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[--[65.84.65.76]--]
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
Put

Lot Size : 250

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
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
  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.