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Max Pain For NTPC trending_up
Put-Call ratio For NTPC exposure

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Option Chain For NTPC - NTPC LTD
Last updated on 10 Jul 2020 12:56 PM 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
- - - - - 60 - - - - 4,800
- - - - - 62.5 - - - - -
- - - - - 65 - - - - -
- - - - - 67.5 - - - - -
- - - - - 69 - - - - -
- - - - - 70 - - - - -
- - - - - 71 - - - - -
- - - - - 72 - - - - -
- - - - - 72.5 - - - - -
- - - - - 73 - - - - -
- - - - - 74 - - - - -
- - - - - 75 -0.15 0.20 49.58 4,800 9,600
- - - - - 76 - - - - -
- - - - - 77 - - - - -
- - - - - 77.5 - - - - -
- - - - - 78 - - - - -
- - - - - 79 -0.40 0.10 33.37 - 4,800
24,000 4,800 39.55 11.00 -1.00 80 0.15 0.50 44.90 57,600 624,000
- - - - - 81 0.15 0.40 39.05 4,800 14,400
- - - - - 82 - - - - -
- - - - - 82.5 - - - - 19,200
- - - - - 83 -2.15 0.95 44.03 4,800 4,800
- - - - - 84 - - - - 4,800
48,000 9,600 35.39 6.60 -1.30 85 0.30 1.40 43.52 57,600 868,800
- - - - - 86 - - - - 14,400
- - - - - 87 0.45 2.15 45.09 - 9,600
- - - - - 87.5 0.35 2.20 43.34 52,800 451,200
4,800 - - - - 88 0.55 2.50 44.68 -9,600 120,000
14,400 9,600 39.05 4.20 -4.05 89 0.35 2.85 43.78 - 158,400
672,000 264,000 40.72 3.80 -0.55 90 0.50 3.35 44.21 -24,000 1,536,000
115,200 72,000 39.41 3.20 -0.50 91 0.65 3.95 45.31 - 230,400
355,200 38,400 41.72 2.95 -0.40 92 - - - - 220,800
302,400 24,000 40.59 2.65 -0.45 92.5 0.85 5.00 47.84 -4,800 244,800
336,000 33,600 40.52 2.45 -0.55 93 0.65 5.20 46.66 - 580,800
283,200 4,800 41.85 2.20 -0.40 94 1.15 5.90 47.58 4,800 321,600
2,721,600 259,200 42.75 2.00 -0.30 95 0.85 6.60 48.10 9,600 1,401,600
355,200 24,000 43.24 1.70 -0.35 96 0.60 7.30 48.21 - 100,800
580,800 -38,400 44.01 1.50 -0.30 97 0.95 8.20 50.63 -48,000 283,200
657,600 -4,800 43.52 1.35 -0.35 97.5 - - - - 316,800
412,800 4,800 43.65 1.25 -0.40 98 - - - - 220,800
302,400 14,400 46.77 1.25 -0.25 99 - - - - 38,400
6,360,000 369,600 47.34 1.10 -0.20 100 1.15 10.90 56.65 -4,800 225,600
211,200 -4,800 46.68 0.90 -0.10 101 - - - - 9,600
81,600 -4,800 46.47 0.75 -0.25 102 - - - - 4,800
292,800 - 47.75 0.75 -0.25 102.5 - - - - 4,800
33,600 - - - - 103 - - - - -
72,000 - - - - 104 - - - - -
2,294,400 38,400 50.52 0.60 -0.10 105 - - - - 14,400
- - - - - 106 - - - - -
19,200 - - - - 107 - - - - -
9,600 - - - - 107.5 - - - - -
4,800 - - - - 108 - - - - -
- - - - - 109 - - - - -
1,646,400 86,400 52.24 0.30 -0.10 110 - - - - 19,200
4,800 - - - - 111 - - - - -
- - - - - 112 - - - - -
14,400 - - - - 112.5 - - - - -
- - - - - 113 - - - - -
- - - - - 114 - - - - -
523,200 -129,600 53.90 0.15 -0.05 115 - - - - 4,800
- - - - - 116 - - - - -
- - - - - 117 - - - - -
4,800 - - - - 117.5 - - - - -
1,080,000 124,800 57.82 0.10 -0.05 120 - - - - 9,600
Total 19,838,400 8,097,600
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 prices, 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.