TCS
Tata Consultancy Serv Lt
4170.3
-101.59 (-2.38%)
Option Chain for TCS
20 Dec 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 | |
0.00 | 0 | 0 | 0 | 0.00 | 1053.80 | 0.00 | 3300 | 0.00 | 0.70 | - | 15 | -9 | 37 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3350 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 957.35 | 0.00 | 3400 | 0.00 | 3.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 862.25 | 0.00 | 3500 | -0.35 | 0.85 | - | 135 | 14 | 211 | - |
0.00 | 0 | 0 | 0 | 0.00 | 473.10 | 0.00 | 3550 | 0.00 | 15.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 759.80 | 0.00 | 3600 | -0.25 | 0.90 | - | 291 | 129 | 333 | - |
0.00 | 0 | 0 | 0 | 0.00 | 387.25 | 0.00 | 3650 | 0.00 | 28.25 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 6 | 0 | 2 | - | 579.30 | -80.70 | 3700 | -0.25 | 1.10 | 43.73 | 204 | 26 | 411 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 308.60 | 0.00 | 3750 | -0.15 | 1.30 | 40.52 | 92 | -9 | 85 | -0.02 |
- | 8 | 1 | 6 | - | 375.15 | -224.85 | 3800 | 0.05 | 1.85 | 38.32 | 823 | -90 | 881 | -0.02 |
- | 0 | 0 | 0 | - | 238.80 | 0.00 | 3850 | 0.05 | 2.20 | 34.89 | 226 | 23 | 206 | -0.03 |
- | 34 | -1 | 8 | - | 282.00 | -103.00 | 3900 | 0.50 | 2.90 | 31.93 | 1,752 | 187 | 995 | -0.04 |
0.00 | 0 | -1 | 0 | 0.00 | 339.00 | 0.00 | 3950 | 1.35 | 4.55 | 29.90 | 2,104 | 135 | 575 | -0.06 |
- | 189 | 21 | 154 | - | 177.40 | -121.15 | 4000 | 2.65 | 6.95 | 27.54 | 9,856 | -91 | 2,495 | -0.10 |
- | 306 | 134 | 302 | - | 131.60 | -130.05 | 4050 | 5.60 | 11.25 | 25.46 | 9,225 | 119 | 654 | -0.16 |
0.85 | 535 | 187 | 960 | 15.64 | 90.55 | -114.95 | 4100 | 11.05 | 19.65 | 24.09 | 17,333 | -13 | 1,822 | -0.25 |
0.65 | 562 | 421 | 2,744 | 17.25 | 56.10 | -104.55 | 4150 | 21.25 | 34.45 | 23.29 | 17,140 | 635 | 1,656 | -0.39 |
0.44 | 2,350 | 1,559 | 15,029 | 17.84 | 30.70 | -85.30 | 4200 | 36.15 | 57.70 | 23.01 | 23,043 | -1,016 | 2,163 | -0.55 |
0.27 | 2,345 | 1,300 | 13,994 | 19.39 | 16.80 | -63.00 | 4250 | 64.75 | 99.75 | 28.42 | 15,171 | -663 | 1,393 | -0.66 |
0.16 | 5,329 | 1,654 | 42,754 | 21.03 | 9.25 | -42.05 | 4300 | 78.80 | 135.10 | 27.81 | 13,003 | -151 | 2,452 | -0.77 |
0.11 | 4,526 | 1,380 | 35,679 | 23.98 | 6.40 | -23.65 | 4350 | 98.45 | 183.65 | 33.28 | 3,961 | -399 | 1,245 | -0.81 |
0.07 | 6,631 | 1,502 | 52,757 | 26.91 | 4.75 | -13.10 | 4400 | 108.50 | 232.35 | 38.25 | 2,467 | -280 | 1,518 | -0.84 |
0.05 | 4,252 | 242 | 20,385 | 29.46 | 3.50 | -7.70 | 4450 | 117.75 | 282.00 | 43.55 | 785 | -174 | 860 | -0.86 |
0.04 | 6,961 | -203 | 24,135 | 31.89 | 2.65 | -4.95 | 4500 | 119.90 | 331.40 | 48.34 | 361 | -109 | 801 | -0.87 |
0.03 | 3,873 | -119 | 8,489 | 34.36 | 2.10 | -2.65 | 4550 | 113.35 | 382.60 | 54.56 | 39 | -8 | 351 | -0.88 |
0.03 | 2,816 | -396 | 9,260 | 37.57 | 1.95 | -1.50 | 4600 | 92.20 | 415.00 | - | 77 | -27 | 313 | - |
0.02 | 1,403 | 2 | 3,602 | 40.94 | 1.90 | -0.85 | 4650 | 0.00 | 183.85 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.02 | 2,791 | 0 | 3,632 | 43.06 | 1.55 | -0.70 | 4700 | 127.00 | 530.00 | 66.29 | 18 | -10 | 24 | -0.91 |
0.02 | 488 | -103 | 754 | 45.68 | 1.40 | -0.40 | 4750 | 0.00 | 734.35 | - | 0 | 0 | 0 | - |
0.01 | 1,284 | -357 | 1,655 | 48.63 | 1.35 | -0.30 | 4800 | 0.00 | 320.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 292 | -74 | 348 | 51.48 | 1.30 | -0.15 | 4850 | 0.00 | 830.80 | - | 0 | 0 | 0 | - |
0.01 | 459 | -11 | 263 | 53.03 | 1.05 | -0.15 | 4900 | 38.00 | 613.00 | - | 3 | 0 | 10 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,750 | -28 | 1,302 | - | 1.00 | -0.25 | 5000 | 0.00 | 572.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 151 | -9 | 55 | - | 0.60 | -0.30 | 5100 | 0.00 | 744.10 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 29 | 1 | 12 | - | 0.20 | -0.30 | 5200 | 0.00 | 834.25 | - | 0 | 0 | 0 | - |
49,370 | 21,491 |
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.