TATACHEM
Tata Chemicals Ltd
1136.4
6.60 (0.58%)
Option Chain for TATACHEM
03 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 | |
| 1.00 | 2 | 0 | 2 | 32.95 | 220.00 | 10.00 | 920 | -0.55 | 0.65 | 40.94 | 4 | 2 | 4 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 227.25 | 0.00 | 940 | 0.00 | 7.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 144.90 | 0.00 | 960 | -0.35 | 1.30 | 37.65 | 137 | 8 | 164 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 193.25 | 0.00 | 980 | -0.50 | 1.75 | 35.96 | 120 | 9 | 92 | -0.04 |
| - | 6 | 0 | 2 | - | 138.20 | 0.20 | 1000 | -0.80 | 2.20 | 33.60 | 1,707 | 33 | 722 | -0.05 |
| 0.00 | 0 | 3 | 0 | 0.00 | 103.05 | 0.00 | 1020 | -0.95 | 3.05 | 31.88 | 358 | 17 | 153 | -0.07 |
| 0.88 | 7 | 1 | 5 | 32.44 | 107.00 | 15.05 | 1040 | -1.20 | 4.50 | 30.46 | 761 | 6 | 284 | -0.11 |
| 0.86 | 45 | 3 | 25 | 28.89 | 87.90 | 4.00 | 1060 | -1.35 | 6.80 | 29.75 | 530 | -5 | 191 | -0.15 |
| 0.79 | 104 | 0 | 28 | 29.09 | 72.05 | -0.15 | 1080 | -2.05 | 9.95 | 28.70 | 903 | 20 | 199 | -0.21 |
| 0.72 | 615 | -34 | 474 | 27.27 | 55.85 | -1.50 | 1100 | -1.70 | 14.80 | 28.16 | 1,216 | 53 | 762 | -0.29 |
| 0.63 | 416 | -93 | 989 | 27.31 | 43.00 | -1.00 | 1120 | -2.05 | 21.35 | 27.67 | 771 | 167 | 554 | -0.38 |
| 0.52 | 578 | 65 | 1,519 | 27.09 | 31.85 | -1.50 | 1140 | -2.30 | 30.15 | 27.50 | 504 | 86 | 256 | -0.48 |
| 0.42 | 337 | 2 | 711 | 26.67 | 22.50 | -1.50 | 1160 | -3.05 | 40.35 | 26.79 | 55 | 15 | 70 | -0.58 |
| 0.33 | 175 | 37 | 653 | 26.68 | 15.60 | -1.50 | 1180 | 0.00 | 55.90 | 0.00 | 0 | 4 | 0 | 0.00 |
| 0.24 | 1,202 | 49 | 2,337 | 26.75 | 10.50 | -1.45 | 1200 | -2.95 | 68.10 | 26.90 | 14 | 1 | 190 | -0.76 |
| 0.17 | 211 | 12 | 415 | 26.90 | 6.90 | -1.30 | 1220 | 0.00 | 116.25 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.12 | 265 | 95 | 1,282 | 27.12 | 4.45 | -1.25 | 1240 | 0.00 | 107.30 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.08 | 269 | 195 | 416 | 27.79 | 3.00 | -0.95 | 1260 | 0.00 | 136.25 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.06 | 301 | 77 | 652 | 28.55 | 2.05 | -0.75 | 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 |
| 0.03 | 26 | 0 | 6 | 30.34 | 1.00 | -0.45 | 1320 | 0.00 | 198.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,559 | 3,641 | |||||||||||||
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.
