`
[--[65.84.65.76]--]
TCS
Tata Consultancy Serv Lt

4170.3 -101.59 (-2.38%)

Option Chain for TCS

20 Dec 2024 04:10 PM IST

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

Call
Put

Lot Size : 175

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 1053.80 0.00 3300 0.00 0.70 - 15 -9 37 -
0.00 0 0 0 0.00 0.00 0.00 3350 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 957.35 0.00 3400 0.00 3.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 3450 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 862.25 0.00 3500 -0.35 0.85 - 135 14 211 -
0.00 0 0 0 0.00 473.10 0.00 3550 0.00 15.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 759.80 0.00 3600 -0.25 0.90 - 291 129 333 -
0.00 0 0 0 0.00 387.25 0.00 3650 0.00 28.25 0.00 0 0 0 0.00
- 6 0 2 - 579.30 -80.70 3700 -0.25 1.10 43.73 204 26 411 -0.01
0.00 0 0 0 0.00 308.60 0.00 3750 -0.15 1.30 40.52 92 -9 85 -0.02
- 8 1 6 - 375.15 -224.85 3800 0.05 1.85 38.32 823 -90 881 -0.02
- 0 0 0 - 238.80 0.00 3850 0.05 2.20 34.89 226 23 206 -0.03
- 34 -1 8 - 282.00 -103.00 3900 0.50 2.90 31.93 1,752 187 995 -0.04
0.00 0 -1 0 0.00 339.00 0.00 3950 1.35 4.55 29.90 2,104 135 575 -0.06
- 189 21 154 - 177.40 -121.15 4000 2.65 6.95 27.54 9,856 -91 2,495 -0.10
- 306 134 302 - 131.60 -130.05 4050 5.60 11.25 25.46 9,225 119 654 -0.16
0.85 535 187 960 15.64 90.55 -114.95 4100 11.05 19.65 24.09 17,333 -13 1,822 -0.25
0.65 562 421 2,744 17.25 56.10 -104.55 4150 21.25 34.45 23.29 17,140 635 1,656 -0.39
0.44 2,350 1,559 15,029 17.84 30.70 -85.30 4200 36.15 57.70 23.01 23,043 -1,016 2,163 -0.55
0.27 2,345 1,300 13,994 19.39 16.80 -63.00 4250 64.75 99.75 28.42 15,171 -663 1,393 -0.66
0.16 5,329 1,654 42,754 21.03 9.25 -42.05 4300 78.80 135.10 27.81 13,003 -151 2,452 -0.77
0.11 4,526 1,380 35,679 23.98 6.40 -23.65 4350 98.45 183.65 33.28 3,961 -399 1,245 -0.81
0.07 6,631 1,502 52,757 26.91 4.75 -13.10 4400 108.50 232.35 38.25 2,467 -280 1,518 -0.84
0.05 4,252 242 20,385 29.46 3.50 -7.70 4450 117.75 282.00 43.55 785 -174 860 -0.86
0.04 6,961 -203 24,135 31.89 2.65 -4.95 4500 119.90 331.40 48.34 361 -109 801 -0.87
0.03 3,873 -119 8,489 34.36 2.10 -2.65 4550 113.35 382.60 54.56 39 -8 351 -0.88
0.03 2,816 -396 9,260 37.57 1.95 -1.50 4600 92.20 415.00 - 77 -27 313 -
0.02 1,403 2 3,602 40.94 1.90 -0.85 4650 0.00 183.85 0.00 0 0 0 0.00
0.02 2,791 0 3,632 43.06 1.55 -0.70 4700 127.00 530.00 66.29 18 -10 24 -0.91
0.02 488 -103 754 45.68 1.40 -0.40 4750 0.00 734.35 - 0 0 0 -
0.01 1,284 -357 1,655 48.63 1.35 -0.30 4800 0.00 320.30 0.00 0 0 0 0.00
0.01 292 -74 348 51.48 1.30 -0.15 4850 0.00 830.80 - 0 0 0 -
0.01 459 -11 263 53.03 1.05 -0.15 4900 38.00 613.00 - 3 0 10 -
0.00 0 0 0 0.00 0.00 0.00 4950 0.00 0.00 0.00 0 0 0 0.00
- 1,750 -28 1,302 - 1.00 -0.25 5000 0.00 572.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5050 0.00 0.00 0.00 0 0 0 0.00
- 151 -9 55 - 0.60 -0.30 5100 0.00 744.10 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 5150 0.00 0.00 0.00 0 0 0 0.00
- 29 1 12 - 0.20 -0.30 5200 0.00 834.25 - 0 0 0 -
49,370 21,491
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.