TATACHEM
Tata Chemicals Ltd
1057.1
-11.15 (-1.04%)
Option Chain for TATACHEM
21 Nov 2024 02:22 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 | 0 | 0 | - | 190.30 | 0.00 | 920 | 0.35 | 0.65 | 51.84 | 82 | -14 | 251 | -0.02 |
| - | 0 | 0 | 0 | - | 145.30 | 0.00 | 940 | 0.00 | 0.30 | 0.00 | 0 | -22 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 161.00 | 0.00 | 960 | -0.05 | 1.15 | 42.57 | 130 | -22 | 167 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 86.60 | 0.00 | 980 | 0.10 | 2.05 | 40.13 | 368 | -21 | 242 | -0.08 |
| 0.97 | 57 | 2 | 31 | 22.36 | 60.40 | -17.50 | 1000 | -0.10 | 3.35 | 36.92 | 795 | 58 | 800 | -0.12 |
| 0.76 | 30 | 4 | 32 | 39.93 | 48.20 | -6.20 | 1020 | -0.45 | 6.10 | 34.82 | 978 | 98 | 230 | -0.21 |
| 0.68 | 160 | 0 | 324 | 31.35 | 30.00 | -5.85 | 1040 | -0.55 | 11.05 | 33.53 | 696 | 81 | 544 | -0.33 |
| 0.51 | 368 | 44 | 1,192 | 31.17 | 18.25 | -5.45 | 1060 | 0.95 | 20.00 | 34.06 | 853 | -37 | 335 | -0.49 |
| 0.34 | 518 | 70 | 1,086 | 30.69 | 9.95 | -4.40 | 1080 | 1.10 | 32.35 | 35.42 | 229 | -19 | 212 | -0.64 |
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| 0.21 | 916 | -64 | 1,676 | 32.07 | 5.45 | -3.05 | 1100 | 3.90 | 47.00 | 35.67 | 199 | -27 | 572 | -0.77 |
| 0.13 | 817 | -36 | 1,120 | 33.97 | 3.10 | -1.75 | 1120 | 10.90 | 66.65 | 44.53 | 14 | 2 | 285 | -0.80 |
| 0.08 | 1,245 | 5 | 635 | 37.02 | 2.00 | -1.25 | 1140 | 9.90 | 83.10 | 41.80 | 11 | 0 | 457 | -0.89 |
| 0.05 | 777 | -25 | 665 | 39.21 | 1.25 | -0.85 | 1160 | 11.40 | 105.45 | 57.61 | 4 | -1 | 106 | -0.86 |
| 0.04 | 523 | -22 | 387 | 42.90 | 0.95 | -0.55 | 1180 | 35.45 | 131.00 | 80.38 | 1 | 0 | 63 | -0.82 |
| 0.03 | 2,870 | -53 | 652 | 47.23 | 0.85 | -0.40 | 1200 | 27.40 | 143.40 | 64.39 | 16 | -6 | 157 | -0.91 |
| 0.02 | 357 | -37 | 95 | 48.32 | 0.50 | -0.30 | 1220 | 0.00 | 114.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 377 | -15 | 34 | 52.08 | 0.45 | -0.30 | 1240 | 0.00 | 125.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 222 | -3 | 10 | - | 0.50 | -0.10 | 1260 | 0.00 | 112.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 113 | -9 | 31 | - | 0.50 | -0.20 | 1280 | 0.00 | 127.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 710 | -11 | 82 | - | 0.35 | -0.15 | 1300 | 0.00 | 177.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -9 | 0 | 0.00 | 0.20 | 0.00 | 1320 | 0.00 | 244.00 | - | 0 | 0 | 0 | - |
| - | 19 | -2 | 4 | - | 0.20 | -0.50 | 1340 | 0.00 | 194.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 220 | 1 | 30 | - | 0.30 | 0.15 | 1360 | 0.00 | 278.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 10,299 | 4,421 | |||||||||||||
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.
