TATACONSUM
Tata Consumer Product Ltd
910.65
-6.50 (-0.71%)
Option Chain for TATACONSUM
21 Nov 2024 01:53 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 450 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 382.35 | 0.00 | 820 | 0.00 | 0.50 | 40.15 | 10.133 | 2 | 12 | -0.03 |
- | 0 | 0 | 0 | - | 332.00 | 0.00 | 830 | 0.00 | 0.05 | 18.36 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 373.70 | 0.00 | 840 | 0.00 | 0.75 | 34.77 | 71.947 | 39 | 50 | -0.04 |
- | 0 | 0 | 0 | - | 374.15 | 0.00 | 850 | -0.10 | 1.00 | 32.57 | 509.707 | -40 | 414 | -0.06 |
- | 0 | 0 | 0 | - | 354.15 | 0.00 | 860 | 0.00 | 1.50 | 31.13 | 493.493 | -37 | 203 | -0.08 |
- | 0 | 0 | 0 | - | 354.40 | 0.00 | 870 | 0.05 | 2.20 | 29.48 | 558.347 | 33 | 189 | -0.12 |
0.83 | 19 | 12 | 26.347 | 27.85 | 35.75 | -7.45 | 880 | 0.15 | 3.20 | 27.70 | 514.773 | 80 | 194 | -0.17 |
0.75 | 36 | 15 | 50.667 | 28.04 | 28.05 | -14.55 | 890 | 0.20 | 4.80 | 26.22 | 811.68 | 40 | 371 | -0.24 |
0.66 | 141 | 27 | 668.8 | 25.52 | 20.05 | -4.95 | 900 | 0.35 | 7.25 | 24.97 | 1,661.867 | 121 | 1,120 | -0.34 |
0.54 | 151 | 9 | 1,537.227 | 24.52 | 13.70 | -4.40 | 910 | 1.15 | 10.90 | 24.04 | 1,310.24 | 12 | 174 | -0.46 |
0.41 | 498 | 177 | 2,229.333 | 23.84 | 8.75 | -3.55 | 920 | 2.20 | 16.00 | 23.49 | 1,651.733 | 53 | 375 | -0.59 |
0.29 | 626 | -84 | 2,699.52 | 23.97 | 5.45 | -2.50 | 930 | 3.05 | 22.65 | 23.50 | 587.733 | -30 | 321 | -0.71 |
0.20 | 496 | 70 | 1,990.187 | 24.50 | 3.35 | -1.65 | 940 | 4.60 | 30.50 | 23.84 | 203.68 | -22 | 329 | -0.81 |
0.14 | 800 | 88 | 2,341.813 | 25.80 | 2.20 | -1.05 | 950 | 4.90 | 39.00 | 23.64 | 46.613 | -21 | 677 | -0.89 |
0.09 | 599 | -120 | 1,305.173 | 27.05 | 1.45 | -0.75 | 960 | -0.20 | 44.00 | - | 24.32 | -15 | 179 | - |
0.07 | 229 | -273 | 1,000.16 | 29.13 | 1.10 | -0.50 | 970 | 13.95 | 58.00 | 26.28 | 23.307 | -10 | 147 | -0.95 |
0.05 | 503 | -103 | 418.507 | 30.74 | 0.80 | -0.40 | 980 | 4.05 | 67.00 | - | 26.347 | -3 | 204 | - |
0.04 | 424 | -21 | 200.64 | 33.25 | 0.70 | -0.25 | 990 | 9.05 | 70.00 | - | 1.013 | 0 | 188 | - |
0.03 | 1,708 | -133 | 523.893 | 35.51 | 0.60 | -0.20 | 1000 | 9.25 | 88.25 | 39.04 | 17.227 | -9 | 393 | -0.95 |
0.03 | 447 | -117 | 242.187 | 37.54 | 0.50 | -0.15 | 1010 | 0.00 | 87.75 | 0.00 | 0 | -42 | 0 | 0.00 |
0.02 | 560 | -142 | 439.787 | 39.92 | 0.45 | -0.05 | 1020 | 19.00 | 101.00 | - | 1.013 | 0 | 144 | - |
0.02 | 278 | -18 | 33.44 | 42.77 | 0.45 | 0.00 | 1030 | 0.00 | 102.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 667 | -31 | 56.747 | 43.83 | 0.35 | -0.10 | 1040 | 0.00 | 107.05 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.02 | 674 | -15 | 23.307 | 46.73 | 0.35 | -0.05 | 1050 | 16.95 | 132.00 | - | 4.053 | -3 | 331 | - |
0.01 | 182 | -23 | 56.747 | 47.20 | 0.25 | -0.15 | 1060 | 0.00 | 140.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 149 | -12 | 18.24 | 48.17 | 0.20 | -0.20 | 1070 | 0.00 | 116.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 232 | -16 | 22.293 | 53.42 | 0.30 | 0.00 | 1080 | 7.00 | 167.00 | 54.23 | 1.013 | 0 | 54 | -0.99 |
- | 136 | 0 | 3.04 | - | 0.20 | -0.10 | 1090 | 0.00 | 156.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 2,433 | -116 | 146.933 | - | 0.15 | -0.10 | 1100 | 0.00 | 167.00 | 0.00 | 0 | 1 | 0 | 0.00 |
- | 188 | -9 | 11.147 | - | 0.15 | -0.30 | 1110 | 0.00 | 12.45 | - | 0 | 0 | 0 | - |
- | 265 | -1 | 6.08 | - | 0.10 | -0.10 | 1120 | 0.00 | 114.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 114.30 | 0.00 | 1130 | 0.00 | 127.10 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 38 | -20 | 25.333 | - | 0.10 | -0.15 | 1140 | 0.00 | 31.50 | - | 0 | 0 | 0 | - |
- | 313 | -10 | 11.147 | - | 0.10 | 0.00 | 1150 | 0.00 | 144.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1.00 | 0.00 | 1160 | 104.75 | 256.50 | - | 4.053 | 0 | 22 | - |
0.00 | 0 | 0 | 0 | 0.00 | 86.40 | 0.00 | 1170 | 0.00 | 180.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 86.15 | 0.00 | 1180 | 0.00 | 174.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.15 | 0.00 | 1190 | 0.00 | 35.75 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 348 | -4 | 17.227 | - | 0.05 | -0.10 | 1200 | 18.80 | 298.90 | - | 1.013 | 0 | 86 | - |
0.00 | 0 | 0 | 0 | 0.00 | 22.90 | 0.00 | 1210 | 0.00 | 172.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 65.65 | 0.00 | 1220 | 0.00 | 230.00 | 0.00 | 0 | 0 | 1 | 0.00 |
13,140 | 6,178 |
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.