NSE Stock Options • 190+ F&O Stocks • Options Calculator • Trade Analysis • Margin Calculator

NSE Stock Options Chain
Trade Analysis, Greeks & Margin

Live option chains for 190+ NSE F&O stocks — with an Options Calculator that shows intrinsic/time value split, time decay simulator, price simulation, SPAN/ELM margin breakdown, delivery margins and probability of profit. Click any premium to analyse the trade instantly.

190+F&O Stocks
Clickto Analyse Any Strike
SPANELM & Delivery Margin
Instrument
Expiry
SPOT
1441.00
▲ +8.15 (0.57%)
Options Calculator Analyze option chain values, greeks, POP, and simulate profit/loss with trade analysis modal.
Days 38
PCR 0.65
ATM IV 24.8%
CALLS STRIKE PUTS
OI Vol Premium IV Δ Θ Prob% Prob% Θ Δ IV Premium Vol OI
Showing 7 of 38 strikes · Login to view full chain with live data →
↓ Click any premium above, or explore the Trade Analysis modal below
Trade Analysis
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1440 CALL
Call Option • 38 days to expiry

Open Any Stock Option Chain

Select any F&O stock, pick an expiry, click Generate — then click any premium to run full Trade Analysis.

Disclaimer

TradePulse is a market analytics platform, not a SEBI-registered investment advisor. All analytics for informational purposes only.

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190+ NSE F&O Stocks Covered

All NSE-approved derivatives stocks are available on TradePulse. Select any instrument, pick weekly or monthly expiry, and the option chain loads with full analytics:

RELIANCETCS HDFCBANKINFY ICICIBANKBAJFINANCE TATAMOTORSWIPRO SBINMARUTI AXISBANKLT SUNPHARMAADANIPORTS ONGCCOALINDIA TITANULTRACEMCO HCLTECHNTPC POWERGRIDJSWSTEEL TATASTEEL+ 166 more

What Makes TradePulse Stock Options Different

Most platforms show you the raw option chain table — OI, volume, premium, IV. That's the starting point. TradePulse adds a full Trade Analysis layer that activates the moment you click any premium in the chain. What you get is not a popup with a few numbers — it's a complete analytical modal that answers every question a serious options trader needs before placing a trade.


The Trade Analysis Modal — Feature by Feature

Buy vs Sell Toggle — Everything Changes

Switching between Buy and Sell mode isn't just a label change. The entire risk profile flips: max profit becomes max loss, the margin display changes from delivery amount to SPAN/ELM breakdown, and the probability of profit recalculates for the short side. It's the same option, two completely different risk/reward profiles shown side by side.

SPAN, ELM, Exposure & Total Margin

For option sellers, TradePulse breaks margin into its four components: SPAN Margin (exchange-mandated worst-case risk), ELM (Extreme Loss Margin, an additional buffer), Exposure Margin (broker-level additional requirement), and Total Margin Required (the actual capital you need in your account). This is especially critical for stock option sellers who face delivery obligations — knowing your margin before you sell is non-negotiable.

Delivery Amount for Buyers

Stock option buyers face delivery obligation if they hold ITM options to expiry. TradePulse shows the Delivery Amount Required prominently — the full notional value (lot size × strike price) that you'd need to pay or receive in delivery settlement. For Reliance 1440 CALL with lot size 500, that's ₹7,20,000 required. Knowing this prevents the unpleasant surprise of assignment.

Time Decay Simulator

The slider moves from Today to Expiry. As you drag it forward, the premium updates in real time — showing exactly how much time value erodes each day. This is theta made visceral. A 38-day option that looks expensive at ₹40 may have only ₹15 of time value left after 15 days. The slider shows you this. Option sellers use it to find the sweet spot where theta decay accelerates.

Intrinsic vs Time Value Bar

The orange/blue split bar instantly shows how much of the premium is intrinsic value (in-the-money amount) and how much is time value. For an OTM option, it's all time value — meaning it goes to zero at expiry if the stock doesn't move. For an ITM option, there's a floor of intrinsic value. This split is fundamental to understanding what you're actually paying for.

