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Option Chain For TCS - TATA CONSULTANCY SERV LT
Last updated on
16 Jul 2020 12:59 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 | |
| - | - | - | - | - | 1250 | - | - | - | - | - |
| - | - | - | - | - | 1300 | - | - | - | - | - |
| - | - | - | - | - | 1350 | - | - | - | - | - |
| - | - | - | - | - | 1400 | - | - | - | - | - |
| - | - | - | - | - | 1450 | - | - | - | - | - |
| - | - | - | - | - | 1500 | - | - | - | - | - |
| - | - | - | - | - | 1550 | - | - | - | - | - |
| - | - | - | - | - | 1560 | - | - | - | - | - |
| - | - | - | - | - | 1580 | - | - | - | - | - |
| - | - | - | - | - | 1600 | - | - | - | - | 3,750 |
| - | - | - | - | - | 1620 | - | - | - | - | - |
| - | - | - | - | - | 1640 | - | - | - | - | - |
| - | - | - | - | - | 1650 | - | - | - | - | 250 |
| - | - | - | - | - | 1660 | - | - | - | - | - |
| - | - | - | - | - | 1680 | - | - | - | - | - |
| - | - | - | - | - | 1700 | 0.15 | 1.20 | 64.99 | -2,000 | 29,500 |
| - | - | - | - | - | 1720 | - | - | - | - | - |
| - | - | - | - | - | 1740 | - | - | - | - | - |
| 500 | - | - | - | - | 1750 | - | - | - | - | 2,250 |
| - | - | - | - | - | 1760 | - | - | - | - | - |
| - | - | - | - | - | 1780 | - | - | - | - | 250 |
| 1,000 | - | - | - | - | 1800 | -0.30 | 1.65 | 55.77 | 1,500 | 89,750 |
| - | - | - | - | - | 1820 | - | - | - | - | 1,000 |
| - | - | - | - | - | 1840 | - | - | - | - | 1,000 |
| - | - | - | - | - | 1850 | 0.35 | 2.35 | 52.77 | -500 | 11,750 |
| - | - | - | - | - | 1860 | - | - | - | - | - |
| - | - | - | - | - | 1880 | 0.45 | 3.00 | 51.25 | -250 | 2,750 |
| 2,750 | -250 | 96.53 | 388.25 | 64.70 | 1900 | 0.10 | 2.80 | 47.95 | -10,000 | 309,750 |
| 500 | - | - | - | - | 1920 | - | - | - | - | 2,250 |
| 250 | - | - | - | - | 1940 | - | - | - | - | 9,000 |
| 9,500 | - | 79.05 | 330.00 | 35.00 | 1950 | 0.05 | 4.00 | 44.94 | -2,250 | 47,250 |
| - | - | - | - | - | 1960 | -0.90 | 3.00 | 41.20 | -500 | 11,000 |
| 250 | - | - | - | - | 1980 | -0.40 | 3.90 | 40.81 | -1,250 | 21,250 |
| 42,750 | -250 | - | 238.00 | -3.00 | 2000 | 0.10 | 5.40 | 40.74 | 6,500 | 415,750 |
| 4,750 | - | - | - | - | 2020 | -1.25 | 5.85 | 39.12 | -750 | 25,750 |
| 9,500 | -250 | 50.29 | 227.05 | 19.35 | 2040 | - | 7.55 | 35.32 | 250 | 17,250 |
| 24,250 | -1,500 | - | 195.00 | -2.00 | 2050 | 0.70 | 8.40 | 37.31 | -5,750 | 102,000 |
| 14,750 | - | - | 189.00 | -4.30 | 2060 | 0.35 | 9.25 | 37.52 | -5,250 | 22,000 |
