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Related Pages for TATACONSUM
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TATACONSUM
Tata Consumer Product Ltd
911.7 -5.45 (-0.59%)

Option Chain for TATACONSUM

21 Nov 2024 04:12 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 40.58 10.133 2 12 -0.03
- 0 0 0 - 332.00 0.00 830 0.00 0.05 18.58 0 0 0 -0.00
- 0 0 0 - 373.70 0.00 840 0.00 0.60 34.47 73.973 39 50 -0.03
- 0 0 0 - 374.15 0.00 850 -0.20 0.90 33.04 520.853 -39 415 -0.05
- 0 0 0 - 354.15 0.00 860 -0.25 1.25 31.02 546.187 -20 220 -0.07
- 0 0 1.013 - 42.35 -312.05 870 -0.30 1.85 29.39 635.36 61 217 -0.10
0.94 19 12 26.347 18.10 35.75 -7.45 880 -0.35 2.70 27.58 632.32 92 206 -0.15
0.82 38 17 69.92 22.24 27.95 -14.65 890 -0.55 4.05 25.98 964.693 12 343 -0.21
0.70 154 40 837.013 23.26 20.80 -4.20 900 -0.40 6.50 25.35 1,964.853 51 1,050 -0.31
0.58 254 112 1,976 22.43 14.10 -4.00 910 -0.05 9.70 24.13 1,598.027 -5 157 -0.43
0.44 556 235 2,733.973 22.26 9.05 -3.25 920 0.80 14.60 23.88 2,014.507 83 405 -0.56
0.31 567 -143 3,169.707 22.70 5.65 -2.30 930 1.50 21.10 24.32 720.48 -50 301 -0.68
0.21 441 15 2,397.547 23.10 3.35 -1.65 940 3.20 29.10 25.90 302.987 -66 285 -0.77
0.14 779 67 2,686.347 24.59 2.20 -1.05 950 3.75 37.85 27.79 549.227 -253 445 -0.83
0.10 598 -121 1,425.76 26.68 1.60 -0.60 960 3.30 47.50 31.53 31.413 -14 180 -0.86
0.07 202 -300 1,099.467 28.16 1.10 -0.50 970 12.90 56.95 33.97 30.4 -15 142 -0.89
0.05 499 -107 467.147 30.23 0.85 -0.35 980 3.70 66.65 36.90 29.387 -3 204 -0.91
0.04 407 -38 242.187 32.04 0.65 -0.30 990 9.05 70.00 - 1.013 0 188 -
0.03 1,664 -177 645.493 34.30 0.55 -0.25 1000 10.15 89.15 55.62 23.307 -9 393 -0.87
0.03 425 -139 266.507 36.22 0.45 -0.20 1010 0.00 87.75 0.00 0 -42 0 0.00
0.02 559 -143 472.213 37.73 0.35 -0.15 1020 19.00 101.00 - 1.013 0 144 -
0.02 275 -21 36.48 40.58 0.35 -0.10 1030 0.00 102.00 0.00 0 0 0 0.00
0.02 668 -30 86.133 43.36 0.35 -0.10 1040 0.00 107.05 0.00 0 0 0 0.00
0.02 646 -43 58.773 45.11 0.30 -0.10 1050 22.95 138.00 70.82 5.067 -4 330 -0.91
0.02 177 -28 67.893 48.79 0.35 -0.05 1060 0.00 140.45 0.00 0 0 0 0.00
0.01 149 -12 18.24 48.25 0.20 -0.20 1070 0.00 116.00 0.00 0 0 0 0.00
0.01 229 -19 25.333 52.91 0.30 0.00 1080 7.00 167.00 - 1.013 0 54 -
- 136 0 3.04 - 0.20 -0.10 1090 0.00 156.00 0.00 0 0 0 0.00
- 2,365 -184 216.853 - 0.20 -0.05 1100 19.00 186.00 - 1.013 0 282 -
- 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 -
- 312 -11 15.2 - 0.15 0.05 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
- 345 -7 25.333 - 0.15 0.00 1200 18.80 298.90 - 1.013 0 86 -
- 6 2 6.08 - 0.30 -22.60 1210 130.60 303.00 - 1.013 0 4 -
0.00 0 0 0 0.00 65.65 0.00 1220 0.00 230.00 0.00 0 0 1 0.00
12,961 6,136
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.