TATACOMM
Tata Communications Ltd
1807.9
15.75 (0.88%)
Option Chain for TATACOMM
03 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 250 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 654.65 | 0.00 | 1520 | -0.30 | 1.85 | 37.86 | 22 | -11 | 23 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 266.75 | 0.00 | 1540 | 0.00 | 15.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 616.40 | 0.00 | 1560 | 0.00 | 3.15 | 16.00 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 233.90 | 0.00 | 1580 | 0.00 | 5.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 155.00 | 0.00 | 1600 | -1.55 | 3.35 | 32.12 | 209 | 21 | 288 | -0.05 |
- | 0 | 0 | 0 | - | 203.10 | 0.00 | 1620 | -1.95 | 4.15 | 31.05 | 144 | 9 | 133 | -0.07 |
- | 0 | 0 | 0 | - | 541.35 | 0.00 | 1640 | -2.35 | 5.35 | 30.21 | 65 | 19 | 64 | -0.08 |
- | 0 | 0 | 0 | - | 174.50 | 0.00 | 1660 | -3.10 | 6.85 | 29.46 | 251 | -20 | 124 | -0.10 |
- | 0 | 0 | 0 | - | 504.75 | 0.00 | 1680 | -2.75 | 9.05 | 28.96 | 223 | -7 | 72 | -0.13 |
0.88 | 93 | -3 | 24 | 23.64 | 123.00 | 13.00 | 1700 | -4.40 | 11.70 | 28.34 | 740 | -50 | 777 | -0.17 |
0.78 | 53 | 2 | 9 | 29.91 | 114.20 | 16.00 | 1720 | -4.10 | 14.95 | 27.67 | 260 | -19 | 122 | -0.21 |
0.76 | 153 | -5 | 21 | 25.60 | 93.40 | 10.45 | 1740 | -5.65 | 19.50 | 27.37 | 215 | -12 | 172 | -0.25 |
0.70 | 297 | -17 | 275 | 25.25 | 78.75 | 10.35 | 1760 | -7.10 | 24.90 | 26.96 | 292 | 11 | 216 | -0.31 |
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0.64 | 225 | 65 | 452 | 25.06 | 65.55 | 9.65 | 1780 | -8.45 | 31.70 | 26.72 | 271 | 25 | 117 | -0.37 |
0.57 | 891 | 34 | 2,633 | 24.56 | 53.10 | 6.90 | 1800 | -9.00 | 39.40 | 26.30 | 481 | 40 | 340 | -0.43 |
0.50 | 400 | 290 | 2,371 | 24.41 | 42.65 | 5.70 | 1820 | -27.15 | 49.10 | 26.28 | 646 | 225 | 227 | -0.50 |
0.43 | 143 | 27 | 882 | 24.37 | 33.80 | 5.50 | 1840 | -20.05 | 60.25 | 26.33 | 34 | 11 | 16 | -0.56 |
0.36 | 103 | 20 | 618 | 24.37 | 26.40 | 4.25 | 1860 | 0.00 | 123.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.30 | 105 | 25 | 524 | 24.20 | 20.00 | 2.90 | 1880 | 0.00 | 99.50 | 0.00 | 0 | 2 | 0 | 0.00 |
0.24 | 1,211 | 13 | 2,992 | 24.26 | 15.15 | 2.45 | 1900 | -13.60 | 99.40 | 25.44 | 80 | -5 | 569 | -0.75 |
0.19 | 67 | 37 | 315 | 24.49 | 11.50 | 2.10 | 1920 | 0.00 | 46.25 | - | 0 | 0 | 0 | - |
0.15 | 6 | 6 | 29 | 24.90 | 8.85 | -35.95 | 1940 | 0.00 | 188.60 | - | 0 | 0 | 0 | - |
0.12 | 121 | 75 | 317 | 24.79 | 6.30 | 0.95 | 1960 | -19.55 | 144.40 | 19.15 | 23 | 14 | 43 | -0.94 |
0.10 | 2 | 2 | 3 | 25.62 | 5.10 | -30.40 | 1980 | 0.00 | 218.85 | - | 0 | 0 | 0 | - |
0.07 | 354 | 158 | 807 | 25.66 | 3.65 | 0.70 | 2000 | -14.70 | 188.30 | 28.85 | 15 | 0 | 125 | -0.90 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2020 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 9 | 8 | 12 | 28.95 | 3.25 | 0.00 | 2040 | 0.00 | 279.90 | 0.00 | 0 | 0 | 0 | 0.00 |
4,233 | 3,428 |
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.