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[--[65.84.65.76]--]
TATACOMM
Tata Communications Ltd

1710.45 -57.55 (-3.26%)

Option Chain for TATACOMM

20 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
0.00 0 0 0 0.00 209.70 0.00 1600 0.40 1.30 32.01 52 -7 211 -0.04
- 0 0 0 - 203.10 0.00 1620 0.00 1.90 0.00 0 0 0 0.00
- 0 0 0 - 541.35 0.00 1640 1.55 3.00 27.64 132 -14 103 -0.10
- 0 0 0 - 174.50 0.00 1660 2.40 4.45 24.97 183 0 126 -0.15
0.65 1 0 3 43.63 57.35 -58.35 1680 4.65 7.75 23.62 141 -1 256 -0.25
0.61 69 -7 53 26.07 30.55 -46.85 1700 7.15 11.90 20.81 883 -110 681 -0.37
0.46 68 7 188 24.28 18.55 -69.25 1720 12.05 19.10 18.33 448 -47 138 -0.55
0.32 139 68 381 23.87 10.65 -33.20 1740 20.30 31.15 16.91 641 40 195 -0.75
0.20 265 21 1,271 24.23 5.95 -25.25 1760 28.80 45.95 10.98 732 -62 274 -0.97
0.14 362 188 1,574 26.28 3.90 -16.45 1780 37.95 64.65 - 636 4 200 -
0.09 833 188 2,242 28.35 2.65 -10.25 1800 44.25 83.90 - 551 -101 343 -
0.07 458 -98 1,513 30.73 1.95 -5.95 1820 50.65 105.05 - 19 0 174 -
0.05 732 -128 1,388 33.16 1.50 -3.75 1840 51.50 122.95 - 48 -21 293 -
0.04 949 186 1,012 36.65 1.40 -2.30 1860 49.40 140.00 - 9 -1 255 -
0.04 426 -13 339 39.36 1.20 -1.50 1880 0.00 94.00 0.00 0 0 0 0.00
0.03 1,547 -298 1,150 42.04 1.05 -1.10 1900 62.05 189.65 55.42 8 -7 614 -0.92
0.02 236 -34 133 43.62 0.80 -1.00 1920 0.00 125.30 0.00 0 0 0 0.00
0.02 177 -47 85 46.94 0.80 -0.70 1940 0.00 188.60 - 0 0 0 -
0.03 271 -9 74 53.08 1.15 -0.20 1960 0.00 177.25 0.00 0 -3 0 0.00
- 164 1 31 - 0.80 -0.45 1980 0.00 218.85 - 0 0 0 -
- 753 -186 410 - 0.70 -0.45 2000 -9.00 222.00 - 20 0 158 -
0.00 0 0 0 0.00 0.25 0.00 2020 0.00 250.60 - 0 0 0 -
- 90 -26 64 - 0.65 -0.15 2040 0.00 279.90 0.00 0 0 0 0.00
0.00 0 0 0 30.00 21.45 0.00 2060 0.00 283.90 - 0 0 0 -
0.00 0 0 0 0.00 0.50 0.00 2080 0.00 289.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.40 0.00 2120 5.00 340.00 - 1 0 2 -
7,540 4,023
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.