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[--[65.84.65.76]--]
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
Put

Lot Size : 550

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 -
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
  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 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.