TATAPOWER
Tata Power Co Ltd
401.1
-11.50 (-2.79%)
Option Chain for TATAPOWER
20 Dec 2024 04:11 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 | |
0.00 | 0 | 0 | 0 | 0.00 | 118.10 | 0.00 | 330 | -0.05 | 0.10 | - | 1 | 0 | 102 | - |
|
||||||||||||||
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 | - | 143.50 | 0.00 | 340 | 0.05 | 0.10 | - | 5 | 0 | 139 | - |
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 | 0 | 0 | 0.00 | 88.65 | 0.00 | 350 | -0.10 | 0.10 | 48.96 | 71 | 27 | 331 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 91.15 | 0.00 | 355 | 0.10 | 0.15 | 47.29 | 5 | -2 | 33 | -0.02 |
- | 0 | 0 | 0 | - | 125.20 | 0.00 | 360 | -0.05 | 0.10 | 40.33 | 22 | -15 | 367 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 82.30 | 0.00 | 365 | 0.05 | 0.20 | 40.07 | 26 | 0 | 233 | -0.03 |
- | 0 | 0 | 0 | - | 116.35 | 0.00 | 370 | 0.10 | 0.25 | 36.80 | 27 | -13 | 234 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 50.70 | 0.00 | 375 | 0.05 | 0.30 | 33.10 | 89 | 4 | 383 | -0.04 |
- | 258 | 7 | 62 | - | 21.80 | -11.60 | 380 | 0.20 | 0.50 | 31.39 | 536 | 2 | 674 | -0.07 |
- | 21 | -2 | 18 | - | 16.45 | -12.05 | 385 | 0.35 | 0.80 | 29.37 | 983 | -11 | 173 | -0.11 |
- | 120 | 5 | 223 | - | 12.50 | -11.20 | 390 | 0.75 | 1.35 | 27.76 | 3,790 | 40 | 884 | -0.17 |
0.85 | 60 | 14 | 227 | 15.19 | 8.65 | -10.15 | 395 | 1.55 | 2.50 | 27.65 | 4,078 | 73 | 522 | -0.28 |
0.63 | 664 | 312 | 2,133 | 18.67 | 5.55 | -8.50 | 400 | 2.80 | 4.35 | 28.05 | 8,802 | -257 | 1,761 | -0.41 |
0.43 | 581 | 361 | 3,106 | 20.59 | 3.35 | -6.80 | 405 | 4.50 | 7.05 | 29.24 | 5,775 | -26 | 702 | -0.54 |
0.28 | 1,637 | 688 | 11,203 | 22.49 | 2.00 | -4.90 | 410 | 6.35 | 10.55 | 31.36 | 7,231 | -231 | 1,220 | -0.66 |
0.18 | 1,372 | 367 | 10,725 | 24.72 | 1.25 | -3.10 | 415 | 8.25 | 15.00 | 36.39 | 2,944 | -157 | 763 | -0.73 |
0.12 | 2,945 | 20 | 11,594 | 27.33 | 0.85 | -1.80 | 420 | 9.35 | 19.35 | 39.47 | 1,390 | -143 | 1,696 | -0.78 |
0.09 | 1,775 | 35 | 4,906 | 29.86 | 0.60 | -1.05 | 425 | 10.55 | 24.55 | 47.37 | 191 | -65 | 728 | -0.80 |
0.06 | 3,158 | 34 | 6,007 | 32.51 | 0.45 | -0.65 | 430 | 10.45 | 28.75 | 47.39 | 314 | -88 | 1,558 | -0.85 |
0.05 | 1,832 | -403 | 3,238 | 35.13 | 0.35 | -0.35 | 435 | 11.45 | 34.40 | 58.38 | 192 | -126 | 367 | -0.84 |
0.04 | 3,237 | -577 | 3,271 | 39.28 | 0.35 | -0.30 | 440 | 10.70 | 38.70 | 57.94 | 183 | -93 | 824 | -0.87 |
0.04 | 1,709 | -52 | 901 | 42.12 | 0.30 | -0.20 | 445 | 10.45 | 43.25 | 58.47 | 21 | -18 | 415 | -0.90 |
0.03 | 4,058 | -428 | 3,165 | 44.60 | 0.25 | -0.20 | 450 | 11.20 | 48.65 | 67.66 | 36 | -26 | 1,939 | -0.89 |
0.02 | 698 | -83 | 191 | 46.58 | 0.20 | -0.15 | 455 | 0.00 | 36.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 2,166 | -159 | 742 | 48.00 | 0.15 | -0.15 | 460 | 10.60 | 58.85 | - | 66 | -46 | 324 | - |
0.02 | 333 | -45 | 109 | 53.52 | 0.20 | -0.05 | 465 | 0.00 | 39.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 576 | -57 | 424 | 54.56 | 0.15 | -0.05 | 470 | 10.30 | 67.00 | - | 1 | 0 | 119 | - |
- | 221 | -13 | 20 | - | 0.15 | -0.05 | 475 | 0.00 | 41.20 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,178 | -71 | 150 | - | 0.15 | -0.10 | 480 | 0.00 | 67.00 | 0.00 | 0 | -1 | 0 | 0.00 |
- | 125 | -3 | 6 | - | 0.15 | -0.10 | 485 | 0.00 | 52.95 | - | 0 | 0 | 0 | - |
- | 462 | -47 | 77 | - | 0.10 | -0.05 | 490 | 0.00 | 69.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 11.00 | 0.00 | 495 | 0.00 | 60.45 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,507 | -98 | 352 | - | 0.10 | -0.10 | 500 | 12.45 | 99.50 | - | 119 | -65 | 280 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 505 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 129 | 0 | 14 | - | 0.10 | -0.05 | 510 | 0.00 | 53.10 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 515 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 151 | 5 | 10 | - | 0.05 | 0.00 | 520 | 37.25 | 115.00 | - | 5 | -3 | 39 | - |
30,973 | 16,810 |
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.