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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
  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 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.