TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
03 Dec 2024 04:12 PM IST
| TATACHEM 26DEC2024 1040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.56
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1136.40 | 107 | 15.05 | 32.44 | 5 | 1 | 7 | |||
| 2 Dec | 1129.80 | 91.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1111.75 | 91.95 | 1.95 | 36.37 | 4 | 1 | 7 | |||
| 28 Nov | 1103.85 | 90 | 9.00 | 33.27 | 5 | 1 | 6 | |||
| 27 Nov | 1107.15 | 81 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 26 Nov | 1095.30 | 81 | 2.30 | 34.09 | 6 | 0 | 3 | |||
| 25 Nov | 1081.95 | 78.7 | -18.40 | 38.85 | 7 | 2 | 2 | |||
| 22 Nov | 1069.90 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1045.10 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1068.25 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1068.25 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1058.95 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1058.55 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1041.15 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1072.35 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1096.55 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1101.50 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1120.25 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 97.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1148.90 | 97.1 | 97.10 | - | 0 | 0 | 0 | |||
| 30 Oct | 1131.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1096.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1091.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1064.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1107.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1143.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1189.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1099.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1183.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 1105.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1077.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1133.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1132.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1091.10 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1040 expiring on 26DEC2024
Delta for 1040 CE is 0.88
Historical price for 1040 CE is as follows
On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 107, which was 15.05 higher than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 7
On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 91.95, 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 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 91.95, which was 1.95 higher than the previous day. The implied volatity was 36.37, the open interest changed by 1 which increased total open position to 7
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 90, which was 9.00 higher than the previous day. The implied volatity was 33.27, the open interest changed by 1 which increased total open position to 6
On 27 Nov TATACHEM was trading at 1107.15. The strike last trading price was 81, 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 26 Nov TATACHEM was trading at 1095.30. The strike last trading price was 81, which was 2.30 higher than the previous day. The implied volatity was 34.09, the open interest changed by 0 which decreased total open position to 3
On 25 Nov TATACHEM was trading at 1081.95. The strike last trading price was 78.7, which was -18.40 lower than the previous day. The implied volatity was 38.85, the open interest changed by 2 which increased total open position to 2
On 22 Nov TATACHEM was trading at 1069.90. The strike last trading price was 97.1, 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 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 97.1, 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 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 97.1, 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 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 97.1, 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 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 97.1, 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 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 97.1, 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 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 97.1, 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 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 97.1, 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 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 97.1, 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 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 97.1, 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 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 97.1, 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 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 97.1, 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 97.1, which was 97.10 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 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 29 Oct TATACHEM was trading at 1096.20. 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 28 Oct TATACHEM was trading at 1091.65. 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 25 Oct TATACHEM was trading at 1064.75. 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 24 Oct TATACHEM was trading at 1107.25. 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 23 Oct TATACHEM was trading at 1124.85. 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 22 Oct TATACHEM was trading at 1143.30. 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 21 Oct TATACHEM was trading at 1189.00. 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 15 Oct TATACHEM was trading at 1099.00. 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 11 Oct TATACHEM was trading at 1183.10. 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 10 Oct TATACHEM was trading at 1151.20. 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 9 Oct TATACHEM was trading at 1105.35. 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 8 Oct TATACHEM was trading at 1085.70. 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 7 Oct TATACHEM was trading at 1077.65. 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 3 Oct TATACHEM was trading at 1133.05. 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 1 Oct TATACHEM was trading at 1132.60. 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 30 Sept TATACHEM was trading at 1091.10. 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 26DEC2024 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.52
