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Option Chain For TCS - TATA CONSULTANCY SERV LT
Last updated on 22 Sep 2020 05:02 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
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
  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.