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Option Chain For NTPC - NTPC LTD
Last updated on
25 Sep 2020 08:11 PM
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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
- 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.