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Option Chain For TATASTEEL - TATA STEEL LIMITED
Last updated on 25 Sep 2020 08:18 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
- - - - - 230 - - - - -
- - - - - 240 - - - - -
- - - - - 250 -2.55 0.90 64.56 6,800 6,800
- - - - - 260 - - - - -
- - - - - 270 - - - - -
- - - - - 280 -1.45 1.75 53.74 158,100 241,400
1,700 - - 60.00 - 290 -1.25 2.90 54.18 5,100 8,500
- - - - - 300 -2.50 3.35 49.42 20,400 406,300
6,800 1,700 - 42.20 -9.80 310 -4.10 3.85 44.43 25,500 132,600
10,200 3,400 48.92 41.10 4.10 320 -3.80 6.75 46.93 -3,400 198,900
6,800 1,700 50.25 34.75 2.25 330 -4.45 9.60 46.60 68,000 334,900
113,900 30,600 41.03 25.00 1.05 340 -4.95 13.05 45.92 74,800 416,500
530,400 266,900 40.36 19.20 0.20 350 -5.60 17.50 45.80 370,600 644,300
890,800 212,500 41.24 14.95 0.05 360 -5.60 23.35 47.08 51,000 408,000
792,200 108,800 41.17 11.15 -0.25 370 -5.55 29.55 47.42 - 399,500
877,200 154,700 41.53 8.30 -0.50 380 -4.60 36.50 47.95 5,100 266,900
571,200 51,000 42.35 6.25 -0.55 390 -7.20 43.50 47.00 -3,400 175,100
1,528,300 119,000 42.86 4.60 -0.70 400 -9.05 49.90 42.03 -6,800 343,400
666,400 66,300 43.51 3.40 -0.65 410 -9.15 58.60 42.50 -1,700 32,300
960,500 119,000 44.85 2.65 -0.40 420 -8.45 68.25 45.97 -8,500 68,000
351,900 27,200 46.79 2.20 -0.15 430 -17.65 63.70 - - 39,100
306,000 23,800 47.43 1.65 -0.45 440 -11.75 84.80 - -1,700 32,300
664,700 112,200 48.55 1.30 -0.45 450 -3.50 99.65 66.14 -13,600 27,200
251,600 8,500 50.69 1.15 -0.35 460 - 60.50 - - 3,400
74,800 -3,400 50.44 0.80 -0.45 470 - - - - -
95,200 -8,500 52.23 0.70 -0.20 480 - - - - -
95,200 - 53.71 0.60 -0.20 490 - - - - -
224,400 11,900 55.66 0.55 -0.15 500 - 154.10 - - 3,400
40,800 22,100 57.44 0.50 -0.10 510 - - - - -
Total 9,061,000 4,188,800
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.