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Related Pages for TATASTEEL
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TATASTEEL
Tata Steel Limited
150.6 0.28 (0.19%)

Option Chain for TATASTEEL

11 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 5500
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 - 27 -7 142 -
0.00 0 0 0 0.00 0.00 0.00 117.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -3 0 0.00 31.30 0.00 120 0.00 0.05 49.75 172 -132 407 -0.01
0.00 0 0 0 0.00 28.00 0.00 122.5 -0.05 0.05 45.81 69 7 64 -0.01
0.00 0 0 0 0.00 21.20 0.00 125 0.05 0.10 46.31 71 -23 421 -0.02
0.00 0 0 0 0.00 19.30 0.00 127.5 0.00 0.10 42.08 14 -10 221 -0.02
0.92 258 -1 13 55.95 21.85 0.60 130 0.00 0.15 40.72 285 -29 1,319 -0.03
0.00 0 0 0 0.00 17.55 0.00 132.5 0.00 0.20 38.44 154 -48 251 -0.04
0.88 399 -1 8 48.75 16.95 0.85 135 0.00 0.25 35.54 1,227 -88 1,145 -0.05
0.93 195 0 4 33.10 14.05 0.30 137.5 -0.10 0.25 30.91 139 85 738 -0.06
0.90 872 -8 487 30.02 11.65 0.15 140 -0.05 0.45 30.49 1,158 27 2,699 -0.10
0.86 653 -11 146 27.86 9.35 0.15 142.5 -0.10 0.60 27.63 1,051 4 798 -0.14
0.79 1,528 -109 1,046 26.30 7.20 0.20 145 -0.15 0.90 25.66 2,727 -154 2,435 -0.20
0.70 684 -61 1,089 24.52 5.20 0.10 147.5 -0.20 1.45 24.57 3,410 555 1,191 -0.30
0.58 4,680 -80 5,775 24.10 3.60 0.00 150 -0.20 2.30 23.81 5,044 -96 2,079 -0.42
0.44 2,231 275 6,401 23.47 2.30 -0.15 152.5 -0.40 3.50 23.27 2,771 322 909 -0.56
0.32 4,123 170 10,441 24.77 1.55 -0.05 155 -0.45 5.15 23.72 1,507 143 1,399 -0.69
0.23 1,033 103 1,994 25.63 1.00 -0.05 157.5 -0.45 7.10 24.48 660 61 181 -0.78
0.16 5,382 313 5,439 26.68 0.65 -0.10 160 -0.30 9.40 27.44 358 -1 1,049 -0.84
0.11 650 47 719 28.22 0.45 -0.05 162.5 -0.25 11.50 25.73 33 7 63 -0.91
0.08 1,594 84 1,592 29.36 0.30 0.00 165 -0.80 13.45 - 45 20 635 -
0.05 401 21 421 30.42 0.20 0.00 167.5 0.00 14.80 0.00 0 0 0 0.00
0.05 1,252 103 292 33.86 0.20 0.05 170 -0.20 18.65 - 31 -22 735 -
0.00 0 0 0 0.00 0.00 0.00 172.5 0.00 0.00 0.00 0 0 0 0.00
0.01 981 -14 282 32.49 0.05 -0.05 175 -0.80 22.40 - 11 -4 648 -
0.00 0 0 0 0.00 0.00 0.00 177.5 0.00 0.00 0.00 0 0 0 0.00
0.01 790 7 42 37.80 0.05 0.00 180 -1.65 27.50 - 13 5 232 -
27,706 19,761
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.