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[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

724.05 -20.00 (-2.69%)

Option Chain for TATAMOTORS

20 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
0.00 0 9 0 0.00 106.60 0.00 640 0.05 0.25 46.25 245 -16 478 -0.02
- 0 0 1 - 102.20 102.20 650 0.30 0.30 42.44 22 12 12 -0.02
- 56 1 2 - 63.50 -22.15 660 0.20 0.50 40.74 395 -25 764 -0.03
0.00 0 0 0 0.00 76.10 0.00 670 0.00 0.50 35.31 840 368 630 -0.04
- 325 325 402 - 43.30 -282.85 680 0.10 0.85 33.35 3,215 642 1,552 -0.06
- 281 258 333 - 33.70 -24.80 690 0.35 1.35 30.78 4,057 552 1,700 -0.10
- 596 185 663 - 24.85 -24.10 700 1.05 2.60 30.00 11,999 -133 4,842 -0.17
0.84 465 289 1,576 17.04 16.80 -23.15 710 2.55 4.50 28.56 12,608 -50 2,020 -0.27
0.62 1,121 939 4,633 20.16 10.50 -20.45 720 5.20 8.10 28.77 21,723 495 3,476 -0.41
0.42 1,915 1,485 13,020 22.35 6.25 -16.40 730 9.00 13.65 30.29 24,798 52 2,612 -0.56
0.27 3,392 2,010 23,242 24.70 3.75 -11.90 740 13.45 21.10 33.55 20,948 -696 2,762 -0.67
0.18 6,636 2,869 40,055 27.24 2.35 -8.05 750 17.10 29.55 37.32 10,730 -905 3,419 -0.75
0.11 6,804 508 25,648 29.60 1.50 -5.35 760 19.30 38.05 39.29 3,032 -711 1,751 -0.82
0.08 5,616 -210 19,801 32.36 1.05 -3.55 770 22.10 48.50 47.99 1,397 -460 1,670 -0.83
0.06 8,189 -707 19,685 36.31 0.90 -2.25 780 23.10 58.00 52.26 1,355 -299 2,566 -0.85
0.05 9,639 -866 15,220 39.70 0.75 -1.60 790 24.15 68.15 59.12 824 -178 2,675 -0.86
0.04 26,073 -2,639 45,853 41.84 0.55 -1.30 800 24.10 77.75 62.95 1,701 -519 5,797 -0.88
0.03 10,141 -1,703 12,478 44.59 0.45 -0.85 810 23.70 87.05 64.46 514 -143 1,806 -0.90
0.02 14,497 -1,152 13,240 45.71 0.30 -0.70 820 24.00 97.00 69.41 649 -222 1,282 -0.91
0.02 6,073 -590 4,940 49.49 0.30 -0.50 830 20.55 105.00 56.10 80 -29 644 -0.97
- 4,886 -686 3,513 - 0.30 -0.40 840 20.50 116.00 - 138 -30 997 -
- 10,213 -1,157 6,549 - 0.30 -0.25 850 24.70 127.10 - 244 -208 1,437 -
- 2,356 -435 1,632 - 0.25 -0.20 860 29.15 136.90 - 21 -10 238 -
- 2,295 -225 1,212 - 0.20 -0.20 870 23.65 147.30 - 20 -13 382 -
- 1,618 -283 980 - 0.25 -0.15 880 21.50 156.00 - 28 -23 483 -
- 752 -162 1,189 - 0.15 -0.25 890 3.20 146.75 - 2 0 105 -
- 9,149 -792 4,525 - 0.20 -0.10 900 24.70 177.00 - 606 -419 2,004 -
- 766 -78 243 - 0.20 -0.10 910 83.55 175.05 - 5 -3 31 -
- 897 -124 285 - 0.10 -0.10 920 2.50 175.75 - 1 0 94 -
- 370 -14 128 - 0.15 -0.05 930 29.40 203.40 - 4 -2 58 -
- 654 -81 166 - 0.10 -0.05 940 19.50 213.50 - 36 -32 470 -
0.00 0 0 0 0.00 0.00 0.00 950 0.00 0.00 0.00 0 0 0 0.00
- 305 -2 103 - 0.10 -0.05 960 51.85 224.00 - 8 -1 207 -
0.00 0 0 0 0.00 0.00 0.00 970 0.00 0.00 0.00 0 0 0 0.00
- 204 -12 124 - 0.05 -0.10 980 6.00 239.00 - 1 0 134 -
0.00 0 0 0 0.00 0.00 0.00 990 0.00 0.00 0.00 0 0 0 0.00
- 3,321 338 2,230 - 0.05 -0.05 1000 24.75 275.75 - 548 209 2,808 -
0.00 0 0 0 0.00 0.00 0.00 1010 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 67.65 0.00 1020 0.00 76.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1030 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 59.30 0.00 1040 0.00 87.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1050 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 51.80 0.00 1060 0.00 99.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1070 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 45.05 0.00 1080 0.00 112.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1090 0.00 0.00 0.00 0 0 0 0.00
- 353 -5 63 - 0.10 -0.05 1100 0.00 126.05 0.00 0 0 0 0.00
1,39,958 51,906
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.