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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

341.3 3.95 (1.17%)

Option Chain for NTPC

19 Mar 2025 04:10 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
0.00 0 0 0 0.00 62.15 0.00 265 0.00 0.05 - 5 -3 74 -
- 0 0 0 - 71.75 0.00 270 -0.05 0.05 - 9 -6 196 -
0.00 0 0 0 0.00 37.10 0.00 275 -0.05 0.05 - 13 -3 181 -
0.00 0 0 0 0.00 36.10 0.00 280 0.00 0.10 - 70 -10 629 -
0.00 0 0 0 0.00 42.65 0.00 285 0.00 0.10 - 20 -10 216 -
0.00 0 0 0 0.00 38.45 0.00 290 -0.05 0.10 49.19 157 -69 568 -0.01
0.00 0 0 0 0.00 36.45 0.00 295 -0.10 0.10 44.67 102 -16 232 -0.01
- 307 -1 28 - 40.50 2.85 300 -0.05 0.20 44.58 549 -28 2,100 -0.02
0.00 0 0 0 0.00 29.40 0.00 305 -0.05 0.20 39.68 156 -19 972 -0.03
- 320 -12 18 - 29.95 2.35 310 -0.10 0.20 34.81 2,127 -343 1,872 -0.03
- 554 -20 33 - 25.05 2.20 315 -0.10 0.30 32.29 548 -99 489 -0.04
- 1,594 -93 314 - 20.45 2.50 320 -0.20 0.40 28.82 2,228 144 1,919 -0.06
- 690 -37 315 - 15.80 2.30 325 -0.45 0.55 25.25 2,381 34 1,240 -0.09
- 2,658 -140 2,228 - 11.25 2.00 330 -0.85 0.90 22.47 5,409 667 2,442 -0.15
0.82 3,258 -168 4,690 14.16 7.05 1.45 335 -1.25 1.85 21.55 6,937 595 2,082 -0.27
0.57 7,829 -527 20,662 15.85 3.90 1.05 340 -1.70 3.60 21.11 8,950 845 2,111 -0.44
0.34 4,094 480 14,837 17.17 1.95 0.60 345 -2.20 6.65 22.75 3,395 309 432 -0.62
0.20 3,529 309 12,342 19.77 1.10 0.30 350 -2.30 10.90 27.23 1,016 57 621 -0.73
0.11 1,617 232 2,664 21.70 0.60 0.15 355 -2.70 15.20 29.85 200 27 81 -0.81
0.07 969 57 1,603 23.75 0.35 0.10 360 -3.05 20.00 34.62 233 39 186 -0.84
0.05 274 96 311 27.52 0.30 0.10 365 -8.95 24.65 37.18 5 2 4 -0.88
0.03 731 0 447 28.17 0.15 0.00 370 -2.45 29.85 44.62 8 -4 44 -0.88
0.02 129 28 91 30.10 0.10 0.05 375 0.00 51.85 - 0 0 0 -
0.01 1,718 -16 215 30.54 0.05 0.00 380 -3.25 39.00 42.98 18 -15 1,691 -0.95
0.00 0 0 0 0.00 0.00 0.00 385 0.00 0.00 0.00 0 0 0 0.00
0.01 2 1 3 36.88 0.05 -0.30 390 0.00 61.05 0.00 0 0 0 0.00
30,273 20,382
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.