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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

323.65 0.01 (0.00%)

Option Chain for NTPC

24 Jan 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 49.00 0.00 270 -0.05 0.05 - 157 -1 153 -
0.00 0 0 0 0.00 54.00 0.00 275 -0.05 0.15 - 44 14 179 -
0.00 0 -1 0 0.00 43.30 0.00 280 0.00 0.10 - 66 -3 935 -
0.00 0 0 0 0.00 32.85 0.00 285 -0.05 0.20 52.14 55 -16 269 -0.02
- 62 0 1 - 30.80 0.55 290 -0.05 0.20 46.17 301 -62 733 -0.03
- 131 1 9 - 27.15 -0.20 295 -0.05 0.35 44.64 588 -68 329 -0.04
- 327 -2 39 - 22.70 0.15 300 -0.15 0.50 41.29 1,693 172 1,588 -0.07
0.75 444 -1 51 76.72 24.45 6.75 305 -0.15 0.85 39.55 1,606 -82 646 -0.11
- 763 -37 353 - 13.60 0.00 310 -0.30 1.35 37.15 3,425 131 1,487 -0.16
0.96 530 -52 1,079 13.14 9.60 0.00 315 -0.45 2.30 35.97 3,720 -111 948 -0.25
0.71 1,385 -45 4,737 20.09 6.05 -0.30 320 -0.60 3.80 35.15 6,491 -124 1,485 -0.37
0.49 2,738 -133 9,673 23.69 3.70 -0.10 325 -0.55 6.30 36.57 4,389 227 1,093 -0.50
0.31 6,911 82 15,365 24.98 2.00 -0.10 330 -0.40 9.70 39.59 1,907 88 889 -0.62
0.19 3,228 243 5,892 27.81 1.20 0.00 335 -0.50 13.75 43.82 1,097 224 994 -0.70
0.12 9,125 52 7,112 30.00 0.70 0.05 340 -0.35 18.25 49.27 181 -22 771 -0.76
0.08 3,247 -78 1,725 32.69 0.45 0.00 345 -0.10 23.25 57.57 68 -8 370 -0.79
0.06 3,575 -56 1,452 36.42 0.35 0.00 350 -0.35 28.15 64.50 50 -16 385 -0.81
0.04 531 -108 302 39.14 0.25 0.00 355 0.00 37.80 0.00 0 0 0 0.00
0.04 1,934 -186 876 44.03 0.25 0.05 360 0.00 34.55 - 4 0 173 -
0.02 719 -52 124 44.89 0.15 -0.05 365 0.00 30.20 0.00 0 0 0 0.00
0.02 1,272 -124 309 49.26 0.15 0.00 370 1.90 48.20 - 3 -2 139 -
- 801 -12 19 - 0.15 0.00 375 -0.75 52.00 - 1 0 14 -
- 727 -52 162 - 0.10 0.05 380 0.00 59.60 0.00 0 0 0 0.00
- 80 -4 20 - 0.10 0.00 385 0.00 62.75 0.00 0 0 0 0.00
- 510 0 54 - 0.05 0.00 390 0.00 71.75 0.00 0 0 0 0.00
- 72 0 1 - 0.05 -0.05 395 0.00 39.05 0.00 0 0 0 0.00
- 963 -22 133 - 0.05 0.00 400 -3.95 78.05 - 9 -8 441 -
0.00 0 0 0 0.00 0.30 0.00 405 0.00 83.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 410 0.50 88.50 - 1 0 151 -
0.00 0 0 0 0.00 0.15 0.00 415 0.00 76.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 420 0.00 95.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 425 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 430 1.50 104.50 - 1 0 164 -
40,075 14,336
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.