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Option Chain For TCS - TATA CONSULTANCY SERV LT
Last updated on
22 Sep 2020 05:02 PM
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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 | |
| 300 | - | - | - | - | 1540 | - | - | - | - | - |
| - | - | - | - | - | 1560 | - | - | - | - | - |
| - | - | - | - | - | 1580 | - | - | - | - | - |
| - | - | - | - | - | 1600 | - | - | - | - | 1,500 |
| - | - | - | - | - | 1620 | - | - | - | - | - |
| - | - | - | - | - | 1640 | - | - | - | - | - |
| - | - | - | - | - | 1660 | - | - | - | - | - |
| - | - | - | - | - | 1680 | - | - | - | - | - |
| - | - | - | - | - | 1700 | - | - | - | - | - |
| - | - | - | - | - | 1720 | - | - | - | - | - |
| - | - | - | - | - | 1740 | - | - | - | - | - |
| - | - | - | - | - | 1760 | - | - | - | - | - |
| - | - | - | - | - | 1780 | - | - | - | - | - |
| 1,200 | - | - | - | - | 1800 | - | - | - | - | - |
| - | - | - | - | - | 1820 | - | - | - | - | - |
| - | - | - | - | - | 1840 | - | - | - | - | - |
| - | - | - | - | - | 1860 | - | - | - | - | - |
| - | - | - | - | - | 1880 | - | - | - | - | - |
| - | - | - | - | - | 1900 | 0.10 | 0.35 | 145.68 | -300 | 21,000 |
| - | - | - | - | - | 1920 | - | - | - | - | - |
| - | - | - | - | - | 1940 | - | - | - | - | - |
| - | - | - | - | - | 1960 | -0.40 | 0.20 | 125.79 | - | 1,200 |
| - | - | - | - | - | 1980 | - | - | - | - | - |
| 2,700 | - | - | 487.35 | -2.65 | 2000 | -0.75 | 0.30 | 121.69 | -1,500 | 87,300 |
| - | - | - | - | - | 2020 | - | - | - | - | 1,200 |
| - | - | - | - | - | 2040 | - | - | - | - | 7,500 |
| 600 | - | - | - | - | 2060 | - | - | - | -600 | 5,100 |
| 3,000 | - | - | - | - | 2080 | - | - | - | - | 10,500 |
| 13,200 | -600 | - | 422.00 | 42.00 | 2100 | -0.60 | 0.65 | 108.10 | -14,400 | 125,700 |
| 900 | - | - | - | - | 2120 | - | - | - | - | 11,700 |
| - | - | - | - | - | 2140 | - | - | - | - | 27,300 |
| 1,200 | -300 | - | 344.05 | 124.10 | 2160 | -0.40 | 0.30 | 84.98 | -900 | 25,200 |
| 1,800 | - | - | - | - | 2180 | -0.40 | 0.50 | 85.64 | -600 | 44,700 |
| 25,800 | -1,500 | 93.13 | 328.00 | 58.30 | 2200 | 0.15 | 1.00 | 89.04 | -14,400 | 164,400 |
| 5,700 | - | - | 255.35 | -14.65 | 2220 | -0.55 | 1.00 | 84.00 | -300 | 28,800 |
| 17,100 | -600 | 107.31 | 292.00 | 62.50 | 2240 | 0.05 | 1.80 | 86.80 | -2,100 | 51,300 |
| 48,300 | -300 | 100.98 | 272.00 | 64.95 | 2260 | 0.30 | 1.65 | 80.19 | -1,800 | 99,000 |
| 67,500 | -600 | 99.36 | 253.20 | 61.85 | 2280 | 0.15 | 2.00 | 77.46 | 3,300 | 64,500 |
