TCS
Tata Consultancy Serv Lt
4139.05
-11.30 (-0.27%)
Option Chain for TCS
14 Nov 2024 09:20 AM 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 | |
0.00 | 0 | 0 | 0 | 0.00 | 470.00 | 0.00 | 3700 | 0.50 | 2.60 | 31.88 | 9 | 0 | 846 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 447.55 | 0.00 | 3750 | 0.00 | 2.40 | 0.00 | 0 | -25 | 0 | 0.00 |
0.00 | 0 | 5 | 0 | 0.00 | 360.05 | 0.00 | 3800 | 0.05 | 3.10 | 26.69 | 44 | 8 | 1,271 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 300.00 | 0.00 | 3850 | 0.05 | 3.95 | 24.72 | 53 | 0 | 619 | -0.05 |
0.00 | 0 | 1 | 0 | 0.00 | 269.20 | 0.00 | 3900 | 0.10 | 5.30 | 22.95 | 67 | 20 | 1,912 | -0.06 |
0.00 | 0 | 15 | 0 | 0.00 | 220.90 | 0.00 | 3950 | -0.10 | 7.35 | 21.18 | 88 | 5 | 941 | -0.09 |
0.92 | 1,065 | 0 | 3 | 15.73 | 179.45 | -2.40 | 4000 | -0.35 | 11.05 | 19.82 | 178 | 22 | 2,939 | -0.13 |
0.88 | 887 | 0 | 18 | 13.35 | 130.95 | -5.20 | 4050 | -0.75 | 17.00 | 18.47 | 113 | -53 | 1,255 | -0.20 |
0.71 | 1,597 | 5 | 157 | 16.97 | 99.55 | 3.90 | 4100 | -0.75 | 28.00 | 17.68 | 301 | 31 | 2,456 | -0.30 |
0.58 | 1,322 | 18 | 194 | 16.36 | 66.70 | 3.45 | 4150 | -1.35 | 44.95 | 17.26 | 176 | 5 | 1,160 | -0.42 |
0.43 | 4,077 | 97 | 536 | 16.28 | 41.90 | 1.90 | 4200 | -1.70 | 69.30 | 16.82 | 99 | 6 | 1,818 | -0.57 |
0.29 | 1,577 | 27 | 158 | 16.45 | 24.70 | 1.15 | 4250 | -0.25 | 103.75 | 17.78 | 10 | -1 | 570 | -0.69 |
0.19 | 3,518 | 1 | 308 | 16.72 | 14.15 | 0.75 | 4300 | -0.95 | 143.25 | 18.76 | 16 | 1 | 1,077 | -0.78 |
0.12 | 1,045 | 11 | 192 | 17.43 | 8.30 | 0.45 | 4350 | 0.00 | 186.70 | 0.00 | 0 | -34 | 0 | 0.00 |
0.08 | 2,000 | 43 | 366 | 18.53 | 5.20 | 0.10 | 4400 | 0.00 | 234.30 | 0.00 | 0 | -20 | 0 | 0.00 |
0.05 | 980 | 19 | 164 | 19.72 | 3.55 | 0.00 | 4450 | 0.00 | 297.90 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.04 | 3,086 | 10 | 41 | 21.50 | 2.80 | -0.05 | 4500 | -7.55 | 331.00 | 26.32 | 4 | 0 | 372 | -0.92 |
0.00 | 0 | 12 | 0 | 0.00 | 2.45 | 0.00 | 4550 | 0.00 | 296.85 | - | 0 | 0 | 0 | - |
0.02 | 1,160 | 0 | 9 | 24.40 | 1.70 | 0.00 | 4600 | 0.00 | 385.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 4 | 0 | 0.00 | 0.80 | 0.00 | 4650 | 0.00 | 368.85 | - | 0 | 0 | 0 | - |
0.00 | 0 | -26 | 0 | 0.00 | 1.40 | 0.00 | 4700 | 0.00 | 583.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 48.95 | 0.00 | 4750 | 0.00 | 446.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -1 | 0 | 0.00 | 1.25 | 0.00 | 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 |
0.00 | 0 | -3 | 0 | 0.00 | 1.05 | 0.00 | 4900 | 0.00 | 413.10 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 61 | 0 | 0 | 32.35 | 0.20 | -0.25 | 5000 | 44.00 | 800.00 | - | 2 | 0 | 47 | - |
22,375 | 17,283 |
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.