TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.49
Theta: -1.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1045.10 | 37.4 | -17.00 | 35.15 | 38 | 3 | 29 | |||
| 20 Nov | 1068.25 | 54.4 | 0.00 | 36.22 | 17 | 2 | 27 | |||
| 19 Nov | 1068.25 | 54.4 | 5.35 | 36.22 | 17 | 3 | 27 | |||
| 18 Nov | 1058.95 | 49.05 | 0.40 | 31.49 | 62 | -6 | 22 | |||
| 14 Nov | 1058.55 | 48.65 | 5.95 | 25.19 | 54 | 11 | 27 | |||
| 13 Nov | 1041.15 | 42.7 | -17.20 | 28.81 | 78 | 8 | 16 | |||
| 12 Nov | 1072.35 | 59.9 | -29.10 | 28.04 | 35 | -4 | 7 | |||
| 11 Nov | 1096.55 | 89 | -21.85 | 39.53 | 11 | 1 | 3 | |||
| 8 Nov | 1101.50 | 110.85 | -2.95 | 57.46 | 1 | 0 | 2 | |||
| 7 Nov | 1120.25 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1129.80 | 113.8 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 1125.75 | 113.8 | 21.85 | - | 2 | 1 | 1 | |||
| 1 Nov | 1154.75 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1148.90 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1131.75 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1096.20 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1091.65 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1064.75 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1107.25 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1143.30 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1189.00 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1088.10 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1073.85 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1100.35 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1099.00 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1104.50 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1183.10 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1077.65 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 1133.05 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1132.60 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1091.10 | 91.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1067.20 | 91.95 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1020 expiring on 28NOV2024
Delta for 1020 CE is 0.72
Historical price for 1020 CE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 37.4, which was -17.00 lower than the previous day. The implied volatity was 35.15, the open interest changed by 3 which increased total open position to 29
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 36.22, the open interest changed by 2 which increased total open position to 27
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 54.4, which was 5.35 higher than the previous day. The implied volatity was 36.22, the open interest changed by 3 which increased total open position to 27
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 49.05, which was 0.40 higher than the previous day. The implied volatity was 31.49, the open interest changed by -6 which decreased total open position to 22
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 48.65, which was 5.95 higher than the previous day. The implied volatity was 25.19, the open interest changed by 11 which increased total open position to 27
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 42.7, which was -17.20 lower than the previous day. The implied volatity was 28.81, the open interest changed by 8 which increased total open position to 16
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 59.9, which was -29.10 lower than the previous day. The implied volatity was 28.04, the open interest changed by -4 which decreased total open position to 7
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 89, which was -21.85 lower than the previous day. The implied volatity was 39.53, the open interest changed by 1 which increased total open position to 3
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 110.85, which was -2.95 lower than the previous day. The implied volatity was 57.46, the open interest changed by 0 which decreased total open position to 2
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 113.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 113.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 113.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 113.8, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATACHEM was trading at 1088.10. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept TATACHEM was trading at 1091.10. The strike last trading price was 91.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept TATACHEM was trading at 1067.20. The strike last trading price was 91.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACHEM 28NOV2024 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.48
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1045.10 | 8.3 | 1.75 | 33.81 | 1,251 | 89 | 221 |
| 20 Nov | 1068.25 | 6.55 | 0.00 | 34.97 | 458 | -40 | 136 |
| 19 Nov | 1068.25 | 6.55 | -1.15 | 34.97 | 458 | -36 | 136 |
| 18 Nov | 1058.95 | 7.7 | -1.55 | 33.42 | 426 | -11 | 172 |
| 14 Nov | 1058.55 | 9.25 | -5.05 | 30.94 | 415 | 6 | 190 |
| 13 Nov | 1041.15 | 14.3 | 5.30 | 32.44 | 656 | 1 | 184 |
| 12 Nov | 1072.35 | 9 | 2.40 | 32.14 | 334 | -4 | 183 |
