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Option Chain For TATACHEM - TATA CHEMICALS LTD
Last updated on
16 Jul 2020 12:53 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 | |
| - | - | - | - | - | 185 | - | - | - | - | - |
| - | - | - | - | - | 190 | - | - | - | - | 900 |
| - | - | - | - | - | 195 | - | - | - | - | - |
| - | - | - | - | - | 200 | - | - | - | - | 900 |
| - | - | - | - | - | 205 | - | - | - | - | - |
| - | - | - | - | - | 210 | - | - | - | - | - |
| - | - | - | - | - | 215 | - | - | - | - | - |
| - | - | - | - | - | 220 | - | - | - | - | - |
| - | - | - | - | - | 225 | - | - | - | - | - |
| - | - | - | - | - | 230 | - | - | - | - | - |
| - | - | - | - | - | 235 | - | - | - | - | - |
| - | - | - | - | - | 240 | - | - | - | - | - |
| - | - | - | - | - | 245 | - | - | - | - | - |
| - | - | - | - | - | 250 | - | - | - | - | 900 |
| - | - | - | - | - | 255 | - | - | - | - | - |
| - | - | - | - | - | 260 | - | - | - | - | - |
| - | - | - | - | - | 265 | - | - | - | - | - |
| - | - | - | - | - | 270 | -0.15 | 2.30 | 50.71 | 4,500 | 36,900 |
| - | - | - | - | - | 275 | - | - | - | - | 5,400 |
| - | - | - | - | - | 280 | -0.20 | 4.35 | 49.90 | 6,300 | 47,700 |
| - | - | - | - | - | 285 | -0.40 | 5.45 | 47.84 | -900 | 55,800 |
| 2,700 | 1,800 | 51.88 | 16.55 | 2.25 | 290 | -0.55 | 7.95 | 51.01 | 5,400 | 59,400 |
| 5,400 | 5,400 | 37.58 | 10.50 | -1.60 | 295 | -0.25 | 10.15 | 51.05 | 4,500 | 13,500 |
| 94,500 | 4,500 | 44.06 | 9.50 | -0.10 | 300 | -0.75 | 12.35 | 49.65 | 900 | 134,100 |
| 19,800 | 1,800 | 45.36 | 7.70 | -0.05 | 305 | 3.50 | 16.20 | 53.97 | -900 | 9,000 |
| 100,800 | 1,800 | 44.68 | 5.80 | -0.70 | 310 | - | - | - | - | 36,000 |
| 54,000 | - | 44.26 | 4.30 | -0.75 | 315 | - | - | - | - | 7,200 |
| 290,700 | -9,000 | 45.80 | 3.45 | -0.70 | 320 | - | - | - | - | 13,500 |
| 70,200 | -3,600 | 46.48 | 2.65 | -0.90 | 325 | - | - | - | - | 2,700 |
| 112,500 | 3,600 | 48.79 | 2.25 | -0.65 | 330 | - | - | - | - | 1,800 |
| 5,400 | - | 53.87 | 2.30 | -0.20 | 335 | - | - | - | - | - |
| 117,900 | -1,800 | 52.61 | 1.60 | -0.30 | 340 | - | - | - | - | 900 |
| 6,300 | - | - | - | - | 345 | - | - | - | - | - |
| 153,000 | -2,700 | 54.23 | 1.00 | - | 350 | - | - | - | - | 900 |
| 5,400 | - | - | - | - | 355 | - | - | - | - | - |
| 47,700 | 3,600 | 53.49 | 0.50 | -0.30 | 360 | - | - | - | - | 1,800 |
| - | - | - | - | - | 365 | - | - | - | - | - |
| 900 | - | - | - | - | 370 | - | - | - | - | - |
| - | - | - | - | - | 375 | - | - | - | - | - |
| 25,200 | - | - | - | - | 380 | - | - | - | - | 1,800 |
| Total | 1,112,400 | 431,100 | ||||||||
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 prices, 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.