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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
  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 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.