TATAELXSI
Tata Elxsi Limited
7350.25
-52.90 (-0.71%)
Option Chain for TATAELXSI
11 Dec 2024 04:13 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 | 0 | 0 | - | 830.10 | 0.00 | 6000 | 0.00 | 7.30 | 53.25 | 1 | 0 | 9 | -0.02 |
| - | 0 | 0 | 0 | - | 745.60 | 0.00 | 6100 | 0.00 | 55.45 | 21.66 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 950.00 | 0.00 | 6200 | 0.00 | 74.25 | 20.77 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 588.80 | 0.00 | 6300 | -2.00 | 4.00 | 38.52 | 3 | 0 | 56 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 805.00 | 0.00 | 6400 | 0.00 | 12.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 950.00 | 0.00 | 6500 | -1.80 | 8.00 | 36.03 | 33 | 3 | 289 | -0.04 |
| - | 0 | 0 | 0 | - | 389.30 | 0.00 | 6600 | -1.85 | 9.00 | 33.22 | 21 | 1 | 71 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 733.05 | 0.00 | 6700 | -7.75 | 14.25 | 32.69 | 30 | 1 | 93 | -0.07 |
| 0.00 | 0 | 0 | 0 | 0.00 | 635.30 | 0.00 | 6800 | -5.80 | 19.00 | 30.93 | 181 | 3 | 338 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 574.80 | 0.00 | 6900 | -7.20 | 29.40 | 30.45 | 14 | 3 | 114 | -0.13 |
| 0.83 | 177 | -24 | 58 | 28.83 | 428.55 | -42.20 | 7000 | -10.80 | 40.45 | 28.98 | 346 | -28 | 505 | -0.17 |
| 0.76 | 106 | -3 | 5 | 28.62 | 349.80 | -25.20 | 7100 | -12.05 | 63.45 | 29.21 | 209 | 9 | 415 | -0.24 |
| 0.68 | 148 | 8 | 50 | 28.60 | 279.50 | -29.65 | 7200 | -17.70 | 86.40 | 27.92 | 87 | 8 | 280 | -0.31 |
| 0.59 | 265 | 19 | 230 | 28.79 | 219.00 | -34.95 | 7300 | -20.40 | 125.50 | 28.17 | 360 | 51 | 208 | -0.40 |
| 0.50 | 641 | 167 | 995 | 28.64 | 165.75 | -31.25 | 7400 | -17.25 | 177.40 | 28.97 | 207 | 40 | 186 | -0.50 |
| 0.41 | 731 | 39 | 693 | 29.06 | 125.00 | -25.00 | 7500 | -1.00 | 233.20 | 28.87 | 7 | -4 | 28 | -0.59 |
| 0.33 | 314 | 41 | 206 | 29.90 | 94.95 | -19.90 | 7600 | 0.00 | 306.90 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.26 | 202 | 48 | 123 | 29.61 | 66.20 | -18.80 | 7700 | 0.00 | 365.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.20 | 489 | -12 | 272 | 29.99 | 47.20 | -18.75 | 7800 | 0.00 | 1035.90 | - | 0 | 0 | 0 | - |
| 0.14 | 179 | 33 | 141 | 30.09 | 32.25 | -16.50 | 7900 | 0.00 | 1127.50 | - | 0 | 0 | 0 | - |
| 0.11 | 978 | 22 | 609 | 30.73 | 23.00 | -11.55 | 8000 | 0.00 | 675.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 10.68 | 16.15 | 0.00 | 8100 | 0.00 | 1315.15 | - | 0 | 0 | 0 | - |
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| 0.07 | 469 | 3 | 259 | 33.23 | 13.85 | -6.20 | 8200 | 0.00 | 1410.70 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 8300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 57 | 0 | 7 | 35.89 | 9.00 | -4.50 | 8400 | 0.00 | 1604.30 | - | 0 | 0 | 0 | - |
| 4,756 | 2,592 | |||||||||||||
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.
