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[--[65.84.65.76]--]
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
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 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
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
  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.