NTPC
Ntpc Ltd
337.9
11.70 (3.59%)
Option Chain for NTPC
06 Mar 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 1500 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 64.60 | 0.00 | 250 | 0.00 | 0.10 | - | 85 | -10 | 534 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 255 | 0.00 | 7.15 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 80.70 | 0.00 | 260 | -0.05 | 0.15 | 48.84 | 102 | 50 | 358 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 62.15 | 0.00 | 265 | -0.05 | 0.20 | 47.57 | 44 | 12 | 81 | -0.01 |
- | 0 | 0 | 0 | - | 71.75 | 0.00 | 270 | -0.15 | 0.20 | 44.37 | 159 | -66 | 228 | -0.02 |
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0.00 | 0 | 0 | 0 | 0.00 | 37.10 | 0.00 | 275 | -0.15 | 0.25 | 42.64 | 201 | -4 | 137 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 36.10 | 0.00 | 280 | -0.20 | 0.35 | 41.64 | 561 | -69 | 796 | -0.03 |
- | 11 | 0 | 1 | - | 42.65 | 12.35 | 285 | -0.20 | 0.50 | 40.88 | 290 | -7 | 240 | -0.04 |
- | 26 | -1 | 2 | - | 44.45 | 5.85 | 290 | -0.40 | 0.50 | 37.42 | 762 | 3 | 484 | -0.04 |
0.00 | 0 | 4 | 0 | 0.00 | 33.80 | -0.10 | 295 | -0.50 | 0.65 | 35.83 | 722 | 55 | 338 | -0.05 |
- | 338 | -9 | 54 | - | 37.75 | 8.50 | 300 | -0.70 | 0.90 | 34.75 | 1,509 | 0 | 1,445 | -0.07 |
0.96 | 132 | 1 | 36 | 24.45 | 33.15 | 8.35 | 305 | -0.85 | 1.25 | 33.74 | 1,285 | 164 | 683 | -0.09 |
0.94 | 280 | -93 | 409 | 23.84 | 28.40 | 7.85 | 310 | -1.30 | 1.60 | 31.99 | 2,318 | 96 | 860 | -0.12 |
0.89 | 615 | -40 | 407 | 25.00 | 24.05 | 7.40 | 315 | -1.70 | 2.20 | 30.95 | 2,301 | 26 | 615 | -0.16 |
0.83 | 1,680 | -326 | 2,293 | 24.50 | 19.75 | 6.70 | 320 | -2.35 | 3.00 | 29.91 | 4,169 | -32 | 1,036 | -0.21 |
0.76 | 478 | -137 | 3,554 | 24.59 | 15.90 | 5.85 | 325 | -3.10 | 4.10 | 29.05 | 3,418 | 116 | 486 | -0.27 |
0.67 | 918 | -208 | 11,332 | 24.58 | 12.45 | 5.00 | 330 | -4.00 | 5.65 | 28.62 | 3,262 | 259 | 586 | -0.35 |
0.57 | 626 | 173 | 7,500 | 24.99 | 9.60 | 4.20 | 335 | -4.90 | 7.60 | 28.21 | 1,730 | 112 | 209 | -0.43 |
0.47 | 1,142 | 112 | 8,557 | 24.92 | 7.10 | 3.30 | 340 | -5.80 | 10.10 | 28.19 | 1,088 | 91 | 595 | -0.52 |
0.38 | 554 | 204 | 3,293 | 24.75 | 5.05 | 2.40 | 345 | -7.90 | 13.25 | 28.90 | 313 | 31 | 73 | -0.60 |
0.29 | 1,482 | 363 | 5,821 | 25.28 | 3.65 | 1.80 | 350 | -6.85 | 16.70 | 29.36 | 550 | 294 | 498 | -0.68 |
0.22 | 987 | 282 | 4,239 | 25.37 | 2.50 | 1.25 | 355 | -10.75 | 20.40 | 29.53 | 43 | 13 | 27 | -0.74 |
0.16 | 786 | 291 | 2,075 | 25.65 | 1.70 | 0.85 | 360 | -8.15 | 24.70 | 31.05 | 59 | 10 | 161 | -0.79 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 365 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.08 | 1,007 | 521 | 2,125 | 26.65 | 0.80 | 0.40 | 370 | -10.35 | 32.15 | 22.54 | 45 | 5 | 59 | -0.95 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 375 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 1,844 | 13 | 1,450 | 26.65 | 0.30 | 0.10 | 380 | -8.50 | 42.75 | 34.36 | 22 | -5 | 1,764 | -0.92 |
12,906 | 12,293 |
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.