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Related Pages for NTPC
[--[65.84.65.76]--]
NTPC
Ntpc Ltd
355.05 -11.65 (-3.18%)

Option Chain for NTPC

21 Nov 2024 02:40 PM IST

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

Call
Put

Lot Size : 1500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 114.20 0.00 325 0.15 0.70 44.93 318 137 137 -0.07
0.87 2 2 3 50.26 27.40 -61.85 330 0.45 0.95 42.24 986 106 296 -0.10
0.79 13 13 20 57.18 24.20 -80.50 335 0.70 1.35 39.83 1,262 130 208 -0.13
0.81 43 32 86 38.82 17.80 -13.40 340 0.95 1.90 37.35 2,237 30 587 -0.18
0.70 32 13 84 45.51 15.15 -10.50 345 1.45 2.75 35.08 1,550 56 247 -0.26
0.65 269 144 1,004 32.73 9.65 -8.85 350 2.20 4.15 33.95 4,005 -127 724 -0.36
0.53 343 295 3,390 31.83 6.60 -8.05 355 3.20 6.00 32.26 5,816 519 890 -0.47
0.40 1,347 924 9,556 30.28 4.10 -6.55 360 4.45 8.50 31.03 4,763 10 1,589 -0.60
0.27 2,374 1,561 7,459 29.75 2.40 -4.95 365 6.05 11.85 30.68 1,889 29 1,117 -0.72
0.19 2,687 797 7,602 31.18 1.55 -3.60 370 7.50 15.90 32.02 1,390 -311 703 -0.81
0.13 1,849 72 4,125 32.73 1.00 -2.30 375 8.30 19.95 29.27 351 10 475 -0.90
0.09 3,197 120 5,962 35.41 0.75 -1.55 380 9.45 25.00 35.79 495 -119 971 -0.90
0.06 1,800 -80 2,104 36.82 0.50 -1.00 385 9.70 29.40 29.12 112 -36 217 -0.97
0.05 3,450 457 3,663 40.57 0.45 -0.65 390 10.50 34.75 42.33 107 -40 1,097 -0.94
0.04 2,465 159 1,539 42.64 0.35 -0.40 395 7.45 37.00 - 15 -7 376 -
0.03 6,806 11 3,324 45.68 0.30 -0.30 400 8.40 42.00 - 68 -29 1,141 -
0.03 2,011 30 681 49.63 0.30 -0.20 405 9.55 44.80 - 7 -5 326 -
0.03 5,488 -201 1,948 51.89 0.25 -0.10 410 6.30 50.10 - 18 -12 786 -
0.02 2,880 -81 364 51.45 0.15 -0.10 415 10.55 57.40 - 5 -2 265 -
0.02 4,555 -146 683 54.81 0.15 -0.10 420 8.15 62.15 - 5 -4 335 -
- 1,422 -58 185 - 0.10 -0.15 425 7.90 66.90 - 5 -4 121 -
- 3,056 -79 353 - 0.15 -0.05 430 9.65 72.65 - 30 -28 170 -
- 703 -68 151 - 0.15 -0.05 435 0.00 68.45 0.00 0 0 0 0.00
- 869 -34 175 - 0.10 -0.10 440 8.00 81.00 - 1 0 38 -
- 167 -6 70 - 0.15 -0.05 445 28.90 89.00 - 1 0 4 -
- 2,131 -287 387 - 0.10 0.00 450 11.00 93.00 - 1 0 47 -
- 114 -7 18 - 0.05 -0.05 455 0.00 46.00 0.00 0 0 0 0.00
- 439 -25 79 - 0.10 0.00 460 27.75 101.75 - 9 -8 40 -
- 49 0 1 - 0.10 0.00 465 0.00 41.30 0.00 0 0 0 0.00
- 163 -9 26 - 0.10 0.00 470 0.00 64.60 - 0 0 0 -
- 25 0 9 - 0.05 -0.05 475 0.00 48.15 0.00 0 0 0 0.00
- 274 -13 16 - 0.05 -0.05 480 0.00 114.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 11.15 0.00 485 0.00 55.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.20 0.00 490 0.00 80.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 495 0.00 0.00 0.00 0 0 0 0.00
- 802 -32 50 - 0.05 0.00 500 0.00 88.55 0.00 0 0 0 0.00
51,825 12,907
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.