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Related Pages for NTPC
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NTPC
Ntpc Ltd
358.9 7.15 (2.03%)

Option Chain for NTPC

03 Apr 2025 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
0.00 0 0 0 0.00 44.80 0.00 290 -0.05 0.20 42.86 20 -3 123 -0.01
0.00 0 0 0 0.00 31.30 0.00 295 0.00 7.35 0.00 0 0 0 0.00
0.98 70 -14 45 39.26 61.25 11.25 300 -0.10 0.25 38.31 411 12 365 -0.02
0.00 0 0 0 0.00 24.90 0.00 305 -0.30 0.25 35.63 101 6 59 -0.02
0.00 0 0 0 0.00 47.50 0.00 310 -0.35 0.30 33.68 241 -19 305 -0.03
0.00 0 8 0 0.00 38.80 0.00 315 -0.40 0.45 33.05 208 27 143 -0.04
- 82 3 12 - 40.65 6.30 320 -0.50 0.60 31.69 707 62 574 -0.05
- 52 2 4 - 32.45 2.70 325 -0.75 0.75 29.87 337 -47 203 -0.06
0.96 219 -1 48 21.87 31.45 6.15 330 -0.95 1.05 28.80 1,109 83 844 -0.09
0.98 162 33 50 16.13 26.30 4.95 335 -1.35 1.45 27.64 664 153 508 -0.12
0.95 479 107 366 15.18 21.45 3.90 340 -1.75 2.10 26.96 1,664 150 1,063 -0.17
0.83 239 -2 316 21.01 17.95 4.10 345 -2.25 3.00 26.33 1,379 9 383 -0.22
0.74 571 -146 2,384 21.33 14.20 3.55 350 -2.85 4.15 25.53 3,101 205 1,113 -0.29
0.65 574 -18 3,715 21.21 10.80 2.85 355 -3.60 5.70 24.87 2,590 184 602 -0.37
0.54 3,263 1,075 11,383 20.76 7.80 2.10 360 -4.35 7.65 24.17 2,699 -17 1,598 -0.46
0.42 7,145 2,924 9,009 19.75 5.15 1.25 365 -5.15 10.10 23.57 1,478 289 645 -0.56
0.32 6,030 2,246 9,612 19.75 3.40 0.65 370 -5.65 13.25 23.65 497 135 375 -0.65
0.23 1,553 123 2,901 20.17 2.25 0.30 375 -6.10 17.10 24.71 87 -20 57 -0.72
0.17 2,474 707 4,765 21.26 1.60 0.20 380 -6.00 21.60 27.20 151 21 1,384 -0.77
0.12 451 85 818 22.05 1.10 0.10 385 -9.00 26.00 28.69 50 19 57 -0.81
0.09 1,116 163 1,704 23.49 0.85 0.10 390 -8.55 31.10 32.81 44 10 446 -0.82
0.07 390 9 291 24.30 0.60 0.00 395 -0.60 38.95 48.11 4 1 51 -0.76
0.05 4,471 400 3,509 26.22 0.50 0.00 400 -5.50 40.35 35.89 7 0 138 -0.87
0.00 0 0 0 0.00 0.00 0.00 405 0.00 0.00 0.00 0 0 0 0.00
0.03 430 46 502 28.04 0.30 0.05 410 3.45 49.60 37.17 2 0 8 -0.92
0.00 0 0 0 0.00 0.00 0.00 415 0.00 0.00 0.00 0 0 0 0.00
0.02 376 23 81 29.11 0.15 -0.05 420 0.00 92.05 0.00 0 0 0 0.00
30,147 11,044
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.