[--[65.84.65.76]--]
NTPC
NTPC LTD

335.8 4.20 (1.27%)

Option Chain for NTPC

28 Mar 2024 03:51 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
15,000 15,000 18,000 - 81.25 257.5 1.15 - 0 0 0
0 0 0 - 59.90 260 1.35 - 0 0 0
0 0 0 - 57.70 262.5 0.05 - 0 0 0
0 0 0 - 55.45 265 1.80 - 0 0 0
0 0 0 - 53.30 267.5 2.10 - 0 0 0
0 0 0 - 51.15 270 0.05 - 0 0 0
0 0 0 - 49.05 272.5 2.75 - 0 0 0
33,000 0 3,000 - 61.00 275 0.05 - 0 0 0
0 0 0 - 44.90 277.5 0.05 - 0 0 0
0 0 0 - 49.00 280 0.05 - 48,000 3,000 3,30,000
0 0 0 - 40.95 282.5 0.10 - 0 0 0
0 0 0 - 39.05 285 0.05 - 0 0 0
0 0 0 - 37.20 287.5 0.05 - 0 0 0
0 0 0 - 36.00 290 0.05 - 48,000 -30,000 5,37,000
0 0 0 - 36.00 292.5 0.05 - 6,000 0 93,000
0 0 0 - 19.55 295 0.05 - 21,000 -6,000 2,04,000
0 0 0 - 16.30 297.5 0.05 - 0 -3,000 0
63,000 0 21,000 - 37.30 300 0.05 - 45,000 9,000 11,34,000
0 0 0 - 17.35 302.5 0.05 - 24,000 -6,000 99,000
69,000 0 3,000 - 32.70 305 0.05 - 1,65,000 -30,000 3,66,000
24,000 0 6,000 - 30.00 307.5 0.05 - 27,000 -12,000 1,89,000
2,64,000 -21,000 33,000 - 25.40 310 0.05 - 2,88,000 -45,000 16,20,000
6,06,000 0 6,000 - 23.45 312.5 0.05 - 12,000 -9,000 2,94,000
16,83,000 -24,000 48,000 - 20.95 315 0.05 - 1,59,000 -72,000 11,49,000
2,40,000 0 3,000 - 18.45 317.5 0.05 - 60,000 -18,000 2,94,000
10,77,000 -1,56,000 2,58,000 - 17.55 320 0.05 - 12,18,000 -3,69,000 15,24,000
2,58,000 -24,000 51,000 - 13.50 322.5 0.05 - 1,80,000 -18,000 6,81,000
18,75,000 -5,19,000 17,52,000 - 11.00 325 0.05 - 10,95,000 72,000 10,68,000
4,08,000 -42,000 1,11,000 - 8.50 327.5 0.05 - 4,65,000 -1,17,000 4,65,000
46,20,000 -2,70,000 39,87,000 - 6.65 330 0.05 - 29,76,000 30,000 13,32,000
1,65,000 -96,000 9,33,000 - 3.50 332.5 0.05 - 4,80,000 1,68,000 2,64,000
2,22,000 -10,35,000 27,63,000 - 2.00 335 0.05 - 5,34,000 -27,000 2,61,000
1,41,000 -1,14,000 7,86,000 - 0.05 337.5 0.15 - 1,02,000 21,000 48,000
32,79,000 -4,74,000 60,63,000 - 0.05 340 4.85 - 7,32,000 -1,44,000 6,33,000
1,35,000 -21,000 60,000 - 0.05 342.5 7.70 - 6,000 -3,000 66,000
11,46,000 -39,000 66,000 - 0.05 345 8.40 - 48,000 -12,000 4,29,000
2,10,000 -33,000 48,000 - 0.10 347.5 11.30 - 6,000 0 1,20,000
54,75,000 39,000 2,10,000 - 0.05 350 15.00 - 75,000 -9,000 8,94,000
0 -6,000 0 - 0.05 352.5 17.45 - 9,000 -6,000 2,28,000
17,04,000 3,000 1,95,000 - 0.05 355 20.35 - 21,000 -9,000 6,51,000
8,34,000 0 33,000 - 0.05 357.5 20.75 - 48,000 3,000 2,43,000
71,88,000 -27,000 4,11,000 - 0.05 360 22.90 - 66,000 -12,000 3,99,000
0 0 0 - 0.05 362.5 36.95 - 0 0 0
1,13,22,000 0 3,000 - 0.05 365 27.95 - 9,000 -6,000 5,01,000
0 0 0 - 0.05 367.5 40.00 - 0 0 0
53,76,000 0 12,000 - 0.05 370 31.00 - 18,000 -6,000 1,35,000
0 0 0 - 0.05 372.5 21.75 - 0 0 0
7,20,000 0 3,000 - 0.05 375 43.00 - 3,000 0 54,000
0 0 0 - 0.05 377.5 24.10 - 0 0 0
15,99,000 -6,000 12,000 - 0.05 380 46.25 - 6,000 0 90,000
0 0 0 - 0.05 382.5 24.75 - 0 0 0
5,76,000 0 2,01,000 - 0.05 385 66.40 - 0 0 0
0 0 0 - 0.25 387.5 68.65 - 0 0 0
13,35,000 -78,000 1,95,000 - 0.05 390 70.95 - 0 0 0
0 0 0 - 0.00 392.5 0.00 - 0 0 0
0 -75,000 0 - 0.05 395 75.50 - 0 0 0
0 0 0 - 0.00 397.5 0.00 - 0 0 0
7,44,000 0 39,000 - 0.05 400 80.65 - 0 0 0
5,34,06,000 1,63,95,000
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.