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[--[65.84.65.76]--]
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
  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.