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Related Pages for TATACONSUM
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TATACONSUM
Tata Consumer Product Ltd
953.35 0.60 (0.06%)

Option Chain for TATACONSUM

14 Nov 2024 09:23 AM 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 - 374.15 0.00 850 -0.40 0.15 25.21 1.013 0 351 -0.01
- 0 0 0 - 354.15 0.00 860 -0.10 0.15 23.13 1.013 0 0 -0.01
- 0 0 0 - 354.40 0.00 870 1.05 1.10 28.70 43.573 15 15 -0.05
- 0 0 0 - 334.70 0.00 880 0.00 1.60 28.20 21.28 -5 25 -0.07
- 0 0 0 - 334.65 0.00 890 -0.15 2.10 26.87 76 -23 245 -0.09
0.00 0 2 0 0.00 61.00 0.00 900 -0.25 2.70 25.68 119.573 3 890 -0.11
0.81 15 5 6.08 28.78 50.30 3.10 910 -0.10 3.75 24.66 114.507 -8 128 -0.15
0.80 22 8 13.173 23.51 40.50 0.60 920 -0.30 4.95 23.41 108.427 9 228 -0.20
0.73 219 2 14.187 22.62 32.00 -1.30 930 -0.25 6.85 22.50 91.2 -8 183 -0.26
0.66 105 10 85.12 21.30 24.80 -1.15 940 0.05 10.00 22.33 86.133 13 255 -0.35
0.57 233 11 208.747 21.06 19.00 -0.30 950 -0.15 13.20 21.32 184.427 54 801 -0.43
0.47 261 10 199.627 20.19 13.60 -0.45 960 -0.70 17.75 20.93 81.067 -4 427 -0.53
0.37 319 14 195.573 20.12 9.50 -0.25 970 0.55 24.45 20.61 51.68 3 180 -0.65
0.28 711 -21 208.747 20.51 6.50 -0.35 980 0.50 31.00 21.02 39.52 -5 300 -0.72
0.21 474 -5 237.12 21.26 4.60 -0.15 990 1.55 41.75 25.09 26.347 17 254 -0.76
0.16 1,683 54 318.187 22.05 3.30 -0.20 1000 -1.50 47.95 23.02 23.307 9 462 -0.84
0.12 657 -6 55.733 23.04 2.45 -0.05 1010 0.00 57.00 0.00 0 -22 0 0.00
0.09 837 2 126.667 23.99 1.90 -0.15 1020 1.15 67.40 28.10 1.013 0 177 -0.87
0.07 372 0 7.093 25.61 1.55 -0.10 1030 0.00 79.00 0.00 0 -4 0 0.00
0.06 790 2 66.88 27.06 1.30 -0.15 1040 0.00 55.85 0.00 0 0 0 0.00
0.05 1,190 2 12.16 28.77 1.10 -0.10 1050 0.00 90.05 0.00 0 4 0 0.00
0.00 0 -94 0 0.00 1.00 0.00 1060 0.00 100.40 0.00 0 -1 0 0.00
0.04 213 0 59.787 31.36 0.80 0.00 1070 0.00 116.00 0.00 0 0 0 0.00
0.03 332 16 21.28 33.53 0.80 0.00 1080 0.00 72.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.75 0.00 1090 0.00 87.35 0.00 0 0 0 0.00
0.02 2,708 0 1.013 35.52 0.60 -0.05 1100 9.00 150.00 57.86 1.013 0 291 -0.88
0.00 0 -10 0 0.00 0.55 0.00 1110 0.00 12.45 - 0 0 0 -
0.00 0 -65 0 0.00 0.50 0.00 1120 0.00 114.00 0.00 0 0 0 0.00
0.00 0 0 0 21.83 114.30 0.00 1130 0.00 127.10 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 0.50 0.00 1140 0.00 31.50 - 0 0 0 -
0.01 372 0 9.12 41.65 0.35 -0.05 1150 0.00 144.50 0.00 0 0 0 0.00
11,513 5,212
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.