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

935.05 8.30 (0.90%)

Option Chain for TATACONSUM

11 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 -0.45 0.25 34.83 8 1 422 -0.01
- 0 0 0 - 202.45 0.00 810 0.00 0.75 38.27 1 0 174 -0.03
- 0 0 0 - 346.50 0.00 820 0.00 0.95 0.00 0 0 0 0.00
- 0 0 0 - 183.30 0.00 830 0.00 0.90 0.00 0 0 0 0.00
0.90 5 1 4 44.73 103.15 10.25 840 -0.30 1.00 31.84 130 10 215 -0.04
- 0 0 0 - 164.60 0.00 850 -0.15 1.45 31.35 298 59 1,029 -0.06
0.00 0 4 0 0.00 77.60 0.00 860 -0.50 1.65 29.23 259 -8 443 -0.07
0.00 0 1 0 0.00 64.85 0.00 870 -0.55 2.15 27.97 168 -9 186 -0.09
0.00 0 2 0 0.00 59.40 0.00 880 -0.80 2.85 26.80 352 -19 238 -0.11
0.80 9 0 3 32.31 55.30 3.15 890 -0.95 3.85 25.77 511 -50 366 -0.15
0.83 195 -2 161 21.97 42.10 3.10 900 -1.30 5.25 24.85 967 -40 755 -0.20
0.77 91 2 86 20.98 33.70 2.85 910 -1.50 7.25 24.15 557 -24 341 -0.26
0.68 225 -47 574 21.47 26.90 2.75 920 -2.35 9.90 23.49 872 18 463 -0.33
0.59 807 -386 2,760 21.46 20.70 2.35 930 -2.70 13.70 23.38 1,500 -53 685 -0.42
0.49 1,933 -3 5,733 21.56 15.55 1.75 940 -2.85 18.55 23.49 1,776 130 1,522 -0.50
0.40 5,116 2,584 13,920 22.06 11.65 1.75 950 -3.70 24.25 23.56 938 43 1,385 -0.59
0.31 2,459 324 3,506 22.19 8.35 1.15 960 -4.05 30.95 23.87 169 -6 619 -0.67
0.25 1,801 -59 1,698 23.03 6.25 0.90 970 -4.45 38.45 24.32 4 -2 458 -0.74
0.19 1,947 121 1,468 23.91 4.70 0.70 980 -5.95 47.15 25.91 15 -8 231 -0.79
0.15 1,142 -37 884 24.67 3.50 0.45 990 0.00 58.45 0.00 0 0 0 0.00
0.12 2,603 141 1,893 26.08 2.85 0.40 1000 -11.40 60.00 - 7 2 440 -
0.09 276 5 389 26.83 2.15 0.35 1010 0.00 73.50 0.00 0 0 0 0.00
0.08 1,480 37 683 28.03 1.75 0.20 1020 -6.30 82.70 27.00 1 0 62 -0.93
0.06 289 -66 277 28.82 1.35 0.15 1030 0.00 56.55 0.00 0 0 0 0.00
0.05 324 46 268 29.61 1.05 0.10 1040 0.00 79.70 0.00 0 0 0 0.00
0.04 415 144 263 30.90 0.90 0.10 1050 0.00 110.35 0.00 0 0 0 0.00
0.03 400 -4 32 31.60 0.70 0.00 1060 0.00 85.00 0.00 0 0 0 0.00
0.03 68 29 104 33.18 0.65 0.15 1070 0.00 79.15 - 0 0 0 -
0.01 24 2 3 30.56 0.25 -0.50 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
0.02 516 -32 95 36.80 0.45 0.00 1100 0.00 166.00 0.00 0 -1 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 22.01 134.20 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 24.22 119.95 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
0.01 24 0 3 42.43 0.20 0.05 1160 0.00 190.00 0.00 0 0 0 0.00
22,149 10,034
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.