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Related Pages for NTPC
[--[65.84.65.76]--]
NTPC
Ntpc Ltd
333.25 -4.15 (-1.23%)

Option Chain for NTPC

20 Dec 2024 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 0 0 - 140.45 0.00 300 -0.05 0.15 42.24 68 18 378 -0.02
- 0 0 0 - 106.85 0.00 305 0.00 0.30 19.68 0 0 0 -0.00
- 0 0 0 - 125.95 0.00 310 -0.05 0.25 34.12 151 -46 264 -0.04
- 6 2 9 - 18.25 -5.65 315 -0.05 0.35 30.19 369 -32 173 -0.06
- 56 -6 20 - 13.75 -5.55 320 0.10 0.75 29.13 1,416 -46 576 -0.12
- 49 14 87 - 8.75 -5.20 325 0.40 1.40 27.21 3,234 -25 364 -0.21
0.74 425 45 1,439 15.40 5.15 -5.20 330 1.25 2.90 27.50 6,092 -44 992 -0.36
0.46 705 296 4,304 19.50 2.90 -3.75 335 2.60 5.60 30.07 7,422 -118 456 -0.52
0.28 1,924 501 13,475 22.37 1.60 -2.30 340 4.00 9.30 34.23 7,380 -188 980 -0.65
0.16 1,960 398 17,091 24.50 0.85 -1.35 345 4.80 13.35 37.57 1,489 -71 493 -0.74
0.11 3,298 802 10,625 29.11 0.65 -0.60 350 5.75 18.35 46.04 890 -115 1,436 -0.78
0.07 1,972 -205 4,575 32.28 0.45 -0.35 355 5.85 23.10 51.78 255 -67 676 -0.81
0.05 3,988 -68 5,986 35.87 0.35 -0.10 360 5.60 28.00 58.13 406 -82 710 -0.83
0.03 6,804 59 2,039 35.26 0.15 -0.10 365 3.75 31.70 49.90 102 -71 601 -0.91
0.02 11,525 997 6,498 39.75 0.15 -0.10 370 5.25 36.95 59.29 78 -40 907 -0.90
0.02 3,575 -235 1,357 41.55 0.10 -0.10 375 0.15 39.00 - 6 -2 563 -
0.01 6,674 -109 4,091 41.69 0.05 -0.10 380 4.50 46.90 69.85 25 -6 609 -0.92
0.01 1,347 -81 427 49.46 0.10 -0.05 385 0.00 30.95 0.00 0 0 0 0.00
0.01 1,467 -106 594 53.29 0.10 -0.05 390 4.55 54.55 - 6 -3 592 -
- 619 -7 173 - 0.15 0.05 395 0.00 36.65 0.00 0 0 0 0.00
- 3,926 -188 933 - 0.15 0.05 400 3.80 66.80 - 230 -162 631 -
- 311 -19 67 - 0.10 -0.05 405 0.00 35.65 0.00 0 0 0 0.00
- 1,010 -19 162 - 0.10 0.00 410 20.35 74.35 - 2 0 176 -
- 227 -73 125 - 0.10 0.05 415 0.00 43.45 0.00 0 0 0 0.00
- 497 -59 96 - 0.10 0.05 420 0.45 80.45 - 2 0 191 -
0.00 0 0 0 0.00 0.15 0.00 425 0.00 53.45 0.00 0 0 0 0.00
- 243 -24 32 - 0.05 0.00 430 0.00 75.00 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 0.10 0.00 435 0.00 97.00 0.00 0 -1 0 0.00
- 46 -8 16 - 0.05 0.00 440 8.00 104.00 - 30 -13 45 -
0.00 0 0 0 0.00 0.10 0.00 445 0.00 92.00 0.00 0 0 0 0.00
- 277 -8 30 - 0.05 -0.05 450 3.70 113.70 - 4 -1 61 -
0.00 0 0 0 0.00 0.00 0.00 455 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 0.05 0.00 460 0.00 92.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 465 0.00 0.00 0.00 0 0 0 0.00
- 11 4 14 - 0.05 -0.05 470 0.00 133.00 0.00 0 -1 0 0.00
52,942 11,874
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.