TATAMOTORS
Tata Motors Limited
740.8
4.70 (0.64%)
Option Chain for TATAMOTORS
26 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 550 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.98 | 7 | 2 | 11 | 37.01 | 148.00 | 7.00 | 600 | -0.20 | 0.70 | 36.41 | 137 | 94 | 123 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 610 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.96 | 9 | 0 | 1 | 34.72 | 128.00 | 3.50 | 620 | -0.15 | 1.10 | 34.37 | 274 | 142 | 498 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 104.00 | 0.00 | 630 | -0.15 | 1.40 | 33.46 | 434 | 134 | 465 | -0.04 |
0.00 | 0 | 2 | 0 | 0.00 | 105.00 | 0.00 | 640 | -0.25 | 1.85 | 32.82 | 764 | 123 | 636 | -0.06 |
0.00 | 0 | 0 | 0 | 0.00 | 81.00 | 0.00 | 650 | -0.50 | 2.40 | 32.10 | 1,200 | 122 | 1,120 | -0.07 |
- | 15 | 0 | 6 | - | 87.00 | 15.55 | 660 | -0.50 | 3.10 | 31.39 | 973 | 121 | 598 | -0.09 |
0.91 | 8 | 8 | 10 | 27.52 | 80.60 | -44.25 | 670 | -0.70 | 4.00 | 30.71 | 862 | 168 | 557 | -0.11 |
0.91 | 220 | 56 | 110 | 23.43 | 70.20 | 2.75 | 680 | -0.95 | 5.10 | 29.98 | 1,381 | 196 | 1,322 | -0.14 |
0.86 | 166 | 7 | 41 | 25.05 | 62.25 | 3.45 | 690 | -1.00 | 6.75 | 29.74 | 665 | 110 | 808 | -0.18 |
0.82 | 786 | 40 | 797 | 24.61 | 53.85 | 2.55 | 700 | -1.60 | 8.25 | 28.67 | 3,649 | 401 | 2,931 | -0.21 |
0.77 | 337 | 3 | 201 | 24.83 | 46.35 | 2.50 | 710 | -1.90 | 10.40 | 28.05 | 1,587 | 181 | 723 | -0.26 |
0.71 | 709 | 73 | 1,944 | 24.07 | 38.70 | 1.65 | 720 | -2.35 | 12.95 | 27.36 | 2,840 | 311 | 2,022 | -0.31 |
0.65 | 1,682 | 78 | 3,073 | 23.91 | 32.10 | 1.40 | 730 | -2.70 | 16.20 | 26.90 | 4,561 | 404 | 2,466 | -0.37 |
0.58 | 2,929 | 632 | 9,344 | 23.67 | 26.10 | 0.80 | 740 | -3.30 | 20.00 | 26.40 | 6,362 | 809 | 2,606 | -0.43 |
0.50 | 5,654 | 1,477 | 11,961 | 23.42 | 20.80 | 0.50 | 750 | -3.75 | 24.65 | 26.15 | 5,940 | 1,599 | 4,935 | -0.49 |
0.43 | 3,225 | 739 | 6,630 | 23.47 | 16.50 | 0.30 | 760 | -3.85 | 30.05 | 26.02 | 2,408 | 510 | 2,052 | -0.56 |
0.36 | 2,063 | 120 | 3,541 | 23.49 | 12.85 | -0.05 | 770 | -4.75 | 36.05 | 25.85 | 1,313 | 476 | 1,030 | -0.62 |
0.30 | 3,197 | 186 | 4,824 | 23.82 | 10.10 | -0.20 | 780 | -4.55 | 43.45 | 26.64 | 665 | 190 | 1,137 | -0.68 |
0.25 | 1,634 | 270 | 1,642 | 24.32 | 8.00 | -0.25 | 790 | -4.80 | 51.20 | 27.31 | 411 | 220 | 661 | -0.72 |
0.21 | 9,660 | 1,364 | 9,234 | 24.86 | 6.35 | -0.40 | 800 | -4.25 | 59.75 | 28.56 | 3,175 | 1,868 | 4,101 | -0.76 |
0.17 | 1,066 | 1 | 1,513 | 25.42 | 5.05 | -0.35 | 810 | -3.40 | 69.85 | 31.74 | 32 | 25 | 208 | -0.77 |
0.14 | 2,485 | 290 | 2,528 | 26.04 | 4.05 | -0.45 | 820 | -2.55 | 79.00 | 33.36 | 194 | 117 | 450 | -0.80 |
0.11 | 899 | 220 | 1,113 | 26.75 | 3.30 | -0.40 | 830 | -3.00 | 88.00 | 34.52 | 51 | 42 | 270 | -0.82 |
0.09 | 1,135 | 251 | 942 | 27.45 | 2.70 | -0.30 | 840 | -4.45 | 95.50 | 32.60 | 110 | 94 | 217 | -0.86 |
0.08 | 4,074 | 364 | 2,019 | 28.08 | 2.20 | -0.30 | 850 | -6.30 | 104.00 | 31.78 | 280 | 233 | 823 | -0.89 |
0.06 | 618 | 77 | 438 | 28.70 | 1.80 | -0.30 | 860 | -5.50 | 114.00 | 34.09 | 18 | 10 | 124 | -0.90 |
0.06 | 433 | 13 | 271 | 29.60 | 1.55 | -0.20 | 870 | -18.00 | 122.00 | 30.54 | 12 | 11 | 12 | -0.94 |
0.05 | 508 | -32 | 328 | 30.06 | 1.25 | -0.20 | 880 | -5.00 | 132.00 | 32.67 | 167 | 154 | 381 | -0.94 |
0.04 | 143 | 2 | 131 | 31.49 | 1.20 | -0.15 | 890 | -5.00 | 140.00 | - | 3 | 2 | 12 | - |
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0.04 | 4,180 | 410 | 1,360 | 32.05 | 1.00 | 0.00 | 900 | -3.40 | 153.00 | 40.15 | 320 | 259 | 1,565 | -0.92 |
0.03 | 39 | 7 | 31 | 32.04 | 0.75 | -0.20 | 910 | -27.60 | 154.15 | - | 11 | 10 | 12 | - |
0.02 | 140 | -49 | 124 | 32.76 | 0.65 | -0.20 | 920 | -3.50 | 171.50 | 35.73 | 89 | 87 | 117 | -0.97 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 930 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 238 | 21 | 88 | 33.19 | 0.40 | -0.15 | 940 | -6.00 | 191.00 | 40.70 | 104 | 101 | 292 | -0.96 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 214 | 51 | 93 | 35.41 | 0.35 | -0.10 | 960 | -1.00 | 213.00 | 52.29 | 52 | 48 | 217 | -0.93 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 970 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 980 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 990 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 1,741 | 404 | 672 | 38.43 | 0.25 | -0.10 | 1000 | -2.00 | 252.00 | 56.47 | 897 | 845 | 2,736 | -0.94 |
50,214 | 38,227 |
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.