NTPC
NTPC LTD
335.8
4.20 (1.27%)
Option Chain for NTPC
28 Mar 2024 03:51 PM IST
Note:- Click on the strike price to open the historical data.
Call | Put | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
15,000 | 15,000 | 18,000 | - | 81.25 | 257.5 | 1.15 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 59.90 | 260 | 1.35 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 57.70 | 262.5 | 0.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 55.45 | 265 | 1.80 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 53.30 | 267.5 | 2.10 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 51.15 | 270 | 0.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 49.05 | 272.5 | 2.75 | - | 0 | 0 | 0 |
33,000 | 0 | 3,000 | - | 61.00 | 275 | 0.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 44.90 | 277.5 | 0.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 49.00 | 280 | 0.05 | - | 48,000 | 3,000 | 3,30,000 |
0 | 0 | 0 | - | 40.95 | 282.5 | 0.10 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 39.05 | 285 | 0.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 37.20 | 287.5 | 0.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 36.00 | 290 | 0.05 | - | 48,000 | -30,000 | 5,37,000 |
0 | 0 | 0 | - | 36.00 | 292.5 | 0.05 | - | 6,000 | 0 | 93,000 |
0 | 0 | 0 | - | 19.55 | 295 | 0.05 | - | 21,000 | -6,000 | 2,04,000 |
0 | 0 | 0 | - | 16.30 | 297.5 | 0.05 | - | 0 | -3,000 | 0 |
63,000 | 0 | 21,000 | - | 37.30 | 300 | 0.05 | - | 45,000 | 9,000 | 11,34,000 |
0 | 0 | 0 | - | 17.35 | 302.5 | 0.05 | - | 24,000 | -6,000 | 99,000 |
69,000 | 0 | 3,000 | - | 32.70 | 305 | 0.05 | - | 1,65,000 | -30,000 | 3,66,000 |
24,000 | 0 | 6,000 | - | 30.00 | 307.5 | 0.05 | - | 27,000 | -12,000 | 1,89,000 |
2,64,000 | -21,000 | 33,000 | - | 25.40 | 310 | 0.05 | - | 2,88,000 | -45,000 | 16,20,000 |
6,06,000 | 0 | 6,000 | - | 23.45 | 312.5 | 0.05 | - | 12,000 | -9,000 | 2,94,000 |
16,83,000 | -24,000 | 48,000 | - | 20.95 | 315 | 0.05 | - | 1,59,000 | -72,000 | 11,49,000 |
2,40,000 | 0 | 3,000 | - | 18.45 | 317.5 | 0.05 | - | 60,000 | -18,000 | 2,94,000 |
10,77,000 | -1,56,000 | 2,58,000 | - | 17.55 | 320 | 0.05 | - | 12,18,000 | -3,69,000 | 15,24,000 |
2,58,000 | -24,000 | 51,000 | - | 13.50 | 322.5 | 0.05 | - | 1,80,000 | -18,000 | 6,81,000 |
18,75,000 | -5,19,000 | 17,52,000 | - | 11.00 | 325 | 0.05 | - | 10,95,000 | 72,000 | 10,68,000 |
4,08,000 | -42,000 | 1,11,000 | - | 8.50 | 327.5 | 0.05 | - | 4,65,000 | -1,17,000 | 4,65,000 |
46,20,000 | -2,70,000 | 39,87,000 | - | 6.65 | 330 | 0.05 | - | 29,76,000 | 30,000 | 13,32,000 |
1,65,000 | -96,000 | 9,33,000 | - | 3.50 | 332.5 | 0.05 | - | 4,80,000 | 1,68,000 | 2,64,000 |
2,22,000 | -10,35,000 | 27,63,000 | - | 2.00 | 335 | 0.05 | - | 5,34,000 | -27,000 | 2,61,000 |
1,41,000 | -1,14,000 | 7,86,000 | - | 0.05 | 337.5 | 0.15 | - | 1,02,000 | 21,000 | 48,000 |
32,79,000 | -4,74,000 | 60,63,000 | - | 0.05 | 340 | 4.85 | - | 7,32,000 | -1,44,000 | 6,33,000 |
1,35,000 | -21,000 | 60,000 | - | 0.05 | 342.5 | 7.70 | - | 6,000 | -3,000 | 66,000 |
11,46,000 | -39,000 | 66,000 | - | 0.05 | 345 | 8.40 | - | 48,000 | -12,000 | 4,29,000 |
2,10,000 | -33,000 | 48,000 | - | 0.10 | 347.5 | 11.30 | - | 6,000 | 0 | 1,20,000 |
54,75,000 | 39,000 | 2,10,000 | - | 0.05 | 350 | 15.00 | - | 75,000 | -9,000 | 8,94,000 |
0 | -6,000 | 0 | - | 0.05 | 352.5 | 17.45 | - | 9,000 | -6,000 | 2,28,000 |
17,04,000 | 3,000 | 1,95,000 | - | 0.05 | 355 | 20.35 | - | 21,000 | -9,000 | 6,51,000 |
8,34,000 | 0 | 33,000 | - | 0.05 | 357.5 | 20.75 | - | 48,000 | 3,000 | 2,43,000 |
71,88,000 | -27,000 | 4,11,000 | - | 0.05 | 360 | 22.90 | - | 66,000 | -12,000 | 3,99,000 |
0 | 0 | 0 | - | 0.05 | 362.5 | 36.95 | - | 0 | 0 | 0 |
1,13,22,000 | 0 | 3,000 | - | 0.05 | 365 | 27.95 | - | 9,000 | -6,000 | 5,01,000 |
0 | 0 | 0 | - | 0.05 | 367.5 | 40.00 | - | 0 | 0 | 0 |
53,76,000 | 0 | 12,000 | - | 0.05 | 370 | 31.00 | - | 18,000 | -6,000 | 1,35,000 |
0 | 0 | 0 | - | 0.05 | 372.5 | 21.75 | - | 0 | 0 | 0 |
7,20,000 | 0 | 3,000 | - | 0.05 | 375 | 43.00 | - | 3,000 | 0 | 54,000 |
0 | 0 | 0 | - | 0.05 | 377.5 | 24.10 | - | 0 | 0 | 0 |
15,99,000 | -6,000 | 12,000 | - | 0.05 | 380 | 46.25 | - | 6,000 | 0 | 90,000 |
0 | 0 | 0 | - | 0.05 | 382.5 | 24.75 | - | 0 | 0 | 0 |
|
||||||||||
5,76,000 | 0 | 2,01,000 | - | 0.05 | 385 | 66.40 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.25 | 387.5 | 68.65 | - | 0 | 0 | 0 |
13,35,000 | -78,000 | 1,95,000 | - | 0.05 | 390 | 70.95 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 392.5 | 0.00 | - | 0 | 0 | 0 |
0 | -75,000 | 0 | - | 0.05 | 395 | 75.50 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 397.5 | 0.00 | - | 0 | 0 | 0 |
7,44,000 | 0 | 39,000 | - | 0.05 | 400 | 80.65 | - | 0 | 0 | 0 |
5,34,06,000 | 1,63,95,000 |
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.