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TATACHEM
Tata Chemicals Ltd

1045.1 -23.15 (-2.17%)

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Historical option data for TATACHEM

21 Nov 2024 04:12 PM IST
TATACHEM 28NOV2024 1040 CE
Delta: 0.58
Vega: 0.57
Theta: -1.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1045.10 24.1 -11.75 33.97 509 42 202
20 Nov 1068.25 35.85 0.00 29.13 335 -22 160
19 Nov 1068.25 35.85 2.40 29.13 335 -22 160
18 Nov 1058.95 33.45 -0.95 29.36 483 -3 181
14 Nov 1058.55 34.4 3.50 25.58 1,115 -41 183
13 Nov 1041.15 30.9 -17.40 29.60 524 205 224
12 Nov 1072.35 48.3 -19.95 32.36 32 2 21
11 Nov 1096.55 68.25 -26.15 31.68 14 6 19
8 Nov 1101.50 94.4 0.00 0.00 0 4 0
7 Nov 1120.25 94.4 -32.35 35.28 10 3 12
6 Nov 1150.55 126.75 10.90 43.23 9 -3 9
5 Nov 1129.80 115.85 16.85 51.76 1 0 12
4 Nov 1125.75 99 -29.00 28.07 12 9 13
1 Nov 1154.75 128 0.00 0.00 0 0 0
31 Oct 1148.90 128 50.85 - 1 0 4
30 Oct 1131.75 77.15 0.00 - 0 4 0
29 Oct 1096.20 77.15 -33.75 - 6 3 3
28 Oct 1091.65 110.9 0.00 - 0 0 0
25 Oct 1064.75 110.9 0.00 - 0 0 0
24 Oct 1107.25 110.9 0.00 - 0 0 0
23 Oct 1124.85 110.9 0.00 - 0 0 0
22 Oct 1143.30 110.9 0.00 - 0 0 0
21 Oct 1189.00 110.9 0.00 - 0 0 0
18 Oct 1088.10 110.9 0.00 - 0 0 0
17 Oct 1073.85 110.9 0.00 - 0 0 0
16 Oct 1100.35 110.9 0.00 - 0 0 0
15 Oct 1099.00 110.9 0.00 - 0 0 0
14 Oct 1104.50 110.9 0.00 - 0 0 0
11 Oct 1183.10 110.9 0.00 - 0 0 0
10 Oct 1151.20 110.9 0.00 - 0 0 0
9 Oct 1105.35 110.9 0.00 - 0 0 0
8 Oct 1085.70 110.9 0.00 - 0 0 0
7 Oct 1077.65 110.9 0.00 - 0 0 0
4 Oct 1128.65 110.9 0.00 - 0 0 0
3 Oct 1133.05 110.9 0.00 - 0 0 0
1 Oct 1132.60 110.9 0.00 - 0 0 0
30 Sept 1091.10 110.9 0.00 - 0 0 0
27 Sept 1067.20 110.9 0.00 - 0 0 0
26 Sept 1054.45 110.9 0.00 - 0 0 0
23 Sept 1034.10 110.9 0.00 - 0 0 0
20 Sept 1025.70 110.9 0.00 - 0 0 0
19 Sept 1022.50 110.9 110.90 - 0 0 0
10 Sept 1062.85 0 0.00 - 0 0 0
6 Sept 1056.65 0 0.00 - 0 0 0
5 Sept 1081.25 0 0.00 - 0 0 0
2 Sept 1084.15 0 - 0 0 0


For Tata Chemicals Ltd - strike price 1040 expiring on 28NOV2024

Delta for 1040 CE is 0.58

Historical price for 1040 CE is as follows

On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 24.1, which was -11.75 lower than the previous day. The implied volatity was 33.97, the open interest changed by 42 which increased total open position to 202


On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 35.85, which was 0.00 lower than the previous day. The implied volatity was 29.13, the open interest changed by -22 which decreased total open position to 160


On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 35.85, which was 2.40 higher than the previous day. The implied volatity was 29.13, the open interest changed by -22 which decreased total open position to 160


On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 33.45, which was -0.95 lower than the previous day. The implied volatity was 29.36, the open interest changed by -3 which decreased total open position to 181


