[--[65.84.65.76]--]

search
Option Chain For NTPC - NTPC LTD
Last updated on 25 Sep 2020 08:11 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
- - - - - 64 - - - - -
- - - - - 65 - - - - -
- - - - - 66 - - - - -
- - - - - 67 - - - - -
- - - - - 68 - - - - -
- - - - - 69 - - - - -
- - - - - 70 -0.15 0.25 41.79 57,000 85,500
- - - - - 71 - - - - -
- - - - - 72 - - - - -
- - - - - 73 0.25 0.45 40.03 5,700 17,100
- - - - - 74 - - - - -
- - - - - 75 -0.50 0.60 37.86 222,300 661,200
- - - - - 76 - - - - -
- - - - - 77 - - - - -
- - - - - 78 - - - - -
- - - - - 79 -1.65 1.15 34.57 85,500 85,500
210,900 28,500 29.48 6.35 0.90 80 -0.95 1.50 35.61 262,200 1,379,400
5,700 5,700 24.86 5.25 -4.75 81 -1.00 1.80 35.50 57,000 153,900
17,100 17,100 29.46 4.95 -4.45 82 -1.25 2.05 34.44 5,700 165,300
125,400 79,800 30.76 4.45 0.55 83 -1.40 2.50 35.07 313,500 393,300
171,000 39,900 30.47 3.85 0.35 84 -1.40 2.95 35.23 45,600 199,500
1,128,600 91,200 30.68 3.35 0.25 85 -1.45 3.50 35.93 -17,100 1,202,700
199,500 45,600 31.86 3.00 0.25 86 -0.65 4.75 43.00 28,500 387,600
239,400 22,800 31.61 2.55 0.15 87 - 4.80 - - 165,300
273,600 62,700 32.90 2.30 0.20 88 -1.65 5.45 38.53 34,200 302,100
119,700 -17,100 33.82 2.05 0.15 89 - 6.95 - - 142,500
2,747,400 302,100 33.32 1.70 - 90 -1.75 6.65 37.42 - 1,618,800
119,700 -5,700 34.62 1.55 0.05 91 -0.55 8.45 49.00 5,700 182,400
450,300 108,300 34.47 1.30 - 92 0.15 9.60 53.76 17,100 267,900
193,800 - - 1.15 0.05 93 - 6.00 - - 17,100
68,400 17,100 37.66 1.15 -0.10 94 - 10.95 - - 11,400
2,160,300 136,800 38.67 1.05 - 95 -1.05 11.05 44.97 11,400 296,400
74,100 11,400 38.00 0.85 -0.15 96 - - - - -
262,200 5,700 35.96 0.60 -0.20 97 - - - - -
- - - - - 98 - 13.20 - - 5,700
5,700 - 41.66 0.70 -0.80 99 - - - - -
3,021,000 473,100 42.65 0.65 -0.05 100 -1.95 15.50 49.08 -5,700 222,300
- - - - - 101 - 14.80 - - 5,700
5,700 - - 0.80 - 102 - - - - -
- - - - - 103 - - - - -
5,700 - - 1.00 - 104 - - - - -
307,800 85,500 45.73 0.40 -0.10 105 - 19.00 - - 39,900
- - - - - 106 - - - - -
- - - - - 107 - - - - -
- - - - - 108 - - - - -
- - - - - 109 - - - - -
894,900 74,100 50.17 0.30 -0.05 110 - 20.75 - - 5,700
- - - - - 111 - - - - -
- - - - - 112 - - - - -
- - - - - 113 - - - - -
- - - - - 114 - - - - -
91,200 34,200 52.81 0.20 0.10 115 - 30.50 - - 5,700
- - - - - 116 - - - - -
- - - - - 117 - - - - -
- - - - - 118 - - - - -
- - - - - 119 - - - - -
- - - - - 120 - - - - -
- - - - - 121 - - - - -
- - - - - 122 - - - - -
Total 12,899,100 8,019,900
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.