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Related Pages for TATAPOWER
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TATAPOWER
Tata Power Co Ltd
405.8 6.45 (1.62%)

Option Chain for TATAPOWER

14 Nov 2024 12:01 PM IST

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

Call
Put

Lot Size : 1350
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 109.70 0.00 330 0.00 0.30 52.78 8 2 2 -0.02
0.00 0 0 0 0.00 0.00 0.00 335 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 101.00 0.00 340 -0.20 0.35 47.35 59 -9 29 -0.02
0.00 0 0 0 0.00 0.00 0.00 345 0.00 0.00 0.00 0 0 0 0.00
0.00 0 1 0 0.00 49.85 0.00 350 -0.10 0.60 45.02 303 24 417 -0.04
- 0 0 0 - 126.45 0.00 355 0.00 1.00 19.78 0 0 0 -0.00
- 0 0 0 - 84.50 0.00 360 -0.15 0.90 41.49 754 70 518 -0.06
0.92 2 2 4 41.28 43.30 -73.80 365 -0.40 1.10 39.69 210 131 131 -0.08
- 20 4 16 - 36.90 3.90 370 -0.30 1.45 38.53 1,140 34 836 -0.10
0.91 18 5 12 31.21 33.05 4.45 375 -0.45 1.85 37.11 769 16 244 -0.12
0.92 44 5 68 25.64 27.80 3.60 380 -0.70 2.30 35.30 1,832 156 1,021 -0.15
0.87 55 17 50 25.47 23.40 2.95 385 -0.95 2.95 33.90 1,301 -45 290 -0.19
0.82 605 -2 569 24.91 19.10 2.45 390 -1.35 3.85 32.68 2,781 44 1,219 -0.24
0.71 126 -50 961 28.93 16.40 2.90 395 -1.65 5.15 32.11 2,476 -100 490 -0.30
0.64 745 -196 4,379 27.71 12.75 2.20 400 -2.05 6.90 31.85 6,911 496 2,412 -0.38
0.55 653 168 4,320 27.85 10.00 1.90 405 -2.60 8.95 31.33 2,919 73 665 -0.45
0.46 1,357 -67 7,670 27.72 7.50 1.45 410 -3.20 11.40 30.99 2,845 47 922 -0.53
0.38 955 -54 4,561 28.54 5.80 1.20 415 -3.35 14.55 31.47 834 -36 803 -0.61
0.30 2,222 57 6,250 28.35 4.15 0.70 420 -4.05 17.65 30.76 1,295 63 1,865 -0.69
0.23 1,456 -63 2,282 29.10 3.10 0.45 425 -3.15 22.60 35.74 383 -102 550 -0.72
0.19 3,452 -295 4,946 30.20 2.40 0.40 430 -2.85 27.15 38.55 327 -126 1,608 -0.75
0.15 1,389 -268 2,335 31.20 1.85 0.20 435 -3.45 31.30 39.50 181 -50 519 -0.79
0.12 3,331 -21 2,888 32.69 1.50 0.15 440 -5.85 35.95 41.75 251 -43 785 -0.82
0.09 1,770 -68 1,019 33.68 1.15 0.15 445 -3.45 40.55 43.79 37 -15 537 -0.84
0.07 5,171 -79 2,422 34.51 0.90 0.05 450 -5.70 44.95 43.86 228 -133 1,965 -0.87
0.06 1,315 17 848 36.38 0.80 0.00 455 -2.05 51.35 55.16 10 -7 200 -0.83
0.05 3,126 69 1,067 37.54 0.65 -0.05 460 -5.00 54.00 43.55 10 -1 406 -0.92
0.04 751 38 270 38.91 0.55 -0.05 465 21.85 55.15 - 2 -1 275 -
0.04 2,795 57 734 41.34 0.55 0.00 470 -10.15 61.45 - 19 4 233 -
0.03 547 24 248 42.05 0.45 0.00 475 0.00 58.90 0.00 0 0 0 0.00
0.03 1,705 -53 347 43.50 0.40 0.00 480 -3.50 71.50 - 11 -1 601 -
0.03 275 0 16 45.74 0.40 0.10 485 0.00 40.20 0.00 0 0 0 0.00
0.02 765 -22 114 45.99 0.30 -0.05 490 35.65 80.00 - 2 -1 47 -
0.02 290 0 6 49.23 0.35 0.05 495 0.00 45.95 0.00 0 0 0 0.00
0.02 3,174 -40 529 50.62 0.30 -0.05 500 -10.55 89.50 - 5 -1 366 -
0.00 0 -4 0 0.00 0.35 0.00 505 0.00 45.35 0.00 0 0 0 0.00
- 449 -18 63 - 0.30 0.10 510 0.00 82.75 - 0 0 0 -
0.00 0 0 0 0.00 19.40 0.00 515 0.00 51.90 0.00 0 0 0 0.00
- 672 -40 51 - 0.25 0.05 520 0.00 70.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 16.45 0.00 525 0.00 58.85 0.00 0 0 0 0.00
- 427 0 2 - 0.15 0.00 530 0.00 98.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 535 0.00 0.00 0.00 0 0 0 0.00
0.00 0 10 0 0.00 0.15 0.00 540 0.00 107.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 545 0.00 0.00 0.00 0 0 0 0.00
- 196 -3 10 - 0.20 0.05 550 0.00 115.95 0.00 0 0 0 0.00
39,858 19,956
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.