TATACOMM
Tata Communications Ltd
1711.55
-25.15 (-1.45%)
Option Chain for TATACOMM
21 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 500 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 449.05 | 0.00 | 1520 | 0.00 | 0.90 | 44.35 | 2 | -1 | 90 | -0.02 |
- | 0 | 0 | 0 | - | 625.20 | 0.00 | 1540 | 0.00 | 0.70 | 0.00 | 0 | 0 | 0 | 0.00 |
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- | 0 | 0 | 0 | - | 413.40 | 0.00 | 1560 | 0.00 | 2.80 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 586.20 | 0.00 | 1580 | 0.30 | 2.30 | 37.94 | 24 | 1 | 61 | -0.06 |
- | 46 | 0 | 0.5 | - | 103.95 | -28.55 | 1600 | -0.25 | 3.10 | 35.69 | 176 | -15 | 245 | -0.08 |
- | 0 | 0 | 0 | - | 547.55 | 0.00 | 1620 | -0.30 | 4.65 | 34.35 | 26 | -5 | 96 | -0.11 |
- | 3 | 0 | 0.5 | - | 70.65 | -25.85 | 1640 | -1.00 | 6.30 | 31.94 | 80.5 | -38 | 147 | -0.16 |
0.79 | 4 | 0 | 1.5 | 29.30 | 61.70 | -20.65 | 1660 | -0.65 | 9.85 | 31.20 | 183.5 | -8 | 66 | -0.23 |
0.65 | 3 | 0 | 0.5 | 38.46 | 55.00 | -20.75 | 1680 | -0.20 | 13.75 | 29.07 | 51.5 | 4 | 70 | -0.31 |
0.59 | 263 | 74 | 252.5 | 25.33 | 31.05 | -20.45 | 1700 | 0.45 | 22.45 | 30.38 | 505.5 | 7 | 738 | -0.42 |
0.46 | 127 | 38 | 180 | 25.73 | 21.15 | -15.40 | 1720 | 1.15 | 30.15 | 28.17 | 152 | 3 | 119 | -0.53 |
0.35 | 241 | 23 | 247 | 27.35 | 14.85 | -11.85 | 1740 | 4.05 | 43.10 | 29.15 | 93 | -42 | 256 | -0.64 |
0.25 | 437 | -50 | 414.5 | 27.46 | 9.30 | -9.15 | 1760 | 6.10 | 56.10 | 27.69 | 98 | -35 | 328 | -0.75 |
0.17 | 384 | 11 | 274 | 28.52 | 6.10 | -5.90 | 1780 | 13.95 | 73.90 | 30.47 | 2.5 | -1 | 229 | -0.81 |
0.12 | 1,195 | 117 | 614.5 | 29.62 | 4.00 | -4.25 | 1800 | 14.70 | 92.55 | 33.53 | 39 | -30 | 545 | -0.85 |
0.08 | 167 | -69 | 148 | 30.06 | 2.40 | -3.40 | 1820 | 0.00 | 92.45 | 0.00 | 0 | -1 | 0 | 0.00 |
0.05 | 243 | -60 | 134.5 | 31.10 | 1.55 | -2.10 | 1840 | 18.50 | 132.10 | 42.33 | 0.5 | 0 | 56 | -0.88 |
0.04 | 376 | -45 | 133 | 33.65 | 1.30 | -1.35 | 1860 | 0.00 | 114.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 241 | -13 | 39.5 | 35.79 | 1.05 | -0.95 | 1880 | 0.00 | 121.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 790 | -49 | 110.5 | 38.13 | 0.90 | -0.40 | 1900 | 61.20 | 189.80 | 49.18 | 11 | -2 | 552 | -0.93 |
0.00 | 0 | 1 | 0 | 0.00 | 1.10 | 0.00 | 1920 | 0.00 | 134.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 77 | -5 | 9.5 | 42.31 | 0.65 | -0.30 | 1940 | 0.00 | 16.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.35 | 0.00 | 1960 | 0.00 | 141.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1.55 | 0.00 | 1980 | 0.00 | 210.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 738 | -64 | 43 | 52.94 | 0.85 | 0.05 | 2000 | 47.00 | 287.00 | 52.77 | 12 | -21 | 159 | -0.98 |
0.00 | 0 | 0 | 0 | 0.00 | 209.05 | 0.00 | 2020 | 0.00 | 182.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -2 | 0 | 0.00 | 0.80 | 0.00 | 2040 | 0.00 | 173.80 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 183.70 | 0.00 | 2060 | 0.00 | 218.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.60 | 0.00 | 2080 | 0.00 | 273.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -16 | 0 | 0.00 | 0.50 | 0.00 | 2100 | 0.00 | 370.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 76.50 | 0.00 | 2120 | 0.00 | 225.40 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.40 | 0.00 | 2140 | 0.00 | 370.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 65.30 | 0.00 | 2160 | 0.00 | 445.50 | - | 0.5 | 0 | 2 | - |
5,335 | 3,759 |
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.