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Related Pages for TATACONSUM
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TATACONSUM
Tata Consumer Product Ltd
907.95 7.00 (0.78%)

Option Chain for TATACONSUM

27 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 - 238.05 0.00 780 0.00 0.85 28.02 168 161 161 -0.03
- 0 0 0 - 163.55 0.00 790 0.00 1.20 27.82 340 290 290 -0.04
- 0 0 0 - 219.25 0.00 800 -1.20 1.60 27.39 440 67 296 -0.05
- 0 0 0 - 145.40 0.00 810 -2.00 2.00 26.61 312 151 176 -0.06
- 0 0 0 - 200.85 0.00 820 -1.35 2.45 25.70 99 47 96 -0.07
- 0 0 0 - 127.95 0.00 830 -1.60 3.20 25.20 290 50 252 -0.09
- 0 0 0 - 182.85 0.00 840 -1.55 4.05 24.52 102 58 63 -0.12
0.87 2 2 3 22.72 69.20 -42.20 850 -1.95 5.30 24.14 369 45 332 -0.15
0.84 39 32 40 21.29 60.00 -1.50 860 -2.70 6.55 23.32 189 87 141 -0.18
- 0 0 0 - 95.85 0.00 870 -2.60 8.45 22.94 378 99 225 -0.22
0.76 32 14 50 18.79 42.50 1.60 880 -3.20 10.70 22.46 362 133 282 -0.27
0.70 6 5 13 18.95 35.60 -24.40 890 -4.45 13.50 22.05 183 48 49 -0.33
0.63 552 103 977 18.61 28.90 1.40 900 -4.60 16.90 21.69 767 87 951 -0.39
0.55 569 244 1,023 18.60 23.25 1.20 910 -4.60 21.20 21.60 800 367 593 -0.45
0.48 1,025 201 1,137 18.57 18.35 0.30 920 -5.65 26.35 21.68 414 153 414 -0.52
0.40 224 84 398 19.01 14.70 0.30 930 -5.10 32.35 21.96 106 53 72 -0.58
0.34 334 91 458 19.10 11.35 -0.60 940 -3.50 39.35 22.62 15 9 35 -0.64
0.28 670 189 958 19.42 8.85 -0.45 950 -3.45 46.55 23.00 23 9 63 -0.69
0.23 256 99 312 19.93 7.00 -0.20 960 -0.85 53.80 22.93 4 1 11 -0.74
0.18 164 72 252 20.18 5.35 -0.65 970 -7.75 64.25 26.11 4 2 5 -0.75
0.15 217 48 370 20.80 4.30 -0.20 980 2.80 74.80 29.33 1 0 6 -0.76
0.12 95 46 123 21.39 3.45 0.20 990 13.55 79.95 25.49 6 4 4 -0.83
0.10 1,200 166 670 21.80 2.70 -0.30 1000 -6.25 88.75 25.85 98 15 451 -0.86
0.08 97 77 119 22.30 2.15 -0.15 1010 0.00 79.80 - 0 0 0 -
0.06 348 140 352 22.89 1.75 -0.25 1020 0.00 108.00 0.00 0 2 0 0.00
0.06 57 55 85 23.85 1.55 -1.05 1030 0.00 94.35 - 0 0 0 -
0.00 0 1 0 0.00 1.65 0.00 1040 0.00 67.60 - 0 0 0 -
0.00 0 9 0 0.00 1.50 0.00 1050 0.00 109.85 - 0 0 0 -
0.03 12 0 1 25.63 0.90 -0.15 1060 0.00 79.50 - 0 0 0 -
0.00 0 0 0 13.19 10.65 0.00 1070 0.00 126.20 - 0 0 0 -
0.03 1 0 2 27.15 0.70 -0.60 1080 0.00 92.35 - 0 0 0 -
0.00 0 0 0 0.00 1.05 0.00 1090 0.00 143.25 - 0 0 0 -
0.02 70 0 6 28.57 0.55 0.20 1100 0.00 187.50 0.00 0 11 0 0.00
5,970 4,968
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.