| 12,000 | - | 40.96 | 184.50 | 20.50 | 2080 | 0.75 | 11.35 | 36.54 | -2,500 | 108,250 |
| 299,000 | -1,500 | - | 148.75 | 1.15 | 2100 | 1.20 | 14.00 | 35.70 | -4,250 | 483,500 |
| 22,250 | -750 | 23.94 | 134.65 | 2.65 | 2120 | 1.80 | 17.30 | 35.24 | 6,500 | 56,250 |
| 12,250 | - | 34.51 | 129.40 | 11.90 | 2140 | 1.40 | 21.00 | 34.66 | 500 | 37,000 |
| 19,000 | -2,500 | 26.74 | 110.00 | 0.35 | 2150 | 1.70 | 23.20 | 34.48 | -23,000 | 131,750 |
| 21,500 | -6,750 | 41.62 | 125.15 | 25.15 | 2160 | 2.25 | 26.25 | 33.94 | - | 74,750 |
| 16,000 | -2,000 | 24.14 | 85.60 | -0.10 | 2180 | 2.00 | 32.00 | 34.10 | -7,250 | 67,000 |
| 222,250 | -35,000 | 28.91 | 73.00 | 0.05 | 2200 | 3.50 | 40.30 | 33.90 | 84,500 | 359,250 |
| 83,250 | -2,000 | 28.73 | 60.25 | -1.40 | 2220 | 2.85 | 48.10 | 33.97 | 2,500 | 55,250 |
| 103,500 | -20,750 | 29.19 | 51.55 | 0.30 | 2240 | 4.25 | 59.00 | 34.03 | 9,250 | 60,250 |
| 377,750 | -38,000 | 28.81 | 46.50 | -0.20 | 2250 | 4.85 | 64.05 | 34.33 | 52,500 | 101,000 |
| 73,750 | -4,000 | 29.48 | 42.80 | 0.35 | 2260 | 4.35 | 70.00 | 33.96 | 17,250 | 46,000 |
| 68,500 | -26,500 | 29.87 | 36.05 | 1.20 | 2280 | 4.85 | 80.15 | 35.49 | 9,250 | 25,000 |
| 635,500 | -109,750 | 29.96 | 29.05 | 0.70 | 2300 | 4.25 | 96.20 | 35.06 | 65,750 | 105,000 |
| 90,750 | 33,250 | 30.68 | 23.75 | 0.90 | 2320 | -2.50 | 104.00 | 35.58 | 11,500 | 15,250 |
| 87,250 | 41,250 | 30.65 | 20.00 | 1.70 | 2340 | -34.05 | 98.10 | 21.06 | 500 | 1,000 |
| 312,500 | 25,500 | 31.02 | 17.75 | 1.55 | 2350 | -24.35 | 106.95 | 21.47 | 1,000 | 3,500 |
| 38,750 | 14,500 | 31.22 | 16.25 | 1.45 | 2360 | -29.65 | 124.75 | 29.60 | - | 500 |
| 36,750 | 10,000 | 31.84 | 13.65 | 1.75 | 2380 | -54.70 | 111.00 | - | 750 | 1,750 |
| 370,750 | -12,250 | 32.24 | 10.70 | 0.95 | 2400 | -32.80 | 169.40 | 39.42 | 250 | 2,250 |
| 20,750 | 5,750 | 33.11 | 9.00 | 0.85 | 2420 | -26.90 | 174.75 | 28.17 | - | 750 |
| 15,250 | 2,250 | 33.38 | 7.90 | 1.30 | 2440 | -311.10 | 157.90 | - | - | - |
| 153,000 | 12,750 | 33.39 | 6.25 | 0.45 | 2450 | -385.60 | 166.05 | - | - | - |
| 5,000 | 3,250 | 33.26 | 6.00 | 1.10 | 2460 | -33.40 | 209.80 | 22.47 | - | 1,000 |
| 16,500 | 1,250 | 33.96 | 5.00 | 1.85 | 2480 | -309.35 | 193.00 | - | 500 | 500 |
| 249,750 | 40,500 | 35.22 | 4.30 | 0.80 | 2500 | -8.60 | 248.60 | - | - | 250 |
| Total | 3,474,250 | 2,862,500 | ||||||||
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 prices, 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.