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[--[65.84.65.76]--]
TATACHEM
Tata Chemicals Ltd

956.9 -18.55 (-1.90%)

Option Chain for TATACHEM

24 Jan 2025 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 550

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 328.95 0.00 840 -0.35 1.10 58.92 33 -1 92 -0.04
0.00 0 0 0 0.00 108.15 0.00 860 -0.25 1.00 49.25 86 9 160 -0.04
0.78 4 0 4 94.10 94.00 -0.60 880 -0.55 1.30 42.89 115 -19 315 -0.06
- 51 36 54 - 55.55 -22.45 900 -0.70 2.00 37.60 510 -69 526 -0.09
- 66 12 49 - 38.35 -21.45 920 -0.40 3.80 34.01 890 -100 454 -0.17
0.69 225 28 284 32.08 26.55 -17.80 940 0.95 7.70 31.37 1,147 -7 759 -0.31
0.49 798 24 1,373 30.62 14.30 -15.35 960 3.60 15.00 29.15 1,513 -7 806 -0.51
0.30 1,188 -56 2,620 31.80 7.30 -10.70 980 8.75 28.45 31.23 1,013 -72 602 -0.70
0.18 1,600 -9 2,666 34.79 4.00 -6.35 1000 13.45 45.30 34.60 473 -19 655 -0.82
0.11 1,140 -14 1,457 39.05 2.55 -3.50 1020 15.45 63.95 39.37 122 -48 375 -0.89
0.07 1,533 -60 1,527 42.47 1.60 -2.15 1040 16.75 83.50 45.84 23 -7 439 -0.91
0.05 1,501 -86 1,347 46.24 1.10 -1.40 1060 15.10 101.95 42.44 33 -13 529 -0.97
0.04 1,372 20 619 51.58 0.95 -0.80 1080 6.40 118.55 - 17 -6 218 -
- 3,397 -157 714 - 0.85 -0.45 1100 14.50 138.00 - 19 -11 719 -
- 1,038 -55 237 - 0.70 -0.15 1120 8.70 152.00 - 1 0 46 -
- 941 -86 141 - 0.65 -0.05 1140 0.00 167.00 0.00 0 -1 0 0.00
- 397 -17 57 - 0.50 -0.10 1160 42.25 185.50 - 2 0 18 -
- 445 -11 40 - 0.25 -0.15 1180 0.00 171.45 0.00 0 0 0 0.00
- 1,427 -41 72 - 0.35 -0.05 1200 7.30 233.30 - 2 0 115 -
- 520 0 3 - 0.15 -0.10 1220 0.00 139.05 0.00 0 0 0 0.00
- 270 -4 31 - 0.15 -0.30 1240 0.00 136.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1260 0.00 0.00 0.00 0 0 0 0.00
- 216 -21 22 - 0.20 0.05 1280 0.00 190.00 0.00 0 0 0 0.00
18,129 6,828
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 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.