TATACHEM
Tata Chemicals Ltd
1129.8
18.05 (1.62%)
Option Chain for TATACHEM
02 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 550 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 210.00 | 0.00 | 920 | -0.80 | 1.20 | 43.59 | 1 | 0 | 1 | -0.02 |
| - | 0 | 0 | 0 | - | 227.25 | 0.00 | 940 | 0.00 | 7.90 | 16.54 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 144.90 | 0.00 | 960 | -0.95 | 1.65 | 38.53 | 186 | 2 | 155 | -0.04 |
| - | 0 | 0 | 0 | - | 193.25 | 0.00 | 980 | -1.20 | 2.25 | 36.92 | 76 | 13 | 85 | -0.05 |
| - | 6 | 4 | 8 | - | 138.00 | 15.75 | 1000 | -1.65 | 3.00 | 35.12 | 839 | 48 | 693 | -0.06 |
| - | 3 | 3 | 7 | - | 103.05 | 3.05 | 1020 | -2.35 | 4.00 | 33.28 | 336 | 47 | 134 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 91.95 | 0.00 | 1040 | -3.25 | 5.70 | 32.03 | 621 | 102 | 278 | -0.12 |
| 0.91 | 42 | 0 | 2 | 22.46 | 83.90 | 12.20 | 1060 | -4.35 | 8.15 | 30.90 | 577 | -28 | 196 | -0.16 |
| 0.78 | 105 | 25 | 166 | 29.31 | 72.20 | 15.60 | 1080 | -5.40 | 12.00 | 30.32 | 293 | 25 | 177 | -0.23 |
| 0.71 | 653 | -96 | 1,634 | 28.72 | 57.35 | 14.30 | 1100 | -7.95 | 16.50 | 29.07 | 1,122 | 18 | 709 | -0.30 |
| 0.62 | 508 | 39 | 2,713 | 28.04 | 44.00 | 11.10 | 1120 | -10.15 | 23.40 | 28.70 | 671 | 107 | 391 | -0.38 |
| 0.52 | 509 | 129 | 1,889 | 28.13 | 33.35 | 9.35 | 1140 | -11.55 | 32.45 | 28.63 | 172 | 35 | 172 | -0.48 |
| 0.42 | 333 | 33 | 955 | 27.69 | 24.00 | 7.05 | 1160 | -13.65 | 43.40 | 28.57 | 69 | 8 | 55 | -0.57 |
| 0.33 | 128 | 22 | 628 | 27.76 | 17.10 | 4.95 | 1180 | -20.20 | 55.90 | 28.26 | 36 | 5 | 25 | -0.66 |
| 0.25 | 1,159 | -71 | 3,009 | 27.95 | 11.95 | 3.25 | 1200 | -16.00 | 71.05 | 28.97 | 50 | -4 | 189 | -0.74 |
| 0.19 | 200 | 80 | 537 | 28.20 | 8.20 | 2.05 | 1220 | 6.00 | 116.25 | 58.82 | 2 | 0 | 2 | -0.64 |
| 0.14 | 172 | 33 | 480 | 28.73 | 5.70 | 1.45 | 1240 | -20.10 | 107.30 | 33.99 | 2 | 0 | 4 | -0.82 |
| 0.10 | 74 | 29 | 181 | 29.31 | 3.95 | 0.80 | 1260 | 0.00 | 136.25 | - | 0 | 0 | 0 | - |
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| 0.07 | 221 | 74 | 590 | 30.06 | 2.80 | 0.50 | 1280 | 0.00 | 224.05 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 25 | 20 | 83 | 31.67 | 1.45 | 0.00 | 1320 | 0.00 | 198.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,138 | 3,266 | |||||||||||||
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.