Price Simulation Slider

Drag the stock price slider across the full range (±15% from spot) and watch Option Value, Intrinsic Value, Time Value and Profit/Loss update live. You can see exactly what happens to your position if Reliance moves from ₹1,441 to ₹1,599 — the option value jumps, intrinsic value fills in, time value compresses. Every scenario explored in seconds.

Probability of Profit

The POP bar shows the statistical probability of this trade being profitable at expiry based on current IV and days to expiry. Buying a call shows ~39% POP (premium buyer's reality). Selling the same call shows ~61% POP (premium seller's edge). This is the mathematical relationship most retail traders never see explicitly — TradePulse makes it visible instantly when you toggle Buy/Sell.


Why Stock Options Are Different from Index Options

Index options (NIFTY, BANKNIFTY, SENSEX) are cash-settled — there's no delivery obligation. Stock options are different. When a stock option expires in-the-money, the buyer can opt for physical delivery — they receive or give the actual shares. This delivery obligation is why the Delivery Amount Required figure in the modal matters so much.

For option sellers of stock options, the risk is not just the margin — it's potential assignment risk. If you sell an OTM stock option and the stock rallies sharply into expiry, you may be required to deliver shares at a price far below market. TradePulse's Trade Analysis modal shows you the worst-case numbers before you enter the trade, not after.


The Premium Seller's Advantage in Stock Options

Many serious Indian traders sell stock options deliberately to collect premium and wait for expiry — especially for stocks where they have a fundamental view. The strategy works like this: sell OTM calls or puts on a stock you understand, collect the premium, let time decay work in your favour, and aim to let the option expire worthless while keeping the premium received.

TradePulse is built for exactly this workflow. The time decay simulator shows you how the premium erodes over time. The SPAN/ELM margin breakdown tells you exactly what capital you need to hold the position. The probability of profit bar shows you the statistical edge you have as a seller. And the price simulation slider shows you your breakeven and loss scenarios if the stock moves against you.


Frequently Asked Questions

TradePulse covers all NSE-approved F&O stocks — over 190 stocks in the derivatives segment including Reliance, TCS, HDFC Bank, Infosys, ICICI Bank, Bajaj Finance, Tata Motors, Wipro, SBI, Maruti and all other actively traded equity derivatives. Select any stock by name in the Options Calculator and generate the full chain.

If you buy a stock option and hold it to expiry while it's in-the-money, you may receive delivery of the underlying shares. The Delivery Amount Required is the full notional value you'd need to pay (for calls) or receive (for puts) in delivery settlement. For a Reliance 1440 CALL with lot size 500, that's 500 × ₹1,440 = ₹7,20,000. TradePulse shows this so you know your worst-case capital requirement before entering.

SPAN (Standard Portfolio Analysis of Risk) margin is calculated by the exchange to cover worst-case 1-day losses. ELM (Extreme Loss Margin) is an additional margin buffer above SPAN, typically 1.5–3.5% of the contract value for equity derivatives. Exposure Margin is a broker-level additional requirement. The Total Margin Required is SPAN + ELM + Exposure. TradePulse shows all four components in the Sell mode of the Trade Analysis modal.

The time decay simulator is a slider from Today to Expiry. Drag it forward and the option premium, intrinsic value, time value and P&L all update based on Black-Scholes pricing with remaining days to expiry. This shows you the theta effect visually — how much premium erodes each day at current IV. For option sellers, drag the slider to find where theta decay accelerates, typically in the last 15 days before expiry.

Probability of Profit (POP) is the statistical likelihood that a trade will be profitable at expiry, calculated using the option's delta and implied volatility. For a call buyer, POP is roughly equal to delta × 100. For a call seller, POP is 100% minus the buyer's POP. TradePulse shows POP in the Trade Analysis modal — note how it flips when you toggle Buy/Sell, illustrating why premium selling has a statistical edge over premium buying at most strikes.

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Time decay, price simulation, SPAN/ELM margins, delivery amount, POP — all in one Trade Analysis modal. Stock options, index options, MCX. Free to start.