TATACONSUM
Tata Consumer Product Ltd
955
-2.00 (-0.21%)
Option Chain for TATACONSUM
03 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 456 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 427.90 | 0.00 | 800 | 0.30 | 0.90 | 38.25 | 5 | 2 | 253 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 202.45 | 0.00 | 810 | 0.00 | 1.50 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 346.50 | 0.00 | 820 | 0.00 | 0.95 | 0.00 | 0 | -2 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 183.30 | 0.00 | 830 | -0.05 | 1.05 | 32.37 | 7 | 6 | 6 | -0.03 |
- | 0 | 0 | 0 | - | 388.70 | 0.00 | 840 | 0.00 | 1.90 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 164.60 | 0.00 | 850 | -0.15 | 1.50 | 30.34 | 51 | -13 | 156 | -0.05 |
- | 0 | 0 | 0 | - | 369.10 | 0.00 | 860 | -0.30 | 1.70 | 28.74 | 29 | 1 | 203 | -0.06 |
- | 0 | 0 | 0 | - | 146.40 | 0.00 | 870 | -2.15 | 2.05 | 27.55 | 46 | 30 | 30 | -0.07 |
0.00 | 0 | 6 | 0 | 0.00 | 80.90 | 0.00 | 880 | -0.45 | 2.60 | 26.60 | 102 | 9 | 145 | -0.09 |
- | 4 | 0 | 1 | - | 69.40 | -7.40 | 890 | -0.45 | 3.30 | 25.72 | 137 | 21 | 183 | -0.11 |
0.93 | 149 | 7 | 10 | 18.46 | 63.00 | -3.85 | 900 | -0.65 | 4.10 | 24.62 | 431 | 23 | 513 | -0.13 |
0.92 | 7 | 0 | 1 | 15.89 | 53.00 | -7.00 | 910 | -0.60 | 5.35 | 23.91 | 135 | 10 | 96 | -0.17 |
0.80 | 42 | 1 | 2 | 21.77 | 47.65 | -2.70 | 920 | -0.55 | 6.95 | 23.20 | 329 | -6 | 196 | -0.21 |
0.75 | 154 | 3 | 62 | 20.26 | 39.00 | -3.60 | 930 | -0.55 | 9.00 | 22.52 | 429 | 25 | 251 | -0.27 |
0.68 | 331 | 27 | 238 | 20.48 | 32.20 | -3.65 | 940 | -0.50 | 11.80 | 22.11 | 480 | 18 | 635 | -0.33 |
0.61 | 493 | 113 | 1,239 | 20.22 | 25.75 | -3.35 | 950 | -0.20 | 15.30 | 21.76 | 1,014 | 47 | 453 | -0.40 |
0.53 | 990 | 192 | 1,693 | 19.99 | 20.10 | -3.10 | 960 | -0.10 | 19.60 | 21.49 | 697 | 1 | 620 | -0.47 |
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0.44 | 1,170 | 69 | 1,024 | 20.07 | 15.55 | -2.70 | 970 | 0.15 | 24.90 | 21.48 | 377 | 60 | 369 | -0.55 |
0.37 | 444 | 75 | 694 | 20.15 | 11.80 | -2.30 | 980 | 0.70 | 31.40 | 21.98 | 123 | 26 | 122 | -0.62 |
0.30 | 232 | 63 | 444 | 20.45 | 8.95 | -1.95 | 990 | 0.00 | 38.70 | 0.00 | 0 | 2 | 0 | 0.00 |
0.24 | 1,714 | 112 | 1,707 | 20.80 | 6.75 | -1.60 | 1000 | 0.00 | 45.90 | 22.56 | 32 | 3 | 402 | -0.74 |
0.19 | 199 | 26 | 353 | 21.07 | 5.00 | -1.35 | 1010 | 13.70 | 56.65 | 26.63 | 1 | 0 | 0 | -0.76 |
0.14 | 510 | 82 | 437 | 21.32 | 3.65 | -1.15 | 1020 | 2.15 | 62.65 | 23.60 | 4 | 1 | 52 | -0.83 |
0.11 | 105 | 10 | 121 | 21.93 | 2.80 | -0.85 | 1030 | 5.05 | 76.15 | 31.71 | 2 | 0 | 6 | -0.79 |
0.09 | 182 | 2 | 114 | 22.77 | 2.25 | -0.60 | 1040 | 0.00 | 80.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.07 | 249 | -41 | 211 | 23.24 | 1.70 | -0.50 | 1050 | 0.00 | 87.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 435 | -61 | 159 | 23.97 | 1.35 | -0.40 | 1060 | 0.00 | 85.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 0 | 0 | 2 | 25.47 | 1.25 | -22.35 | 1070 | 0.00 | 79.15 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.95 | 0.00 | 1080 | 0.00 | 109.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | 1090 | 0.00 | 136.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 600 | 54 | 112 | 27.22 | 0.65 | -0.15 | 1100 | 0.00 | 136.70 | 0.00 | 0 | 2 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 14.00 | 0.00 | 1110 | 0.00 | 109.15 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 15.99 | 134.20 | 0.00 | 1120 | 0.00 | 20.55 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 10.60 | 0.00 | 1130 | 0.00 | 160.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 17.17 | 119.95 | 0.00 | 1140 | 0.00 | 25.95 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 14 | 0 | 1 | 34.60 | 0.50 | 0.00 | 1160 | 0.00 | 207.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1170 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 46 | -4 | 12 | 37.86 | 0.55 | 0.10 | 1180 | -3.05 | 226.00 | 66.03 | 36 | -20 | 38 | -0.88 |
8,070 | 4,729 |
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.