`
Related Pages for NTPC
[--[65.84.65.76]--]
NTPC
Ntpc Ltd
383.65 2.30 (0.60%)

Option Chain for NTPC

14 Nov 2024 09:20 AM 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 - 89.25 0.00 330 -0.10 0.25 38.32 8 -2 117 -0.02
0.00 0 0 0 0.00 0.00 0.00 335 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 55.00 0.00 340 -0.05 0.55 36.69 17 -1 293 -0.05
- 0 0 0 - 95.35 0.00 345 -0.20 0.65 34.22 13 3 30 -0.06
- 21 10 20 - 32.25 0.15 350 -0.15 0.90 33.18 139 42 607 -0.08
- 14 4 11 - 25.25 -2.75 355 -0.30 1.25 31.59 110 26 169 -0.11
0.91 54 4 9 23.65 23.65 0.25 360 -0.35 1.80 30.71 163 4 928 -0.15
0.00 0 16 0 0.00 19.50 0.00 365 -0.45 2.55 29.72 65 6 396 -0.20
0.77 203 3 36 25.12 15.70 0.10 370 -0.35 3.70 29.14 213 21 1,004 -0.27
0.68 179 37 119 24.24 11.85 -0.35 375 -0.55 5.05 28.30 249 40 595 -0.34
0.57 917 42 346 24.00 8.75 -0.30 380 -0.60 7.00 28.43 497 31 1,622 -0.43
0.46 1,102 1 434 23.97 6.25 -0.25 385 -0.60 9.30 27.31 117 1 481 -0.53
0.36 2,509 106 528 23.33 4.15 -0.35 390 -0.60 12.20 27.38 225 -63 1,557 -0.62
0.26 2,273 77 311 23.85 2.80 -0.25 395 -0.60 15.80 27.75 25 -2 469 -0.70
0.20 6,129 142 525 25.01 2.00 -0.20 400 0.85 21.35 35.26 23 -3 1,234 -0.72
0.15 1,875 39 246 26.23 1.45 -0.15 405 2.10 27.00 42.71 2 -1 342 -0.73
0.11 5,287 44 208 27.97 1.15 -0.05 410 -0.50 28.75 32.81 46 -4 846 -0.84
0.09 3,282 -5 61 29.18 0.85 -0.05 415 1.75 36.10 48.04 7 0 274 -0.79
0.07 4,982 -7 114 30.85 0.70 -0.05 420 0.00 39.00 0.00 0 -32 0 0.00
0.05 1,644 -10 22 32.28 0.55 0.00 425 4.00 43.50 41.58 1 0 126 -0.89
0.04 3,767 -2 98 32.69 0.40 0.00 430 0.00 46.30 0.00 0 -5 0 0.00
0.03 702 -8 12 34.83 0.35 -0.05 435 0.00 45.35 0.00 0 0 0 0.00
0.00 0 51 0 0.00 0.35 0.00 440 0.00 54.00 0.00 0 -1 0 0.00
0.03 260 0 2 38.92 0.30 0.00 445 0.00 60.10 0.00 0 0 0 0.00
0.02 3,154 0 19 40.32 0.25 -0.05 450 0.00 66.00 0.00 0 -4 0 0.00
0.00 0 -6 0 0.00 0.20 0.00 455 0.00 46.00 0.00 0 0 0 0.00
0.02 766 0 3 43.40 0.20 -0.05 460 0.00 74.00 0.00 0 -4 0 0.00
0.00 0 1 0 0.00 0.20 0.00 465 0.00 41.30 0.00 0 0 0 0.00
0.02 292 0 3 47.35 0.20 0.05 470 0.00 64.60 - 0 0 0 -
0.00 0 0 0 0.00 0.20 0.00 475 0.00 48.15 0.00 0 0 0 0.00
0.01 324 0 21 49.81 0.15 0.00 480 0.00 71.15 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
- 991 0 24 - 0.10 0.00 500 0.00 88.55 0.00 0 0 0 0.00
40,727 11,090
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.