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 |
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Put
Lot Size : 456 |
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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 |
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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
- 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.