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Max Pain For TATASTEEL trending_up
Put-Call ratio For TATASTEEL exposure

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Option Chain For TATASTEEL - TATA STEEL LIMITED
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
- - - - - 180 -0.30 0.10 128.68 - 1,500
- - - - - 190 - - - - 4,500
1,500 - - - - 200 - - - - 6,000
- - - - - 210 - - - - -
- - - - - 215 - - - - -
- - - - - 220 - - - - 13,500
- - - - - 225 - - - - -
- - - - - 230 -0.10 0.10 83.19 - 21,000
- - - - - 235 - - - - -
- - - - - 240 - - - - 205,500
- - - - - 245 - - - - -
1,500 - - - - 250 0.05 0.35 79.95 - 316,500
- - - - - 255 - - - - -
18,000 - - - - 260 - 0.25 67.80 - 360,000
- - - - - 265 - - - - 3,000
18,000 - - - - 270 0.05 0.50 66.85 - 216,000
- - - - - 275 - - - - 70,500
49,500 - - - - 280 - 0.50 59.31 -9,000 454,500
- - - - - 285 - - - - 25,500
24,000 - - 54.25 3.25 290 -0.25 0.80 56.17 -6,000 391,500
6,000 - - - - 295 -0.20 1.15 - - 91,500
64,500 1,500 - 45.75 4.65 300 -0.50 1.50 54.81 6,000 1,054,500
10,500 - - - - 305 -0.50 2.00 53.05 30,000 108,000
108,000 -4,500 41.11 35.05 2.35 310 -0.90 2.35 51.67 -4,500 513,000
135,000 -3,000 - 26.70 -2.60 315 -1.15 3.05 51.55 39,000 292,500
517,500 208,500 50.21 30.70 5.50 320 -1.35 4.10 50.84 58,500 843,000
75,000 - 54.13 25.50 1.60 325 -1.70 5.30 50.97 16,500 199,500
693,000 -7,500 51.78 22.55 3.90 330 -2.05 6.75 49.96 34,500 660,000
156,000 -18,000 50.79 19.85 3.90 335 -2.05 8.75 51.31 -7,500 241,500
891,000 132,000 51.24 16.50 3.15 340 -2.80 10.65 50.11 15,000 430,500
390,000 43,500 50.78 14.10 2.85 345 -3.00 13.25 49.92 -22,500 67,500
2,352,000 -136,500 51.68 11.70 2.35 350 -3.75 15.70 48.25 -6,000 139,500
247,500 -48,000 50.78 9.65 1.90 355 -1.10 22.40 60.03 -3,000 19,500
1,743,000 -40,500 52.19 8.20 1.80 360 -4.65 22.00 60.47 -1,500 31,500
198,000 7,500 51.87 6.65 1.60 365 - - - - 3,000
787,500 31,500 52.58 5.60 1.50 370 -0.55 29.20 58.31 - 43,500
72,000 -4,500 52.93 4.45 1.10 375 - - - - 1,500
891,000 1,500 53.52 3.65 0.90 380 - - - - 1,500
6,000 - - - - 385 - - - - -
363,000 -27,000 54.58 2.50 0.55 390 - - - - -
13,500 - - 2.25 0.55 395 - - - - -
1,677,000 - 56.32 1.65 0.35 400 - - - - 10,500
- - - - - 405 - - - - -
213,000 -1,500 56.00 1.15 0.25 410 - - - - -
3,000 - - - - 415 - - - - -
420,000 -10,500 59.80 0.85 0.20 420 - - - - 19,500
Total 12,145,500 6,861,000
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.