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Related Pages for NTPC
[--[65.84.65.76]--]
NTPC
Ntpc Ltd
356.15 -10.55 (-2.88%)

Option Chain for NTPC

21 Nov 2024 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 0 0 - 114.20 0.00 325 0.05 0.60 46.04 357 152 152 -0.06
- 3 3 8 - 26.70 -62.55 330 0.25 0.75 42.46 1,074 126 316 -0.08
- 14 14 32 - 22.90 -81.80 335 0.35 1.00 39.38 1,446 110 188 -0.10
0.91 44 33 113 29.10 18.80 -12.40 340 0.55 1.50 37.53 2,455 37 594 -0.15
0.83 28 9 139 29.08 14.50 -11.15 345 0.85 2.15 35.07 1,750 42 233 -0.21
0.73 204 79 1,386 28.64 10.60 -7.90 350 1.25 3.20 33.21 4,642 -135 716 -0.30
0.60 306 258 4,185 28.05 7.25 -7.40 355 1.90 4.70 31.33 6,459 501 872 -0.41
0.45 1,337 914 11,146 26.80 4.45 -6.20 360 3.00 7.05 30.82 5,202 -43 1,536 -0.54
0.31 2,430 1,617 8,068 26.13 2.50 -4.85 365 4.25 10.05 30.35 2,097 82 1,170 -0.67
0.21 2,646 756 8,402 28.10 1.60 -3.55 370 5.60 14.00 32.21 1,516 -356 658 -0.76
0.14 1,853 76 4,602 30.14 1.05 -2.25 375 7.35 19.00 39.31 367 1 466 -0.79
0.09 3,064 -13 6,840 31.51 0.65 -1.65 380 7.55 23.10 38.54 630 -237 853 -0.86
0.07 1,770 -110 2,345 34.41 0.50 -1.00 385 8.35 28.05 43.81 131 -47 206 -0.88
0.06 3,332 339 4,285 38.22 0.45 -0.65 390 8.55 32.80 46.53 147 -70 1,067 -0.90
0.04 2,444 138 1,727 39.46 0.30 -0.45 395 7.45 37.00 38.38 15 -7 376 -0.97
0.04 7,013 218 4,003 43.53 0.30 -0.30 400 8.40 42.00 42.64 68 -29 1,141 -0.97
0.03 2,043 62 818 46.04 0.25 -0.25 405 9.55 44.80 - 7 -5 326 -
0.03 5,434 -255 2,142 49.82 0.25 -0.10 410 6.30 50.10 - 18 -12 786 -
0.02 2,896 -65 418 49.53 0.15 -0.10 415 10.55 57.40 64.19 5 -2 265 -0.95
- 4,418 -283 873 - 0.15 -0.10 420 8.15 62.15 - 5 -4 335 -
- 1,422 -58 192 - 0.10 -0.15 425 7.90 66.90 - 5 -4 121 -
- 3,017 -118 467 - 0.10 -0.10 430 10.00 73.00 - 33 -32 166 -
- 712 -59 178 - 0.10 -0.10 435 0.00 68.45 0.00 0 0 0 0.00
- 869 -34 265 - 0.15 -0.05 440 11.00 84.00 - 2 0 38 -
- 169 -4 73 - 0.15 -0.05 445 28.90 89.00 - 1 0 4 -
- 2,020 -398 595 - 0.10 0.00 450 11.00 93.00 - 1 0 47 -
- 114 -7 38 - 0.10 0.00 455 0.00 46.00 0.00 0 0 0 0.00
- 441 -23 80 - 0.10 0.00 460 27.75 101.75 - 9 -8 40 -
- 49 0 2 - 0.05 -0.05 465 0.00 41.30 0.00 0 0 0 0.00
- 159 -13 28 - 0.10 0.00 470 0.00 64.60 - 0 0 0 -
- 25 0 9 - 0.05 -0.05 475 0.00 48.15 0.00 0 0 0 0.00
- 273 -14 22 - 0.10 0.00 480 0.00 114.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 11.15 0.00 485 0.00 55.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.20 0.00 490 0.00 80.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 495 0.00 0.00 0.00 0 0 0 0.00
- 809 -25 64 - 0.05 0.00 500 0.00 88.55 0.00 0 0 0 0.00
51,358 12,672
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.