TATAELXSI
Tata Elxsi Limited
5484.45
107.10 (1.99%)
Option Chain for TATAELXSI
21 Mar 2025 01:03 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 100 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 3 | 0 | 0.00 | 668.75 | 0.00 | 4800 | 1.40 | 3.40 | 53.27 | 30 | -7 | 108 | -0.02 |
| - | 0 | 0 | 0 | - | 1309.90 | 0.00 | 4900 | 1.00 | 5.00 | 49.76 | 1 | 0 | 52 | -0.03 |
| - | 17 | 0 | 3 | - | 425.00 | 43.20 | 5000 | -3.60 | 3.95 | 40.37 | 383 | -30 | 257 | -0.03 |
| - | 29 | 0 | 3 | - | 382.25 | 90.50 | 5100 | -5.80 | 6.35 | 36.68 | 764 | -22 | 123 | -0.06 |
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| 0.97 | 406 | 2 | 366 | 22.99 | 296.45 | 106.00 | 5200 | -13.85 | 10.30 | 32.61 | 468 | -12 | 232 | -0.09 |
| 0.78 | 221 | -17 | 227 | 37.49 | 227.15 | 98.85 | 5300 | -28.55 | 21.95 | 31.17 | 1,710 | 75 | 424 | -0.18 |
| 0.69 | 338 | -10 | 1,156 | 28.29 | 135.60 | 62.30 | 5400 | -45.80 | 48.45 | 31.32 | 1,276 | 137 | 332 | -0.33 |
| 0.50 | 1,126 | 238 | 5,407 | 29.83 | 81.95 | 41.90 | 5500 | -68.40 | 92.35 | 31.73 | 296 | 11 | 150 | -0.50 |
| 0.32 | 571 | 225 | 1,206 | 30.91 | 44.30 | 23.85 | 5600 | -81.15 | 160.20 | 33.67 | 31 | -1 | 118 | -0.67 |
| 0.20 | 680 | 34 | 2,033 | 32.82 | 24.80 | 13.75 | 5700 | 0.00 | 295.20 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.12 | 526 | -185 | 1,190 | 35.70 | 15.00 | 7.25 | 5800 | -116.05 | 318.95 | 32.28 | 1 | 0 | 35 | -0.90 |
| 0.08 | 304 | -140 | 970 | 38.13 | 9.15 | 4.30 | 5900 | 0.00 | 480.20 | 0.00 | 0 | 7 | 0 | 0.00 |
| 0.04 | 715 | -99 | 780 | 39.65 | 5.00 | 1.65 | 6000 | -25.00 | 610.00 | 97.19 | 14 | -5 | 56 | -0.74 |
| 0.03 | 162 | -4 | 244 | 41.92 | 3.15 | 0.25 | 6100 | 0.00 | 692.55 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.02 | 90 | -5 | 33 | 46.74 | 3.00 | 1.00 | 6200 | 0.00 | 812.00 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.01 | 61 | 0 | 2 | 44.58 | 1.00 | -0.20 | 6300 | 0.00 | 730.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 9 | 0 | 3 | 43.14 | 0.30 | 0.05 | 6400 | 0.00 | 253.55 | - | 0 | 0 | 0 | - |
| - | 83 | -1 | 2 | - | 3.65 | 2.65 | 6500 | -2.80 | 1088.00 | - | 2 | -1 | 15 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 6600 | 0.00 | 327.90 | - | 0 | 0 | 0 | - |
| - | 24 | 0 | 1 | - | 1.70 | -6.05 | 6700 | 0.00 | 1161.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 30.00 | 633.30 | 0.00 | 6800 | 0.00 | 414.30 | - | 0 | 0 | 0 | - |
| - | 5 | 0 | 5 | - | 0.10 | -2.20 | 6900 | 0.00 | 822.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.50 | 0.00 | 7000 | -278.55 | 1500.00 | - | 1 | 0 | 32 | - |
| 5,367 | 1,934 | |||||||||||||
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.
