NTPC
Ntpc Ltd
411.1
9.70 (2.42%)
Option Chain for NTPC
16 Sep 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
| 0 | 0 | 0 | 61.5 | 0.00 | 330 | -0.05 | 0.15 | 45,000 | 18,000 | 3,30,000 |
| 0 | 0 | 0 | 0 | 0.00 | 335 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 58.3 | 0.00 | 340 | -0.05 | 0.1 | 31,500 | -6,000 | 4,29,000 |
| 0 | 0 | 0 | 0 | 0.00 | 345 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 39.7 | 0.00 | 350 | -0.10 | 0.2 | 40,500 | -4,500 | 9,78,000 |
| 0 | 0 | 0 | 50.05 | 0.00 | 355 | -0.15 | 0.25 | 22,500 | 9,000 | 31,500 |
| 0 | 0 | 0 | 44 | 0.00 | 360 | -0.05 | 0.3 | 1,11,000 | -19,500 | 4,33,500 |
| 0 | -1,500 | 0 | 39.25 | 0.00 | 365 | -0.20 | 0.25 | 2,04,000 | 6,000 | 3,27,000 |
| 1,96,500 | 0 | 9,000 | 38.75 | 5.90 | 370 | -0.20 | 0.35 | 3,99,000 | -46,500 | 11,02,500 |
| 79,500 | -1,500 | 12,000 | 35.95 | 6.65 | 375 | -0.35 | 0.4 | 3,30,000 | -13,500 | 5,64,000 |
| 3,78,000 | 3,000 | 1,21,500 | 32.65 | 9.25 | 380 | -0.55 | 0.55 | 17,88,000 | 97,500 | 32,73,000 |
|
|
||||||||||
| 1,96,500 | -1,500 | 28,500 | 27.3 | 8.30 | 385 | -0.90 | 0.7 | 9,45,000 | -16,500 | 6,82,500 |
| 10,20,000 | -2,53,500 | 6,72,000 | 23.35 | 8.75 | 390 | -1.40 | 0.9 | 22,39,500 | 4,500 | 21,52,500 |
| 8,83,500 | -1,57,500 | 10,89,000 | 18.55 | 7.75 | 395 | -2.15 | 1.35 | 33,94,500 | 40,500 | 15,99,000 |
| 47,88,000 | -1,75,500 | 99,70,500 | 14.3 | 6.65 | 400 | -3.25 | 2.1 | 87,16,500 | 7,84,500 | 31,93,500 |
| 22,93,500 | -4,53,000 | 1,38,55,500 | 10.4 | 5.15 | 405 | -4.70 | 3.2 | 89,88,000 | 17,52,000 | 24,28,500 |
| 1,02,55,500 | -12,00,000 | 3,55,99,500 | 7.15 | 3.75 | 410 | -6.10 | 5 | 74,79,000 | 10,57,500 | 26,70,000 |
| 54,78,000 | 3,73,500 | 1,27,56,000 | 4.95 | 2.60 | 415 | -7.15 | 7.75 | 16,62,000 | 2,02,500 | 5,97,000 |
| 1,14,61,500 | -36,000 | 1,79,67,000 | 3.3 | 1.70 | 420 | -8.30 | 11 | 6,06,000 | -30,000 | 5,01,000 |
| 80,40,000 | 1,11,000 | 42,61,500 | 2.05 | 1.00 | 425 | -9.00 | 14.8 | 76,500 | -18,000 | 2,13,000 |
| 33,87,000 | 3,03,000 | 46,29,000 | 1.35 | 0.60 | 430 | 0.00 | 29.6 | 0 | -4,500 | 0 |
| 8,13,000 | 70,500 | 9,36,000 | 0.95 | 0.35 | 435 | -7.30 | 23.45 | 22,500 | -3,000 | 37,500 |
| 20,07,000 | -22,500 | 15,60,000 | 0.75 | 0.25 | 440 | -8.15 | 28.15 | 10,500 | -1,500 | 1,20,000 |
| 3,49,500 | 66,000 | 4,75,500 | 0.45 | 0.05 | 445 | 0.00 | 40.4 | 0 | -1,500 | 0 |
| 25,99,500 | 1,65,000 | 14,97,000 | 0.5 | 0.15 | 450 | -9.80 | 38.2 | 22,500 | -10,500 | 67,500 |
| 1,50,000 | 4,500 | 46,500 | 0.4 | 0.15 | 455 | 0.00 | 42.85 | 0 | 0 | 0 |
| 7,03,500 | 1,39,500 | 3,25,500 | 0.35 | 0.15 | 460 | 0.00 | 41.75 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 465 | 0.00 | 0 | 0 | 0 | 0 |
| 3,21,000 | -12,000 | 58,500 | 0.2 | 0.05 | 470 | 0.00 | 90.6 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 475 | 0.00 | 0 | 0 | 0 | 0 |
| 3,12,000 | -69,000 | 84,000 | 0.2 | 0.05 | 480 | 0.00 | 64.25 | 0 | 0 | 0 |
| 5,57,13,000 | 2,17,30,500 | |||||||||
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.