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Option Chain For TATAPOWER - TATA POWER CO LTD
Last updated on 16 Jul 2020 12:53 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
- - - - - 18 - - - - -
- - - - - 19 - - - - -
- - - - - 20 - - - - -
- - - - - 21 - - - - -
- - - - - 22 - - - - 9,000
- - - - - 23 - - - - -
- - - - - 24 - - - - -
- - - - - 25 - - - - -
- - - - - 26 - - - - -
- - - - - 27 - - - - -
- - - - - 28 - - - - -
- - - - - 29 - - - - 81,000
- - - - - 30 - - - - 18,000
- - - - - 31 - - - - -
- - - - - 32 - - - - 144,000
- - - - - 33 - - - - 9,000
- - - - - 34 - - - - 153,000
18,000 - - - - 35 - - - - 144,000
- - - - - 36 - - - - 279,000
18,000 - - - - 37 - - - - 27,000
- - - - - 38 - - - - 189,000
54,000 - - - - 39 - - - - 135,000
90,000 - - - - 40 0.05 0.25 63.06 - 1,053,000
72,000 - - - - 41 - - - - 171,000
36,000 - - - - 42 0.10 0.55 62.72 - 360,000
99,000 - - - - 43 0.10 0.75 61.62 63,000 468,000
72,000 - - - - 44 - 0.95 58.77 9,000 459,000
243,000 18,000 56.75 3.10 -0.40 45 0.05 1.30 58.91 72,000 1,485,000
108,000 - 52.02 2.35 -0.50 46 0.10 1.70 58.39 27,000 261,000
378,000 54,000 57.77 2.05 -0.30 47 0.25 2.35 62.70 -27,000 396,000
387,000 45,000 55.83 1.60 -0.35 48 0.90 3.00 65.07 - 351,000
504,000 27,000 58.91 1.30 -0.30 49 0.75 3.50 61.43 -9,000 333,000
2,457,000 18,000 57.27 1.00 -0.30 50 0.35 4.25 63.18 -18,000 513,000
684,000 45,000 56.76 0.75 -0.25 51 0.20 4.90 60.05 - 153,000
864,000 -9,000 60.04 0.60 -0.20 52 0.25 5.55 53.98 - 63,000
810,000 9,000 60.18 0.45 -0.20 53 - - - - 18,000
252,000 - 61.16 0.35 -0.15 54 - - - - 27,000
2,835,000 -225,000 63.76 0.30 -0.10 55 - - - - 45,000
261,000 -9,000 65.67 0.25 -0.10 56 - - - - -
153,000 - 66.82 0.20 -0.05 57 - - - - -
18,000 - - - - 58 - - - - 18,000
747,000 - 71.12 0.15 - 59 - - - - -
882,000 -9,000 69.60 0.10 -0.05 60 - - - - -
117,000 - - - - 61 - - - - -
- - - - - 62 - - - - -
Total 12,159,000 7,362,000
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.