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Related Pages for TATASTEEL
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TATASTEEL
Tata Steel Limited
138.91 -1.45 (-1.03%)

Option Chain for TATASTEEL

27 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 0 0 - 36.25 0.00 115 -0.20 0.05 29.22 366 256 260 -0.01
0.00 0 0 0 0.00 0.00 0.00 116 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 117 0.00 0.00 0.00 0 0 0 0.00
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 0 0 - 23.45 0.00 118 0.00 0.25 16.24 0 0 0 -0.00
0.00 0 0 0 0.00 0.00 0.00 119 0.00 0.00 0.00 0 0 0 0.00
0.00 0 3 0 0.00 21.50 0.00 120 -0.05 0.25 30.98 456 73 289 -0.04
0.00 0 0 0 0.00 0.00 0.00 121 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 19.75 0.00 122 0.00 0.50 14.00 0 0 0 -0.00
0.00 0 0 0 0.00 0.00 0.00 122.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 123 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 17.95 0.00 124 0.00 0.45 29.34 131 58 58 -0.08
0.93 71 7 15 25.67 15.45 -1.00 125 -0.05 0.50 28.62 1,101 108 753 -0.09
- 0 0 0 - 16.20 0.00 126 0.00 0.60 28.51 87 65 65 -0.10
0.00 0 0 0 0.00 0.00 0.00 127 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 19.50 0.00 127.5 0.00 0.75 27.99 324 119 279 -0.12
- 0 0 0 - 14.55 0.00 128 0.00 0.80 27.74 114 58 58 -0.13
- 0 0 0 - 13.75 0.00 129 0.00 0.95 27.65 151 97 97 -0.15
0.85 308 18 71 25.19 11.05 -1.35 130 0.00 1.05 26.89 1,540 256 1,608 -0.17
- 0 0 0 - 12.20 0.00 131 0.00 1.25 26.90 187 116 116 -0.19
- 0 0 0 - 11.50 0.00 132 0.00 1.40 26.29 206 117 117 -0.21
0.76 43 -3 4 27.69 9.40 -0.80 132.5 0.10 1.50 26.13 787 114 459 -0.23
- 0 0 0 - 10.80 0.00 133 0.00 1.65 26.30 177 116 116 -0.24
0.74 10 10 13 24.55 7.90 0.00 134 0.00 1.90 26.08 133 73 73 -0.27
0.71 446 53 205 24.50 7.20 -1.15 135 0.25 2.15 25.68 1,553 282 2,087 -0.30
0.64 2 2 4 34.14 8.05 0.00 136 0.00 2.45 25.41 132 80 80 -0.33
0.64 7 7 24 23.75 5.80 0.00 137 0.00 2.85 25.58 176 44 44 -0.37
0.62 119 -5 191 23.75 5.50 -1.05 137.5 0.30 2.95 24.96 773 64 326 -0.38
0.60 31 31 66 23.69 5.20 0.00 138 0.00 3.10 24.60 243 61 61 -0.40
0.56 53 53 183 23.69 4.65 0.00 139 0.00 3.55 24.64 419 161 161 -0.44
0.53 1,794 535 2,616 23.46 4.10 -0.80 140 0.50 4.00 24.45 2,767 197 2,027 -0.47
0.49 137 137 318 23.29 3.60 0.00 141 0.00 4.55 24.64 406 160 160 -0.51
0.45 126 126 285 23.19 3.15 0.00 142 0.00 5.05 24.30 263 94 94 -0.55
0.43 952 215 1,372 23.20 2.95 -0.65 142.5 0.75 5.40 24.65 687 98 613 -0.57
0.41 62 62 115 23.16 2.75 0.00 143 0.00 5.65 24.35 58 33 33 -0.59
0.37 45 45 82 22.89 2.35 0.00 144 0.00 6.30 24.48 99 60 60 -0.62
0.33 1,974 265 2,914 23.34 2.10 -0.50 145 0.85 7.00 24.73 802 113 1,354 -0.66
0.30 73 73 134 23.27 1.80 0.00 146 0.00 7.75 25.11 49 30 30 -0.69
0.27 87 87 145 23.31 1.55 0.00 147 0.00 8.55 25.66 50 45 45 -0.71
0.25 538 21 675 23.44 1.45 -0.35 147.5 0.95 8.90 25.52 37 16 169 -0.73
0.23 71 71 85 23.14 1.30 0.00 148 0.00 7.05 - 43 39 39 -
0.21 123 123 189 23.53 1.15 0.00 149 0.00 9.65 22.30 38 31 31 -0.80
0.19 3,228 476 4,326 24.20 1.05 -0.25 150 1.20 10.95 26.38 234 18 1,392 -0.79
0.16 58 58 78 23.82 0.85 0.00 151 0.00 9.50 - 1 0 0 -
0.15 135 135 195 24.19 0.75 0.00 152 0.00 12.05 20.54 4 2 2 -0.89
0.14 494 110 555 24.32 0.70 -0.20 152.5 0.10 12.00 - 4 0 106 -
0.00 0 0 0 0.00 0.00 0.00 153 0.00 0.00 0.00 0 0 0 0.00
0.11 54 54 153 24.49 0.55 0.00 154 0.00 14.35 - 0 0 0 -
0.10 1,283 151 2,967 24.35 0.45 -0.15 155 1.25 15.25 26.98 61 32 759 -0.88
0.09 112 112 142 25.50 0.45 0.00 156 0.00 16.00 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 157 0.00 0.00 0.00 0 0 0 0.00
0.07 180 72 206 25.60 0.35 -0.10 157.5 0.55 17.25 22.26 1 0 17 -0.95
0.07 0 0 3 26.13 0.35 0.00 158 0.00 17.70 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 159 0.00 0.00 0.00 0 0 0 0.00
0.06 2,240 247 2,191 27.27 0.30 -0.10 160 0.45 19.15 - 22 14 819 -
0.00 0 0 0 0.00 0.00 0.00 161 0.00 0.00 0.00 0 0 0 0.00
0.04 19 19 58 27.01 0.20 0.00 162 0.00 21.25 - 0 0 0 -
0.04 123 35 126 27.46 0.20 -0.10 162.5 0.00 21.60 0.00 0 52 0 0.00
0.00 0 0 0 0.00 0.00 0.00 163 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 164 0.00 0.00 0.00 0 0 0 0.00
0.04 633 -13 322 29.73 0.20 -0.05 165 0.00 22.55 0.00 0 58 0 0.00
0.00 0 0 0 0.00 0.00 0.00 166 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 167 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 167.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 168 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 169 0.00 0.00 0.00 0 0 0 0.00
0.02 1,296 50 610 30.45 0.10 0.00 170 0.10 29.30 - 12 0 641 -
0.00 0 0 0 0.00 0.00 0.00 171 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 172 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 172.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 173 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 174 0.00 0.00 0.00 0 0 0 0.00
0.01 717 1 48 31.16 0.05 0.00 175 1.65 34.25 - 10 1 933 -
17,644 16,431
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.