TATACHEM
Tata Chemicals Ltd
1028.85
-30.70 (-2.90%)
Option Chain for TATACHEM
20 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 220.00 | 0.00 | 920 | -0.25 | 0.20 | 38.59 | 10 | -2 | 15 | -0.01 |
| 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 | 0.00 | 0.55 | 30.00 | 33 | -7 | 122 | -0.03 |
| - | 0 | 0 | 0 | - | 193.25 | 0.00 | 980 | -0.05 | 1.15 | 26.34 | 123 | 18 | 115 | -0.07 |
| 0.90 | 86 | 17 | 80 | 17.19 | 29.65 | -31.95 | 1000 | 2.00 | 3.50 | 25.36 | 1,194 | -161 | 357 | -0.19 |
| 0.64 | 58 | 38 | 186 | 19.42 | 15.05 | -29.50 | 1020 | 6.35 | 9.35 | 25.27 | 1,313 | -43 | 197 | -0.39 |
| 0.35 | 330 | 173 | 1,496 | 20.83 | 6.25 | -21.45 | 1040 | 14.10 | 20.45 | 26.62 | 1,426 | 87 | 437 | -0.62 |
| 0.17 | 801 | 311 | 2,732 | 24.01 | 2.80 | -12.20 | 1060 | 22.65 | 36.10 | 29.51 | 1,147 | -14 | 609 | -0.78 |
| 0.09 | 804 | 51 | 2,346 | 28.14 | 1.55 | -5.55 | 1080 | 29.55 | 55.45 | 37.70 | 242 | -72 | 354 | -0.84 |
| 0.05 | 1,467 | 146 | 2,341 | 31.77 | 0.90 | -2.55 | 1100 | 33.80 | 75.40 | 46.58 | 167 | -54 | 914 | -0.86 |
| 0.04 | 1,073 | -8 | 893 | 37.12 | 0.75 | -1.05 | 1120 | 33.05 | 93.00 | 44.30 | 11 | -6 | 528 | -0.93 |
| 0.03 | 1,169 | -70 | 672 | 42.77 | 0.70 | -0.55 | 1140 | 24.00 | 108.00 | - | 10 | -6 | 296 | - |
| 0.02 | 602 | -20 | 336 | 46.79 | 0.55 | -0.30 | 1160 | 29.60 | 129.60 | - | 11 | -5 | 91 | - |
| 0.02 | 491 | -32 | 227 | 51.54 | 0.50 | -0.15 | 1180 | 0.00 | 107.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,438 | -237 | 567 | - | 0.55 | -0.15 | 1200 | 22.35 | 166.35 | - | 35 | -34 | 155 | - |
| - | 353 | -19 | 61 | - | 0.50 | -0.10 | 1220 | 0.00 | 125.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 339 | -14 | 62 | - | 0.40 | -0.15 | 1240 | 104.70 | 212.00 | - | 5 | 4 | 9 | - |
| - | 135 | -3 | 15 | - | 0.70 | 0.30 | 1260 | 0.00 | 136.25 | 0.00 | 0 | 0 | 0 | 0.00 |
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|
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| - | 202 | -4 | 9 | - | 0.25 | -0.05 | 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 |
| - | 30 | 0 | 2 | - | 0.15 | 0.00 | 1320 | 0.00 | 279.00 | - | 1 | 0 | 3 | - |
| 9,378 | 4,202 | |||||||||||||
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.
