NTPC
NTPC LTD
356
-3.20 (-0.89%)
Option Chain for NTPC
26 Apr 2024 04:17 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
| 0 | 0 | 0 | - | 54.00 | 290 | 0.35 | - | 63,000 | 27,000 | 48,000 |
| 0 | 0 | 0 | - | 49.90 | 295 | 3.90 | - | 0 | 0 | 0 |
| 36,000 | 0 | 4,500 | - | 60.80 | 300 | 0.40 | - | 1,74,000 | 7,500 | 6,52,500 |
| 0 | 0 | 0 | - | 42.10 | 305 | 6.00 | - | 0 | 0 | 0 |
| 1,500 | 1,500 | 7,500 | - | 50.00 | 310 | 0.80 | - | 3,19,500 | 63,000 | 3,24,000 |
| 1,20,000 | 1,20,000 | 1,35,000 | - | 44.80 | 315 | 1.05 | - | 2,49,000 | 1,00,500 | 2,23,500 |
| 78,000 | 0 | 6,000 | - | 40.50 | 320 | 1.50 | - | 7,95,000 | -37,500 | 8,29,500 |
| 0 | 0 | 0 | - | 28.70 | 325 | 2.05 | - | 2,46,000 | 34,500 | 1,63,500 |
| 1,38,000 | 0 | 10,500 | - | 32.45 | 330 | 2.75 | - | 9,28,500 | -31,500 | 17,11,500 |
| 0 | 0 | 0 | - | 24.70 | 335 | 3.75 | - | 3,45,000 | 48,000 | 2,28,000 |
| 2,49,000 | 3,000 | 60,000 | - | 24.30 | 340 | 4.95 | - | 8,32,500 | 69,000 | 11,07,000 |
| 1,98,000 | -12,000 | 88,500 | - | 21.25 | 345 | 6.50 | - | 5,49,000 | 52,500 | 2,95,500 |
| 10,69,500 | 67,500 | 10,66,500 | - | 18.10 | 350 | 8.40 | - | 20,04,000 | 1,48,500 | 15,61,500 |
| 6,72,000 | 2,40,000 | 11,64,000 | - | 15.25 | 355 | 10.60 | - | 13,74,000 | 2,14,500 | 4,60,500 |
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| 47,59,500 | 25,09,500 | 79,08,000 | - | 12.95 | 360 | 13.30 | - | 19,23,000 | 4,39,500 | 14,47,500 |
| 6,03,000 | 2,04,000 | 21,72,000 | - | 10.70 | 365 | 16.10 | - | 4,69,500 | 1,30,500 | 1,81,500 |
| 24,52,500 | 10,63,500 | 38,80,500 | - | 8.70 | 370 | 19.15 | - | 3,67,500 | 40,500 | 7,57,500 |
| 5,76,000 | 1,65,000 | 8,68,500 | - | 7.20 | 375 | 22.55 | - | 6,000 | 1,500 | 1,500 |
| 17,98,500 | 4,39,500 | 24,04,500 | - | 5.80 | 380 | 26.30 | - | 91,500 | 37,500 | 2,14,500 |
| 1,92,000 | 42,000 | 5,13,000 | - | 4.65 | 385 | 29.90 | - | 1,500 | 0 | 0 |
| 8,74,500 | 1,48,500 | 8,61,000 | - | 3.80 | 390 | 33.85 | - | 7,500 | 4,500 | 76,500 |
| 3,12,000 | 12,000 | 3,21,000 | - | 3.05 | 395 | 38.40 | - | 1,500 | 0 | 1,02,000 |
| 33,28,500 | 4,12,500 | 23,19,000 | - | 2.60 | 400 | 42.45 | - | 78,000 | 46,500 | 1,63,500 |
| 0 | 0 | 0 | - | 0.00 | 405 | 0.00 | - | 0 | 0 | 0 |
| 18,25,500 | 1,00,500 | 17,61,000 | - | 1.70 | 410 | 50.00 | - | 1,500 | 0 | 6,000 |
| 1,92,84,000 | 1,05,55,500 | |||||||||
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.