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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.