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[--[65.84.65.76]--]

Option Chain for NTPC

Last Updated on 12 May 2021 05:18 PM  IST   info_outline


Note:- Click on the strike price to open the historical data.


Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 68 - - - - 193,800
- - - - - 69 - - - - -
- - - - - 70 -0.05 0.05 100.06 79,800 79,800
- - - - - 71 - - - - -
- - - - - 72 - - - - -
- - - - - 73 -0.05 0.05 92.18 - 68,400
- - - - - 74 - - - - -
- - - - - 75 - - - - -
- - - - - 76 - - - - -
- - - - - 77 - - - - -
- - - - - 78 - - - - -
- - - - - 79 - - - - -
- - - - - 80 - - - - 5,700
- - - - - 81 - - - - -
- - - - - 82 - - - - -
- - - - - 83 - - - - -
- - - - - 84 - - - - -
- - - - - 85 - - - - 119,700
- - - - - 86 - - - - -
- - - - - 87 - - - - -
- - - - - 88 - - - - -
- - - - - 89 - - - - -
5,700 - - - - 90 -0.05 0.05 52.12 -91,200 1,128,600
- - - - - 91 - - - - -
- - - - - 92 - - - - -
- - - - - 93 - - - - -
- - - - - 94 0.10 0.15 51.86 34,200 102,600
11,400 - - - - 95 - 0.15 49.43 -91,200 1,504,800
- - - - - 96 - - - - 91,200
- - - - - 97 - - - - 74,100
5,700 - - - - 98 - 0.25 46.81 -11,400 102,600
- - - - - 99 0.05 0.30 46.08 -79,800 153,900
552,900 -39,900 55.21 14.40 1.00 100 - 0.30 45.06 -131,100 2,741,700
- - - - - 101 - 0.30 40.79 45,600 228,000
399,000 -28,500 48.86 12.40 1.90 102 0.05 0.40 41.04 119,700 866,400
171,000 -22,800 42.50 11.25 1.00 103 0.05 0.50 40.72 273,600 587,100
159,600 -34,200 - 9.50 0.75 104 - 0.60 39.99 182,400 649,800
4,548,600 -131,100 41.11 9.40 0.80 105 0.05 0.75 38.91 1,459,200 4,691,100
273,600 - 74.16 11.10 3.35 106 -0.05 0.85 39.24 205,200 655,500
535,800 -85,500 39.17 7.80 0.70 107 -0.15 1.00 39.00 57,000 798,000
661,200 -114,000 38.40 7.00 0.70 108 -0.10 1.30 37.60 34,200 758,100
353,400 -17,100 38.54 6.30 0.60 109 -0.20 1.55 37.86 399,000 741,000
18,644,700 -279,300 39.38 5.55 0.55 110 -0.10 1.95 38.79 1,909,500 4,081,200
775,200 182,400 40.80 5.20 0.70 111 -0.20 2.35 39.12 239,400 473,100
2,365,500 22,800 40.52 4.50 0.50 112 -0.30 2.75 38.95 364,800 558,600
604,200 -5,700 40.89 4.10 0.40 113 -7.20 3.35 40.49 267,900 267,900
826,500 -222,300 41.88 3.65 0.35 114 -7.30 3.90 40.98 142,500 142,500
7,278,900 -399,000 42.42 3.35 0.40 115 -0.35 4.55 40.46 1,744,200 2,069,100
1,305,300 735,300 43.08 2.95 0.35 116 -7.15 5.30 43.92 199,500 199,500
1,727,100 1,242,600 45.04 2.75 0.40 117 -7.50 5.60 40.26 22,800 22,800
1,630,200 666,900 46.69 2.55 0.50 118 -7.10 6.70 45.34 96,900 96,900
695,400 575,700 47.45 2.30 0.45 119 - - - - -
10,710,300 4,081,200 47.89 2.10 0.45 120 -0.15 8.35 48.41 119,700 233,700
- - - - - 121 - - - - -
- - - - - 122 - - - - -
376,200 359,100 50.70 1.55 0.30 123 - - - - -
11,400 11,400 51.38 1.40 -1.95 124 - - - - -
3,972,900 1,926,600 53.36 1.35 0.35 125 - - - - -
- - - - - 126 - - - - -
5,700 5,700 60.96 1.50 -1.25 127 - - - - -
- - - - - 128 - - - - -
- - - - - 129 - - - - -
4,788,000 2,798,700 57.91 0.85 0.20 130 - - - - 17,100
330,600 233,700 59.13 0.85 0.25 131 - - - - -
302,100 136,800 60.25 0.80 0.25 132 - - - - -
934,800 860,700 62.36 0.75 0.20 133 - - - - -
Total 64,962,900 24,504,300
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.