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Option Chain For TATACONSUM - TATA CONSUMER PRODUCT LTD
Last updated on 03 Jul 2020 02:53 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
- - - - - 210 - - - - -
- - - - - 220 - - - - -
- - - - - 230 - - - - -
- - - - - 240 - - - - -
- - - - - 250 - - - - -
- - - - - 260 - - - - -
- - - - - 270 - - - - -
- - - - - 280 - - - - -
- - - - - 290 - - - - -
2,700 - - - - 300 - 0.35 51.34 -10,800 94,500
- - - - - 310 - - - - -
- - - - - 320 - - - - 8,100
- - - - - 330 -0.30 0.60 39.82 5,400 40,500
32,400 - - - - 340 -0.35 0.90 37.56 35,100 159,300
10,800 - - - - 350 -0.65 1.65 37.14 -8,100 197,100
27,000 21,600 43.15 43.95 13.25 360 -0.90 2.75 36.29 18,900 110,700
5,400 - 40.32 35.45 9.00 370 -1.70 4.35 35.26 13,500 129,600
105,300 -5,400 29.00 24.40 2.15 380 -1.95 7.05 35.35 27,000 148,500
129,600 -5,400 31.67 18.85 2.65 390 -2.60 10.50 34.90 27,000 75,600
526,500 -40,500 32.23 13.75 1.85 400 -1.60 15.45 35.59 13,500 29,700
720,900 21,600 32.96 9.75 1.35 410 -5.35 23.30 40.72 2,700 10,800
388,800 48,600 32.83 6.60 1.10 420 - - - - -
145,800 29,700 33.81 4.60 0.70 430 - - - - -
143,100 21,600 34.26 3.05 0.55 440 - - - - -
348,300 162,000 35.23 2.10 0.60 450 -64.70 56.65 52.24 2,700 2,700
83,700 2,700 35.59 1.35 0.25 460 - - - - -
29,700 13,500 35.47 0.80 0.25 470 - - - - -
Total 2,700,000 1,007,100
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 prices, 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.