On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 34.4, which was 3.50 higher than the previous day. The implied volatity was 25.58, the open interest changed by -41 which decreased total open position to 183


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 30.9, which was -17.40 lower than the previous day. The implied volatity was 29.60, the open interest changed by 205 which increased total open position to 224


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 48.3, which was -19.95 lower than the previous day. The implied volatity was 32.36, the open interest changed by 2 which increased total open position to 21


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 68.25, which was -26.15 lower than the previous day. The implied volatity was 31.68, the open interest changed by 6 which increased total open position to 19


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 94.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 94.4, which was -32.35 lower than the previous day. The implied volatity was 35.28, the open interest changed by 3 which increased total open position to 12


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 126.75, which was 10.90 higher than the previous day. The implied volatity was 43.23, the open interest changed by -3 which decreased total open position to 9


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 115.85, which was 16.85 higher than the previous day. The implied volatity was 51.76, the open interest changed by 0 which decreased total open position to 12


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 99, which was -29.00 lower than the previous day. The implied volatity was 28.07, the open interest changed by 9 which increased total open position to 13


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 128, 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 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 128, which was 50.85 higher 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 77.15, 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 77.15, which was -33.75 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 110.9, 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 26 Sept TATACHEM was trading at 1054.45. The strike last trading price was 110.9, 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 Sept TATACHEM was trading at 1034.10. The strike last trading price was 110.9, 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 20 Sept TATACHEM was trading at 1025.70. The strike last trading price was 110.9, 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 19 Sept TATACHEM was trading at 1022.50. The strike last trading price was 110.9, which was 110.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept TATACHEM was trading at 1062.85. The strike last trading price was 0, 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 6 Sept TATACHEM was trading at 1056.65. The strike last trading price was 0, 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 5 Sept TATACHEM was trading at 1081.25. The strike last trading price was 0, 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 2 Sept TATACHEM was trading at 1084.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACHEM 28NOV2024 1040 PE
Delta: -0.42
Vega: 0.57
Theta: -1.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1045.10 14.9 3.30 32.73 902 47 510
20 Nov 1068.25 11.6 0.00 34.46 834 39 463
19 Nov 1068.25 11.6 -1.55 34.46 834 39 463
18 Nov 1058.95 13.15 -2.85 32.66 753 39 423
14 Nov 1058.55 16 -6.30 31.63 607 54 385
13 Nov 1041.15 22.3 8.75 32.69 1,032 58 332
12 Nov 1072.35 13.55 3.95 30.82 587 9 285
11 Nov 1096.55 9.6 -0.30 33.46 372 36 283
8 Nov 1101.50 9.9 1.50 33.45 364 3 249
7 Nov 1120.25 8.4 2.55 35.23 361 2 246
6 Nov 1150.55 5.85 -3.90 37.20 461 41 247
5 Nov 1129.80 9.75 -2.10 37.75 505 53 211
4 Nov 1125.75 11.85 2.70 39.76 388 26 158
1 Nov 1154.75 9.15 -0.20 39.28 24 -12 132
31 Oct 1148.90 9.35 -2.75 - 214 54 129
30 Oct 1131.75 12.1 -9.10 - 80 12 75
29 Oct 1096.20 21.2 -0.80 - 62 17 67
28 Oct 1091.65 22 -14.65 - 49 20 50
25 Oct 1064.75 36.65 19.80 - 16 1 30
24 Oct 1107.25 16.85 -0.35 - 3 1 28
23 Oct 1124.85 17.2 4.70 - 14 9 26
22 Oct 1143.30 12.5 2.25 - 23 0 18
21 Oct 1189.00 10.25 -14.75 - 5 -4 19
18 Oct 1088.10 25 0.00 - 0 0 0
17 Oct 1073.85 25 0.00 - 0 0 0
16 Oct 1100.35 25 0.00 - 0 0 0
15 Oct 1099.00 25 0.00 - 0 23 0
14 Oct 1104.50 25 -33.85 - 31 23 23
11 Oct 1183.10 58.85 0.00 - 0 0 0
10 Oct 1151.20 58.85 0.00 - 0 0 0
9 Oct 1105.35 58.85 0.00 - 0 0 0
8 Oct 1085.70 58.85 0.00 - 0 0 0
7 Oct 1077.65 58.85 0.00 - 0 0 0
4 Oct 1128.65 58.85 0.00 - 0 0 0
3 Oct 1133.05 58.85 0.00 - 0 0 0
1 Oct 1132.60 58.85 0.00 - 0 0 0
30 Sept 1091.10 58.85 0.00 - 0 0 0
27 Sept 1067.20 58.85 0.00 - 0 0 0
26 Sept 1054.45 58.85 0.00 - 0 0 0
23 Sept 1034.10 58.85 0.00 - 0 0 0
20 Sept 1025.70 58.85 0.00 - 0 0 0
19 Sept 1022.50 58.85 0.00 - 0 0 0
10 Sept 1062.85 58.85 0.00 - 0 0 0
6 Sept 1056.65 58.85 0.00 - 0 0 0
5 Sept 1081.25 58.85 0.00 - 0 0 0
2 Sept 1084.15 58.85 - 0 0 0


