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Option Chain For TATACONSUM - TATA CONSUMER PRODUCT LTD
Last updated on 01 Oct 2020 01:03 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 260 - - - - -
- - - - - 270 - - - - -
- - - - - 280 - - - - -
- - - - - 290 - - - - -
- - - - - 300 - - - - -
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - -
8,100 - - - - 340 - - - - -
- - - - - 350 - - - - -
- - - - - 360 - - - - -
- - - - - 370 - - - - -
- - - - - 380 - - - - -
- - - - - 390 - - - - -
2,700 - - - - 400 - - - - 97,200
- - - - - 410 - - - - -
- - - - - 420 - - - - -
- - - - - 430 - - - - 24,300
- - - - - 440 -1.80 1.85 38.51 -2,700 148,500
5,400 - - - - 450 -1.90 2.95 38.61 13,500 391,500
- - - - - 460 -2.30 4.35 38.26 2,700 213,300
- - - - - 470 -2.75 6.25 37.96 - 167,400
164,700 - 35.13 38.05 2.05 480 -3.80 8.45 37.84 -2,700 391,500
40,500 -2,700 36.62 32.00 3.35 490 -3.30 12.45 38.58 5,400 162,000
334,800 29,700 34.25 25.75 2.20 500 -4.30 15.70 37.15 27,000 540,000
426,600 16,200 35.40 20.45 1.55 510 -4.40 21.00 38.16 -13,500 121,500
737,100 -29,700 35.90 16.00 0.80 520 -2.50 29.00 42.69 2,700 205,200
607,500 -13,500 36.73 12.75 0.85 530 -3.50 34.60 41.76 - 45,900
918,000 -32,400 36.91 9.80 0.25 540 3.00 45.00 48.84 - 35,100
888,300 16,200 37.90 7.80 0.15 550 - - - - 78,300
291,600 -2,700 38.35 5.95 0.05 560 - - - - 13,500
91,800 21,600 39.11 4.65 -0.15 570 - - - - -
294,300 -2,700 39.92 3.70 -0.15 580 - - - - 8,100
48,600 - 41.40 3.10 - 590 - - - - 2,700
1,431,000 86,400 42.35 2.50 -0.05 600 - - - - 194,400
2,700 - - - - 610 - - - - -
113,400 - 43.64 1.55 -0.15 620 - - - - 54,000
162,000 - 43.75 1.15 -0.25 630 - - - - -
24,300 - - - - 640 - - - - -
62,100 - - - - 650 - - - - -
- - - - - 660 - - - - -
Total 6,655,500 2,894,400
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.