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Option Chain For TATAMOTORS - TATA MOTORS LIMITED
Last updated on 10 Jul 2020 01:03 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 52.5 - - - - 4,300
- - - - - 55 - - - - 64,500
- - - - - 57.5 - - - - -
- - - - - 60 - - - - 412,800
- - - - - 62.5 - - - - 8,600
- - - - - 65 - - - - 163,400
- - - - - 67.5 - - - - 17,200
- - - - - 70 - 0.15 90.85 -4,300 1,427,600
- - - - - 72.5 - - - - -
- - - - - 75 0.05 0.20 81.73 -4,300 623,500
- - - - - 77.5 - - - - 30,100
17,200 - - - - 80 0.05 0.40 78.90 8,600 1,548,000
- - - - - 82.5 -0.15 0.45 73.97 -8,600 335,400
17,200 - - - - 85 -0.05 0.70 77.46 -64,500 2,102,700
4,300 - - - - 87.5 - 1.05 76.14 17,200 215,000
206,400 12,900 - 17.10 -1.80 90 -0.05 1.35 75.19 129,000 3,190,600
8,600 - - - - 92.5 - 1.85 74.48 60,200 322,500
116,100 - 80.49 15.25 2.30 95 -0.10 2.35 73.76 25,800 1,376,000
38,700 -4,300 66.16 12.50 1.30 97.5 -0.05 3.15 74.14 -94,600 430,000
1,006,200 -21,500 68.42 11.45 0.30 100 -0.20 3.85 73.54 141,900 2,451,000
275,200 25,800 71.42 9.65 -0.10 102.5 -0.25 4.80 74.77 -21,500 361,200
1,952,200 8,600 69.51 8.45 0.15 105 -0.35 5.85 73.98 30,100 1,320,100
563,300 90,300 70.79 7.25 0.10 107.5 -0.35 7.25 74.89 -8,600 266,600
4,828,900 240,800 71.44 6.25 0.05 110 -0.30 8.65 75.96 21,500 1,075,000
903,000 73,100 70.18 5.05 -0.20 112.5 -0.10 10.60 77.31 4,300 189,200
2,438,100 86,000 72.52 4.50 0.05 115 0.20 12.40 79.08 8,600 146,200
369,800 8,600 71.74 3.75 - 117.5 - - - - 4,300
4,656,900 258,000 73.68 3.15 - 120 -1.30 15.50 72.57 - 141,900
322,500 129,000 73.48 2.60 -0.15 122.5 - - - - -
1,840,400 146,200 74.18 2.15 - 125 - - - - 25,800
318,200 17,200 71.64 1.75 -0.05 127.5 - - - - 8,600
3,538,900 55,900 73.87 1.50 - 130 - - - - 43,000
1,479,200 47,300 75.13 1.20 - 132.5 - - - - 12,900
Total 24,901,300 18,318,000
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 prices, 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.