| 493,500 | 138,900 | 89.65 | 232.00 | 62.50 | 2300 | -0.75 | 1.80 | 71.99 | 91,800 | 274,500 |
| 37,500 | -900 | - | 204.95 | 54.95 | 2320 | -0.85 | 1.55 | 64.87 | -1,800 | 44,400 |
| 100,800 | -6,900 | 74.97 | 191.85 | 64.85 | 2340 | -1.15 | 1.55 | 58.48 | -7,200 | 117,300 |
| 66,600 | -15,300 | 69.40 | 172.10 | 63.65 | 2360 | -1.90 | 1.70 | 53.72 | -15,900 | 85,800 |
| 34,200 | -5,100 | - | 145.50 | 51.60 | 2380 | -3.75 | 2.00 | 52.30 | -6,000 | 66,600 |
| 104,700 | -39,600 | 55.98 | 129.60 | 53.70 | 2400 | -6.25 | 2.90 | 48.11 | -2,100 | 170,700 |
| 23,400 | -5,700 | 57.75 | 115.40 | 53.60 | 2420 | -10.90 | 3.20 | 44.28 | -4,500 | 42,900 |
| 57,900 | -6,900 | 36.89 | 90.00 | 42.10 | 2440 | -16.10 | 4.70 | 41.51 | -9,300 | 87,300 |
| 61,800 | -20,100 | 41.74 | 72.75 | 35.75 | 2460 | -22.50 | 6.60 | 39.92 | 13,500 | 91,200 |
| 73,800 | -38,400 | 37.29 | 59.65 | 31.95 | 2480 | -28.35 | 11.00 | 39.40 | 42,300 | 99,300 |
| 249,300 | -381,900 | 38.28 | 44.45 | 22.95 | 2500 | -35.50 | 17.00 | 39.03 | 59,400 | 163,200 |
| 162,600 | -36,000 | 41.51 | 34.45 | 18.25 | 2520 | -42.30 | 25.15 | 38.18 | 45,900 | 80,400 |
| 236,400 | 24,000 | 37.57 | 22.00 | 10.30 | 2540 | -39.30 | 41.55 | 46.24 | 30,300 | 39,900 |
| 195,900 | 40,500 | 40.27 | 16.50 | 7.75 | 2560 | -20.20 | 51.80 | 43.40 | 11,700 | 27,000 |
| 122,700 | 48,900 | 40.36 | 10.95 | 4.25 | 2580 | -22.35 | 66.35 | 44.11 | 300 | 1,500 |
| 334,800 | -3,300 | 40.60 | 7.05 | 1.60 | 2600 | -51.70 | 81.00 | 42.28 | 900 | 9,000 |
| 71,700 | 6,600 | 40.21 | 4.15 | -0.15 | 2620 | -39.85 | 97.70 | 41.38 | - | 3,300 |
| 75,000 | 15,600 | 45.34 | 3.90 | 0.70 | 2640 | -28.85 | 117.45 | 46.68 | 3,300 | 3,600 |
| 44,700 | - | 46.65 | 2.70 | - | 2660 | -352.95 | 128.50 | - | 3,000 | 3,000 |
| 16,800 | 600 | 50.94 | 2.50 | 0.20 | 2680 | - | - | - | - | - |
| 138,300 | -3,300 | 54.20 | 2.15 | 0.30 | 2700 | -62.00 | 172.00 | - | - | 300 |
| 9,900 | 1,800 | 56.05 | 1.65 | -0.25 | 2720 | - | - | - | - | - |
| 3,900 | 600 | 58.06 | 1.30 | 0.15 | 2740 | - | - | - | - | - |
| 10,800 | -2,400 | 60.64 | 1.10 | -0.10 | 2760 | - | - | - | - | - |
| 1,800 | - | 68.11 | 1.50 | - | 2780 | - | - | - | - | - |
| 30,300 | -5,100 | 61.42 | 0.50 | -0.40 | 2800 | - | - | - | - | - |
| - | - | - | - | - | 2820 | - | - | - | - | - |
| - | - | - | - | - | 2840 | - | - | - | - | - |
| - | - | - | - | - | 2860 | - | - | - | - | - |
| - | - | - | - | - | 2880 | - | - | - | - | - |
| 7,800 | -3,600 | 66.38 | 0.10 | -0.55 | 2900 | - | - | - | - | - |
| Total | 2,956,200 | 2,189,100 | ||||||||
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.