 | 10,639 | 32.45 | 1.05 | -0.15 | 26300 | 0.00 | 1635.25 | - | 0 | 0 | 0 | - |
0.00 | 1,436 | 839 | 3,335 | 32.80 | 1.00 | -0.20 | 26350 | 0.00 | 1679.90 | - | 0 | 0 | 0 | - |
0.00 | 10,342 | 1,908 | 11,572 | 33.24 | 1.00 | -0.20 | 26400 | 0.00 | 1724.85 | - | 0 | 0 | 0 | - |
0.00 | 3,147 | 984 | 6,381 | 33.87 | 1.05 | -0.20 | 26450 | 0.00 | 1770.10 | - | 0 | 0 | 0 | - |
0.00 | 1,17,165 | 14,240 | 1,65,529 | 34.37 | 1.05 | -0.15 | 26500 | 0.00 | 2893.30 | 0.00 | 0 | 9 | 0 | 0.00 |
16,50,526 | 10,43,114 |
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.