TATACONSUM
Tata Consumer Product Ltd
889.45
-17.65 (-1.95%)
Option Chain for TATACONSUM
20 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 | -0.15 | 0.25 | 41.08 | 46 | -12 | 414 | -0.01 |
- | 0 | 0 | 0 | - | 202.45 | 0.00 | 810 | -0.50 | 0.10 | 32.88 | 1 | 0 | 161 | -0.01 |
0.76 | 3 | 0 | 4 | 103.83 | 92.00 | -3.10 | 820 | -0.15 | 0.45 | 36.48 | 28 | 11 | 18 | -0.03 |
- | 8 | 5 | 12 | - | 56.95 | -28.75 | 830 | -0.05 | 0.65 | 34.50 | 106 | 17 | 63 | -0.04 |
- | 35 | 0 | 11 | - | 49.65 | -15.75 | 840 | 0.00 | 0.95 | 32.50 | 448 | -40 | 324 | -0.06 |
- | 44 | 1 | 33 | - | 43.05 | -14.55 | 850 | 0.05 | 1.45 | 30.74 | 839 | 61 | 1,063 | -0.09 |
|
||||||||||||||
- | 40 | 6 | 67 | - | 34.35 | -13.20 | 860 | 0.20 | 2.15 | 28.66 | 981 | -17 | 402 | -0.13 |
- | 31 | -2 | 66 | - | 25.55 | -18.25 | 870 | 0.95 | 3.40 | 27.11 | 986 | 34 | 364 | -0.19 |
0.85 | 98 | 36 | 617 | 13.73 | 17.15 | -12.95 | 880 | 1.70 | 5.60 | 26.24 | 2,058 | -7 | 519 | -0.29 |
0.62 | 170 | 98 | 1,642 | 17.08 | 11.10 | -10.20 | 890 | 3.40 | 9.50 | 26.82 | 2,756 | 0 | 496 | -0.42 |
0.43 | 827 | 261 | 4,364 | 18.50 | 6.60 | -8.05 | 900 | 5.85 | 15.15 | 28.38 | 4,165 | -419 | 716 | -0.54 |
0.27 | 679 | 11 | 4,875 | 21.04 | 3.85 | -5.65 | 910 | 8.00 | 22.15 | 30.40 | 2,711 | -266 | 314 | -0.65 |
0.18 | 1,583 | -397 | 6,227 | 22.06 | 2.40 | -3.60 | 920 | 10.70 | 31.25 | 35.64 | 1,226 | -20 | 465 | -0.71 |
0.12 | 1,707 | 266 | 4,592 | 24.53 | 1.65 | -2.15 | 930 | 11.60 | 39.90 | 38.62 | 437 | -69 | 397 | -0.77 |
0.08 | 2,794 | -129 | 3,074 | 26.16 | 1.05 | -1.45 | 940 | 13.00 | 49.20 | 42.53 | 800 | -122 | 982 | -0.80 |
0.06 | 3,595 | -750 | 3,514 | 29.78 | 0.95 | -0.95 | 950 | 12.90 | 59.20 | 48.15 | 344 | -82 | 948 | -0.82 |
0.05 | 1,654 | -434 | 1,369 | 32.24 | 0.75 | -0.70 | 960 | 13.15 | 68.00 | 49.13 | 141 | -44 | 414 | -0.86 |
0.04 | 1,580 | -108 | 1,739 | 35.08 | 0.65 | -0.55 | 970 | 12.35 | 76.90 | 49.35 | 19 | -9 | 361 | -0.89 |
0.04 | 950 | -291 | 987 | 38.16 | 0.60 | -0.35 | 980 | 14.20 | 83.00 | - | 3 | -1 | 174 | - |
0.03 | 825 | -122 | 365 | 40.39 | 0.50 | -0.30 | 990 | 0.00 | 77.45 | 0.00 | 0 | -1 | 0 | 0.00 |
0.02 | 1,629 | -344 | 755 | 43.01 | 0.45 | -0.30 | 1000 | 18.35 | 108.50 | 70.32 | 12 | -5 | 390 | -0.88 |
0.02 | 237 | -28 | 71 | 45.40 | 0.40 | -0.25 | 1010 | 0.00 | 73.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,397 | -49 | 278 | 47.58 | 0.35 | -0.20 | 1020 | 0.00 | 113.80 | 0.00 | 0 | -2 | 0 | 0.00 |
0.02 | 206 | -1 | 64 | 49.51 | 0.30 | -0.30 | 1030 | 0.00 | 56.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 249 | -20 | 32 | 51.16 | 0.25 | -0.20 | 1040 | 0.00 | 128.00 | 0.00 | 0 | -1 | 0 | 0.00 |
0.01 | 223 | -5 | 77 | 52.47 | 0.20 | -0.10 | 1050 | 0.00 | 146.40 | - | 1 | 0 | 29 | - |
- | 271 | 0 | 4 | - | 0.25 | -0.10 | 1060 | 0.00 | 85.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -14 | 0 | 0.00 | 0.25 | 0.00 | 1070 | 0.00 | 79.15 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | 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 |
- | 347 | -87 | 183 | - | 0.10 | -0.15 | 1100 | 7.10 | 196.65 | - | 2 | -1 | 141 | - |
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 | 30.00 | 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 | 30.00 | 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 |
- | 35 | 0 | 5 | - | 0.05 | 0.00 | 1160 | 0.00 | 190.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1170 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 39 | -2 | 11 | - | 0.35 | 0.00 | 1180 | 0.00 | 293.95 | - | 17 | -3 | 34 | - |
21,256 | 9,189 |
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.