search
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
- 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.