search
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
- 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.