TATASTEEL
Tata Steel Limited
140.68
-2.58 (-1.80%)
Option Chain for TATASTEEL
20 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 5500 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 46.50 | 0.00 | 115 | 0.00 | 0.05 | - | 4 | 1 | 175 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 117.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 40 | -10 | 50 | - | 20.75 | -2.55 | 120 | 0.00 | 0.05 | - | 37 | 0 | 380 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 28.00 | 0.00 | 122.5 | 0.00 | 0.05 | 51.22 | 1 | 0 | 56 | -0.02 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 21.20 | 0.00 | 125 | -0.05 | 0.05 | 44.14 | 181 | -53 | 359 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 19.30 | 0.00 | 127.5 | 0.05 | 0.10 | 42.35 | 22 | -1 | 210 | -0.03 |
| 0.78 | 302 | -21 | 73 | 84.47 | 12.65 | -0.90 | 130 | 0.00 | 0.10 | 35.29 | 476 | -19 | 1,065 | -0.04 |
| 0.92 | 59 | 17 | 23 | 34.08 | 8.40 | -2.25 | 132.5 | 0.05 | 0.15 | 30.75 | 175 | -18 | 200 | -0.06 |
| 0.87 | 270 | -100 | 327 | 28.56 | 6.00 | -2.55 | 135 | 0.05 | 0.30 | 27.78 | 2,357 | 6 | 1,084 | -0.12 |
| 0.77 | 247 | 25 | 834 | 24.13 | 3.75 | -2.50 | 137.5 | 0.25 | 0.60 | 24.61 | 2,367 | -111 | 659 | -0.23 |
| 0.57 | 1,338 | 170 | 3,790 | 22.85 | 2.00 | -2.20 | 140 | 0.55 | 1.35 | 23.28 | 10,268 | -412 | 2,454 | -0.43 |
| 0.35 | 1,056 | 42 | 7,730 | 24.36 | 1.00 | -1.35 | 142.5 | 1.25 | 2.75 | 23.36 | 6,768 | -35 | 702 | -0.66 |
| 0.18 | 2,942 | -9 | 20,127 | 25.56 | 0.45 | -0.80 | 145 | 1.95 | 4.80 | 26.35 | 3,984 | -338 | 1,441 | -0.81 |
| 0.10 | 1,901 | -234 | 8,988 | 28.76 | 0.25 | -0.40 | 147.5 | 2.35 | 7.05 | 28.52 | 1,627 | -111 | 534 | -0.90 |
| 0.06 | 6,764 | -306 | 10,565 | 31.97 | 0.15 | -0.20 | 150 | 2.45 | 9.45 | 31.80 | 1,153 | -300 | 1,522 | -0.94 |
| 0.04 | 2,067 | -274 | 3,372 | 35.38 | 0.10 | -0.15 | 152.5 | 2.60 | 11.90 | 35.42 | 285 | -100 | 584 | -0.96 |
| 0.03 | 3,900 | -457 | 3,327 | 41.09 | 0.10 | -0.05 | 155 | 2.95 | 14.35 | 37.19 | 112 | -32 | 1,172 | -0.98 |
| 0.03 | 1,161 | -71 | 339 | 46.60 | 0.10 | -0.05 | 157.5 | -0.10 | 14.65 | - | 3 | 0 | 229 | - |
| 0.02 | 4,812 | -426 | 1,124 | 46.67 | 0.05 | -0.05 | 160 | 2.90 | 19.60 | 64.23 | 64 | -51 | 953 | -0.94 |
| 0.03 | 502 | -42 | 55 | 56.95 | 0.10 | 0.00 | 162.5 | 0.00 | 13.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,332 | -33 | 227 | - | 0.05 | -0.05 | 165 | 2.95 | 24.30 | 50.22 | 72 | -65 | 419 | -0.99 |
| - | 274 | -46 | 100 | - | 0.05 | 0.00 | 167.5 | 0.00 | 14.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,031 | 6 | 58 | - | 0.05 | 0.00 | 170 | 2.30 | 29.25 | - | 17 | -15 | 679 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 172.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 943 | 5 | 12 | - | 0.05 | 0.00 | 175 | -0.35 | 31.90 | - | 12 | -5 | 632 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 177.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 814 | -1 | 41 | - | 0.05 | 0.00 | 180 | 2.30 | 39.05 | - | 36 | -19 | 206 | - |
| 31,755 | 15,715 | |||||||||||||
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.
