TATAELXSI
Tata Elxsi Limited
7367.75
228.80 (3.20%)
Option Chain for TATAELXSI
05 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 100 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1008.65 | 0.00 | 5800 | -5.90 | 4.00 | 47.23 | 4 | -2 | 8 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5900 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 830.10 | 0.00 | 6000 | -2.70 | 7.30 | 45.31 | 8 | 4 | 9 | -0.02 |
| - | 0 | 0 | 0 | - | 745.60 | 0.00 | 6100 | 0.00 | 55.45 | 19.04 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 950.00 | 0.00 | 6200 | 0.00 | 74.25 | 17.18 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 588.80 | 0.00 | 6300 | -3.30 | 14.00 | 40.94 | 344 | -14 | 149 | -0.05 |
| 0.00 | 0 | -19 | 0 | 0.00 | 805.00 | 0.00 | 6400 | -23.20 | 12.80 | 36.98 | 9 | -4 | 3 | -0.05 |
| 0.88 | 4 | 0 | 1 | 48.39 | 950.00 | 245.85 | 6500 | -15.25 | 19.80 | 37.17 | 741 | 95 | 342 | -0.07 |
| - | 0 | 0 | 0 | - | 389.30 | 0.00 | 6600 | -24.50 | 22.90 | 34.96 | 146 | -2 | 94 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 520.85 | 0.00 | 6700 | -33.00 | 34.25 | 35.13 | 233 | 16 | 84 | -0.11 |
| 0.87 | 53 | -7 | 24 | 31.89 | 635.30 | 185.45 | 6800 | -44.90 | 44.35 | 34.02 | 865 | 88 | 291 | -0.14 |
| 0.74 | 45 | -3 | 21 | 51.56 | 655.40 | 256.30 | 6900 | -66.00 | 58.00 | 33.06 | 204 | 89 | 105 | -0.18 |
| 0.78 | 211 | -140 | 582 | 31.82 | 474.00 | 141.00 | 7000 | -72.10 | 82.00 | 33.36 | 1,216 | 162 | 401 | -0.23 |
| 0.72 | 110 | -159 | 546 | 31.57 | 400.35 | 121.85 | 7100 | -80.30 | 117.75 | 34.60 | 846 | 164 | 375 | -0.29 |
| 0.65 | 169 | -405 | 2,155 | 33.02 | 343.90 | 120.05 | 7200 | -100.60 | 145.30 | 33.44 | 563 | 115 | 185 | -0.35 |
| 0.59 | 180 | -53 | 4,044 | 32.29 | 280.40 | 98.00 | 7300 | -429.55 | 185.00 | 33.24 | 493 | 94 | 94 | -0.41 |
| 0.52 | 365 | 152 | 3,699 | 33.33 | 235.90 | 94.90 | 7400 | -456.50 | 236.00 | 33.70 | 443 | 89 | 89 | -0.48 |
| 0.45 | 353 | 169 | 6,014 | 33.20 | 190.00 | 78.00 | 7500 | -126.25 | 292.00 | 33.92 | 95 | 34 | 37 | -0.55 |
| 0.39 | 263 | 109 | 1,384 | 33.42 | 153.00 | 66.75 | 7600 | -554.65 | 304.25 | 26.65 | 4 | 2 | 2 | -0.65 |
|
|
||||||||||||||
| 0.33 | 97 | 42 | 1,091 | 33.73 | 122.50 | 57.40 | 7700 | -581.20 | 365.05 | 25.02 | 4 | 2 | 2 | -0.73 |
| 0.27 | 461 | -99 | 3,066 | 33.41 | 93.60 | 42.35 | 7800 | 0.00 | 1035.90 | - | 0 | 0 | 0 | - |
| 0.22 | 103 | 31 | 308 | 33.78 | 73.65 | 41.20 | 7900 | 0.00 | 1127.50 | - | 0 | 0 | 0 | - |
| 0.18 | 648 | 320 | 5,177 | 34.44 | 58.95 | 29.45 | 8000 | 0.00 | 890.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 8100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.12 | 375 | 375 | 1,448 | 35.57 | 37.10 | 0.00 | 8200 | 0.00 | 1410.70 | - | 0 | 0 | 0 | - |
| 3,437 | 2,270 | |||||||||||||
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.