| 11 Nov | 1096.55 | 6.6 | -0.30 | 34.96 | 437 | 29 | 187 |
| 8 Nov | 1101.50 | 6.9 | 0.95 | 34.69 | 418 | 20 | 161 |
| 7 Nov | 1120.25 | 5.95 | 1.65 | 36.44 | 271 | 5 | 139 |
| 6 Nov | 1150.55 | 4.3 | -2.65 | 38.65 | 152 | 15 | 139 |
| 5 Nov | 1129.80 | 6.95 | -1.55 | 38.53 | 156 | 1 | 125 |
| 4 Nov | 1125.75 | 8.5 | 1.65 | 40.21 | 290 | 41 | 124 |
| 1 Nov | 1154.75 | 6.85 | 0.60 | 40.24 | 28 | 14 | 80 |
| 31 Oct | 1148.90 | 6.25 | -2.70 | - | 46 | 18 | 66 |
| 30 Oct | 1131.75 | 8.95 | -8.30 | - | 83 | 13 | 52 |
| 29 Oct | 1096.20 | 17.25 | 1.10 | - | 7 | -2 | 39 |
| 28 Oct | 1091.65 | 16.15 | 0.15 | - | 39 | 41 | 41 |
| 25 Oct | 1064.75 | 16 | 0.00 | - | 0 | 3 | 0 |
| 24 Oct | 1107.25 | 16 | 5.00 | - | 10 | 3 | 19 |
| 23 Oct | 1124.85 | 11 | -3.20 | - | 5 | -2 | 15 |
| 22 Oct | 1143.30 | 14.2 | -4.00 | - | 9 | 2 | 16 |
| 21 Oct | 1189.00 | 18.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1088.10 | 18.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 18.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 18.2 | 0.00 | - | 0 | 0 | 14 |
| 15 Oct | 1099.00 | 18.2 | 0.00 | - | 0 | 0 | 14 |
| 14 Oct | 1104.50 | 18.2 | -26.50 | - | 17 | 14 | 14 |
| 11 Oct | 1183.10 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1091.10 | 44.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1067.20 | 44.7 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1020 expiring on 28NOV2024
Delta for 1020 PE is -0.27
Historical price for 1020 PE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 8.3, which was 1.75 higher than the previous day. The implied volatity was 33.81, the open interest changed by 89 which increased total open position to 221
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 34.97, the open interest changed by -40 which decreased total open position to 136
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 6.55, which was -1.15 lower than the previous day. The implied volatity was 34.97, the open interest changed by -36 which decreased total open position to 136
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 7.7, which was -1.55 lower than the previous day. The implied volatity was 33.42, the open interest changed by -11 which decreased total open position to 172
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 9.25, which was -5.05 lower than the previous day. The implied volatity was 30.94, the open interest changed by 6 which increased total open position to 190
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 14.3, which was 5.30 higher than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 184
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 9, which was 2.40 higher than the previous day. The implied volatity was 32.14, the open interest changed by -4 which decreased total open position to 183
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 6.6, which was -0.30 lower than the previous day. The implied volatity was 34.96, the open interest changed by 29 which increased total open position to 187
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 6.9, which was 0.95 higher than the previous day. The implied volatity was 34.69, the open interest changed by 20 which increased total open position to 161
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 5.95, which was 1.65 higher than the previous day. The implied volatity was 36.44, the open interest changed by 5 which increased total open position to 139
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 4.3, which was -2.65 lower than the previous day. The implied volatity was 38.65, the open interest changed by 15 which increased total open position to 139
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 6.95, which was -1.55 lower than the previous day. The implied volatity was 38.53, the open interest changed by 1 which increased total open position to 125
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 8.5, which was 1.65 higher than the previous day. The implied volatity was 40.21, the open interest changed by 41 which increased total open position to 124
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 6.85, which was 0.60 higher than the previous day. The implied volatity was 40.24, the open interest changed by 14 which increased total open position to 80
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 6.25, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 8.95, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 17.25, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 16.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 16, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 11, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 14.2, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATACHEM was trading at 1088.10. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 18.2, which was -26.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept TATACHEM was trading at 1091.10. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept TATACHEM was trading at 1067.20. The strike last trading price was 44.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
