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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

889.45 -17.65 (-1.95%)

Option Chain for TATACONSUM

20 Dec 2024 04:12 PM IST

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

Call
Put

Lot Size : 456

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 427.90 0.00 800 -0.15 0.25 41.08 46 -12 414 -0.01
- 0 0 0 - 202.45 0.00 810 -0.50 0.10 32.88 1 0 161 -0.01
0.76 3 0 4 103.83 92.00 -3.10 820 -0.15 0.45 36.48 28 11 18 -0.03
- 8 5 12 - 56.95 -28.75 830 -0.05 0.65 34.50 106 17 63 -0.04
- 35 0 11 - 49.65 -15.75 840 0.00 0.95 32.50 448 -40 324 -0.06
- 44 1 33 - 43.05 -14.55 850 0.05 1.45 30.74 839 61 1,063 -0.09
- 40 6 67 - 34.35 -13.20 860 0.20 2.15 28.66 981 -17 402 -0.13
- 31 -2 66 - 25.55 -18.25 870 0.95 3.40 27.11 986 34 364 -0.19
0.85 98 36 617 13.73 17.15 -12.95 880 1.70 5.60 26.24 2,058 -7 519 -0.29
0.62 170 98 1,642 17.08 11.10 -10.20 890 3.40 9.50 26.82 2,756 0 496 -0.42
0.43 827 261 4,364 18.50 6.60 -8.05 900 5.85 15.15 28.38 4,165 -419 716 -0.54
0.27 679 11 4,875 21.04 3.85 -5.65 910 8.00 22.15 30.40 2,711 -266 314 -0.65
0.18 1,583 -397 6,227 22.06 2.40 -3.60 920 10.70 31.25 35.64 1,226 -20 465 -0.71
0.12 1,707 266 4,592 24.53 1.65 -2.15 930 11.60 39.90 38.62 437 -69 397 -0.77
0.08 2,794 -129 3,074 26.16 1.05 -1.45 940 13.00 49.20 42.53 800 -122 982 -0.80
0.06 3,595 -750 3,514 29.78 0.95 -0.95 950 12.90 59.20 48.15 344 -82 948 -0.82
0.05 1,654 -434 1,369 32.24 0.75 -0.70 960 13.15 68.00 49.13 141 -44 414 -0.86
0.04 1,580 -108 1,739 35.08 0.65 -0.55 970 12.35 76.90 49.35 19 -9 361 -0.89
0.04 950 -291 987 38.16 0.60 -0.35 980 14.20 83.00 - 3 -1 174 -
0.03 825 -122 365 40.39 0.50 -0.30 990 0.00 77.45 0.00 0 -1 0 0.00
0.02 1,629 -344 755 43.01 0.45 -0.30 1000 18.35 108.50 70.32 12 -5 390 -0.88
0.02 237 -28 71 45.40 0.40 -0.25 1010 0.00 73.50 0.00 0 0 0 0.00
0.02 1,397 -49 278 47.58 0.35 -0.20 1020 0.00 113.80 0.00 0 -2 0 0.00
0.02 206 -1 64 49.51 0.30 -0.30 1030 0.00 56.55 0.00 0 0 0 0.00
0.01 249 -20 32 51.16 0.25 -0.20 1040 0.00 128.00 0.00 0 -1 0 0.00
0.01 223 -5 77 52.47 0.20 -0.10 1050 0.00 146.40 - 1 0 29 -
- 271 0 4 - 0.25 -0.10 1060 0.00 85.00 0.00 0 0 0 0.00
0.00 0 -14 0 0.00 0.25 0.00 1070 0.00 79.15 - 0 0 0 -
0.00 0 0 0 0.00 0.25 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
- 347 -87 183 - 0.10 -0.15 1100 7.10 196.65 - 2 -1 141 -
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 30.00 134.20 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 30.00 119.95 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
- 35 0 5 - 0.05 0.00 1160 0.00 190.00 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
- 39 -2 11 - 0.35 0.00 1180 0.00 293.95 - 17 -3 34 -
21,256 9,189
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.