For Tata Chemicals Ltd - strike price 1040 expiring on 28NOV2024

Delta for 1040 PE is -0.42

Historical price for 1040 PE is as follows

On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 14.9, which was 3.30 higher than the previous day. The implied volatity was 32.73, the open interest changed by 47 which increased total open position to 510


On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 34.46, the open interest changed by 39 which increased total open position to 463


On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 11.6, which was -1.55 lower than the previous day. The implied volatity was 34.46, the open interest changed by 39 which increased total open position to 463


On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 13.15, which was -2.85 lower than the previous day. The implied volatity was 32.66, the open interest changed by 39 which increased total open position to 423


On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 16, which was -6.30 lower than the previous day. The implied volatity was 31.63, the open interest changed by 54 which increased total open position to 385


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 22.3, which was 8.75 higher than the previous day. The implied volatity was 32.69, the open interest changed by 58 which increased total open position to 332


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 13.55, which was 3.95 higher than the previous day. The implied volatity was 30.82, the open interest changed by 9 which increased total open position to 285


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 9.6, which was -0.30 lower than the previous day. The implied volatity was 33.46, the open interest changed by 36 which increased total open position to 283


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 9.9, which was 1.50 higher than the previous day. The implied volatity was 33.45, the open interest changed by 3 which increased total open position to 249


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 8.4, which was 2.55 higher than the previous day. The implied volatity was 35.23, the open interest changed by 2 which increased total open position to 246


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 5.85, which was -3.90 lower than the previous day. The implied volatity was 37.20, the open interest changed by 41 which increased total open position to 247


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 9.75, which was -2.10 lower than the previous day. The implied volatity was 37.75, the open interest changed by 53 which increased total open position to 211


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 11.85, which was 2.70 higher than the previous day. The implied volatity was 39.76, the open interest changed by 26 which increased total open position to 158


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 9.15, which was -0.20 lower than the previous day. The implied volatity was 39.28, the open interest changed by -12 which decreased total open position to 132


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 9.35, which was -2.75 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 12.1, which was -9.10 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 21.2, which was -0.80 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 22, which was -14.65 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 36.65, which was 19.80 higher 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 16.85, which was -0.35 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 17.2, which was 4.70 higher 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 12.5, which was 2.25 higher 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 10.25, which was -14.75 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 25, 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 25, 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 25, 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 25, 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 25, which was -33.85 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 58.85, 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 26 Sept TATACHEM was trading at 1054.45. The strike last trading price was 58.85, 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 Sept TATACHEM was trading at 1034.10. The strike last trading price was 58.85, 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 20 Sept TATACHEM was trading at 1025.70. The strike last trading price was 58.85, 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 19 Sept TATACHEM was trading at 1022.50. The strike last trading price was 58.85, 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 Sept TATACHEM was trading at 1062.85. The strike last trading price was 58.85, 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 6 Sept TATACHEM was trading at 1056.65. The strike last trading price was 58.85, 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 5 Sept TATACHEM was trading at 1081.25. The strike last trading price was 58.85, 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 2 Sept TATACHEM was trading at 1084.15. The strike last trading price was 58.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to