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[--[65.84.65.76]--]
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
Put

Lot Size : 450

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
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
  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.