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[--[65.84.65.76]--]
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
Put

Lot Size : 500

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
- 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
  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.