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[--[65.84.65.76]--]
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
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 0.30 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
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
  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.