TCS
Tata Consultancy Serv Lt
4072.85
33.30 (0.82%)
Option Chain for TCS
21 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 175 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 1278.40 | 0.00 | 3300 | 0.35 | 0.95 | - | 69 | 16 | 199 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3350 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1174.30 | 0.00 | 3400 | 0.05 | 0.90 | - | 61 | 6 | 290 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1077.40 | 0.00 | 3500 | 0.25 | 1.40 | 50.65 | 28 | 2 | 294 | -0.01 |
- | 0 | 0 | 0 | - | 790.50 | 0.00 | 3550 | -2.05 | 0.60 | 41.61 | 3 | 0 | 1 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 450.00 | 0.00 | 3600 | -0.30 | 1.35 | 42.19 | 162 | 16 | 770 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 320.45 | 0.00 | 3650 | -0.35 | 1.75 | 39.65 | 296 | 22 | 224 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 367.85 | 0.00 | 3700 | -0.60 | 2.05 | 36.39 | 1,138 | -25 | 937 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 447.55 | 0.00 | 3750 | -1.00 | 2.85 | 34.04 | 1,324 | 92 | 407 | -0.04 |
- | 88 | -87 | 195 | - | 264.80 | 18.85 | 3800 | -1.60 | 4.30 | 32.11 | 3,162 | 100 | 1,734 | -0.06 |
- | 65 | -32 | 93 | - | 225.20 | 27.20 | 3850 | -2.50 | 6.40 | 29.99 | 2,826 | 28 | 878 | -0.08 |
0.95 | 218 | -75 | 231 | 19.95 | 178.05 | 22.05 | 3900 | -3.30 | 9.80 | 27.97 | 4,294 | -246 | 1,794 | -0.12 |
0.94 | 421 | 32 | 521 | 14.99 | 127.95 | 13.90 | 3950 | -5.70 | 15.05 | 25.85 | 4,531 | 41 | 1,608 | -0.19 |
0.79 | 1,676 | 99 | 5,836 | 16.93 | 87.00 | 9.80 | 4000 | -9.75 | 23.55 | 23.81 | 7,926 | 8 | 3,575 | -0.28 |
0.61 | 2,199 | 327 | 14,025 | 16.96 | 52.25 | 4.75 | 4050 | -14.60 | 38.10 | 22.29 | 10,250 | 163 | 1,423 | -0.41 |
0.41 | 2,928 | 288 | 26,066 | 17.37 | 28.25 | 1.45 | 4100 | -18.55 | 63.40 | 22.36 | 5,661 | -233 | 1,898 | -0.57 |
0.24 | 2,960 | 176 | 14,557 | 17.77 | 13.65 | -1.10 | 4150 | -18.85 | 100.35 | 24.55 | 802 | -53 | 760 | -0.70 |
0.13 | 5,898 | 616 | 11,719 | 19.31 | 7.25 | -1.20 | 4200 | -23.45 | 140.40 | 25.76 | 675 | -86 | 1,323 | -0.79 |
0.07 | 2,665 | 133 | 5,719 | 20.42 | 3.60 | -1.10 | 4250 | -27.50 | 182.55 | 25.68 | 54 | -10 | 352 | -0.88 |
0.04 | 3,280 | 246 | 6,028 | 21.96 | 2.00 | -0.45 | 4300 | -27.90 | 230.10 | 28.16 | 100 | 19 | 954 | -0.91 |
0.03 | 1,321 | 16 | 1,631 | 24.50 | 1.50 | -0.25 | 4350 | 53.00 | 313.00 | 57.69 | 3 | -1 | 235 | -0.78 |
0.02 | 1,721 | -162 | 1,234 | 27.40 | 1.30 | -0.05 | 4400 | -29.00 | 331.00 | 38.25 | 80 | -10 | 575 | -0.92 |
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0.02 | 588 | -85 | 259 | 30.01 | 1.10 | -0.10 | 4450 | 0.00 | 283.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 2,701 | 178 | 1,231 | 33.43 | 1.15 | 0.00 | 4500 | -24.00 | 436.00 | 54.60 | 3 | -2 | 349 | -0.90 |
0.02 | 485 | -120 | 245 | 36.58 | 1.15 | -0.05 | 4550 | 0.00 | 296.85 | - | 0 | 0 | 0 | - |
0.01 | 893 | -25 | 276 | 38.38 | 0.90 | 0.15 | 4600 | 185.00 | 570.00 | 89.62 | 1 | 0 | 195 | -0.82 |
0.01 | 29 | -1 | 2 | 39.84 | 0.70 | 0.15 | 4650 | 0.00 | 368.85 | - | 0 | 0 | 0 | - |
0.01 | 392 | -19 | 49 | 43.87 | 0.85 | 0.00 | 4700 | 70.00 | 653.05 | - | 3 | -1 | 27 | - |
0.00 | 0 | 0 | 0 | 0.00 | 48.95 | 0.00 | 4750 | 0.00 | 446.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 66 | 6 | 50 | 47.44 | 0.60 | 0.05 | 4800 | 0.00 | 850.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4850 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 346 | -17 | 46 | - | 0.70 | -0.15 | 4900 | 0.00 | 413.10 | - | 0 | 0 | 0 | - |
30,940 | 20,802 |
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.