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Option Chain For TATACHEM - TATA CHEMICALS LTD
Last updated on 25 Sep 2020 08:13 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 195 - - - - -
- - - - - 200 - - - - -
- - - - - 205 - - - - -
- - - - - 210 - - - - -
- - - - - 215 - - - - -
- - - - - 220 - - - - -
- - - - - 225 - - - - -
- - - - - 230 - - - - -
- - - - - 235 - - - - -
- - - - - 240 -1.00 1.00 42.95 -6,000 40,000
- - - - - 245 - - - - -
2,000 - - 55.00 - 250 -2.95 1.90 42.31 22,000 56,000
- - - - - 255 - - - - -
- - - - - 260 -3.85 3.00 39.98 56,000 168,000
- - - - - 265 -5.20 3.70 38.64 -6,000 16,000
- - - - - 270 -5.85 5.00 38.96 18,000 42,000
- - - - - 275 -6.85 6.65 39.53 -2,000 38,000
86,000 - 33.40 18.60 2.90 280 -7.05 8.55 39.95 12,000 132,000
38,000 14,000 31.85 15.05 1.45 285 -4.35 10.20 38.78 24,000 30,000
202,000 4,000 35.18 13.50 1.90 290 -8.60 12.90 39.86 8,000 66,000
46,000 -4,000 34.77 11.00 1.10 295 -6.25 14.00 35.58 -2,000 10,000
494,000 36,000 34.61 8.90 0.50 300 -5.20 18.40 39.89 36,000 194,000
22,000 14,000 36.70 7.85 0.90 305 - - - - -
152,000 10,000 35.95 6.10 0.15 310 0.70 26.70 45.30 6,000 20,000
12,000 4,000 36.65 5.05 0.05 315 - - - - -
194,000 14,000 36.67 4.00 -0.10 320 - - - - -
2,000 - - 2.65 - 325 - - - - -
80,000 18,000 39.97 3.15 0.50 330 - 51.00 - - 4,000
2,000 - - 2.50 - 335 - - - - -
8,000 - 39.31 1.85 -0.65 340 - - - - -
- - - - - 345 - - - - -
48,000 - - 1.60 - 350 - - - - -
- - - - - 355 - - - - -
2,000 - - 2.00 - 360 - - - - -
- - - - - 365 - - - - -
- - - - - 370 - - - - -
- - - - - 375 - - - - -
2,000 2,000 66.02 3.00 - 380 - - - - -
- - - - - 385 - - - - -
- - - - - 390 - - - - -
- - - - - 395 - - - - -
Total 1,392,000 816,000
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.