TATACHEM
Tata Chemicals Ltd
1049.5
8.35 (0.80%)
Option Chain for TATACHEM
14 Nov 2024 09:22 AM 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 | 0.00 | 1.15 | 37.84 | 1 | 0 | 267 | -0.04 |
| - | 0 | 0 | 0 | - | 145.30 | 0.00 | 940 | 0.00 | 1.75 | 0.00 | 0 | 53 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 161.00 | 0.00 | 960 | -0.20 | 2.80 | 34.12 | 21 | -7 | 188 | -0.08 |
| 0.00 | 0 | 7 | 0 | 0.00 | 70.80 | 0.00 | 980 | -0.05 | 4.95 | 33.71 | 35 | -6 | 218 | -0.14 |
| 0.81 | 33 | 2 | 4 | 29.09 | 55.90 | -0.10 | 1000 | -0.40 | 8.10 | 32.63 | 38 | -1 | 813 | -0.21 |
| 0.73 | 16 | 0 | 1 | 26.46 | 41.15 | -1.55 | 1020 | -0.50 | 13.80 | 33.11 | 39 | 0 | 184 | -0.30 |
| 0.59 | 215 | -9 | 136 | 29.62 | 30.80 | -0.10 | 1040 | 0.00 | 22.30 | 32.65 | 30 | 3 | 334 | -0.43 |
| 0.46 | 379 | -9 | 145 | 29.86 | 21.00 | -0.40 | 1060 | -1.55 | 32.00 | 33.60 | 25 | 3 | 361 | -0.53 |
| 0.35 | 302 | 6 | 125 | 31.11 | 14.45 | -0.35 | 1080 | -0.20 | 46.90 | 35.00 | 6 | -1 | 202 | -0.65 |
| 0.25 | 957 | 28 | 206 | 31.98 | 9.60 | -0.55 | 1100 | 0.70 | 63.00 | 40.13 | 3 | 1 | 750 | -0.70 |
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| 0.18 | 994 | 11 | 106 | 33.83 | 6.60 | -0.70 | 1120 | 0.00 | 80.50 | 0.00 | 0 | -16 | 0 | 0.00 |
| 0.13 | 1,271 | 3 | 50 | 35.26 | 4.70 | -0.40 | 1140 | -3.55 | 95.65 | 42.04 | 8 | 0 | 464 | -0.82 |
| 0.10 | 1,003 | 3 | 43 | 37.17 | 3.35 | -0.35 | 1160 | -1.45 | 114.00 | 44.45 | 40 | 19 | 142 | -0.86 |
| 0.07 | 691 | -1 | 30 | 38.76 | 2.50 | -0.25 | 1180 | 0.40 | 134.00 | 49.78 | 2 | 0 | 64 | -0.87 |
| 0.06 | 2,888 | 37 | 113 | 41.66 | 2.15 | -0.10 | 1200 | 0.00 | 155.25 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.05 | 527 | 0 | 3 | 44.09 | 1.80 | 0.00 | 1220 | 0.00 | 114.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 446 | 1 | 5 | 47.15 | 1.55 | 0.00 | 1240 | 0.00 | 125.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -55 | 0 | 0.00 | 1.20 | 0.00 | 1260 | 0.00 | 112.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -7 | 0 | 0.00 | 1.20 | 0.00 | 1280 | 0.00 | 127.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 832 | -1 | 3 | 50.91 | 0.75 | 0.00 | 1300 | 0.00 | 177.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 10,554 | 3,987 | |||||||||||||
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.