Theta: -0.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1136.40 | 4.5 | -1.20 | 30.46 | 761 | 6 | 284 |
| 2 Dec | 1129.80 | 5.7 | -3.25 | 32.03 | 621 | 102 | 278 |
| 29 Nov | 1111.75 | 8.95 | -0.95 | 30.01 | 302 | 46 | 176 |
| 28 Nov | 1103.85 | 9.9 | -1.90 | 30.71 | 181 | 8 | 131 |
| 27 Nov | 1107.15 | 11.8 | -3.80 | 31.35 | 106 | 24 | 122 |
| 26 Nov | 1095.30 | 15.6 | -1.75 | 32.60 | 67 | 23 | 98 |
| 25 Nov | 1081.95 | 17.35 | -8.15 | 30.63 | 120 | 49 | 74 |
| 22 Nov | 1069.90 | 25.5 | -8.45 | 32.33 | 55 | 24 | 49 |
| 21 Nov | 1045.10 | 33.95 | 6.95 | 32.48 | 12 | 1 | 24 |
| 20 Nov | 1068.25 | 27 | 0.00 | 31.82 | 20 | 16 | 22 |
| 19 Nov | 1068.25 | 27 | -3.00 | 31.82 | 20 | 15 | 22 |
| 18 Nov | 1058.95 | 30 | 10.50 | 32.37 | 9 | 4 | 6 |
| 14 Nov | 1058.55 | 19.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1041.15 | 19.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1072.35 | 19.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1096.55 | 19.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 1101.50 | 19.5 | -3.90 | 31.28 | 1 | 0 | 1 |
| 7 Nov | 1120.25 | 23.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 23.4 | -40.50 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1148.90 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1131.75 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1096.20 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1091.65 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1064.75 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 63.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 63.9 | 63.90 | - | 0 | 0 | 0 |
| 11 Oct | 1183.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1091.10 | 0 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1040 expiring on 26DEC2024
Delta for 1040 PE is -0.11
Historical price for 1040 PE is as follows
On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 4.5, which was -1.20 lower than the previous day. The implied volatity was 30.46, the open interest changed by 6 which increased total open position to 284
On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 5.7, which was -3.25 lower than the previous day. The implied volatity was 32.03, the open interest changed by 102 which increased total open position to 278
On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 8.95, which was -0.95 lower than the previous day. The implied volatity was 30.01, the open interest changed by 46 which increased total open position to 176
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 9.9, which was -1.90 lower than the previous day. The implied volatity was 30.71, the open interest changed by 8 which increased total open position to 131
On 27 Nov TATACHEM was trading at 1107.15. The strike last trading price was 11.8, which was -3.80 lower than the previous day. The implied volatity was 31.35, the open interest changed by 24 which increased total open position to 122
On 26 Nov TATACHEM was trading at 1095.30. The strike last trading price was 15.6, which was -1.75 lower than the previous day. The implied volatity was 32.60, the open interest changed by 23 which increased total open position to 98
On 25 Nov TATACHEM was trading at 1081.95. The strike last trading price was 17.35, which was -8.15 lower than the previous day. The implied volatity was 30.63, the open interest changed by 49 which increased total open position to 74
On 22 Nov TATACHEM was trading at 1069.90. The strike last trading price was 25.5, which was -8.45 lower than the previous day. The implied volatity was 32.33, the open interest changed by 24 which increased total open position to 49
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 33.95, which was 6.95 higher than the previous day. The implied volatity was 32.48, the open interest changed by 1 which increased total open position to 24
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 31.82, the open interest changed by 16 which increased total open position to 22
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 31.82, the open interest changed by 15 which increased total open position to 22
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 30, which was 10.50 higher than the previous day. The implied volatity was 32.37, the open interest changed by 4 which increased total open position to 6
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 19.5, 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 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 19.5, 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 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 19.5, 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 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 19.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 19.5, which was -3.90 lower than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 1
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 23.4, 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 23.4, which was -40.50 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 63.9, 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 Oct TATACHEM was trading at 1131.75. The strike last trading price was 63.9, 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 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 63.9, 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 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, which was 63.90 higher 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 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 10 Oct TATACHEM was trading at 1151.20. 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 9 Oct TATACHEM was trading at 1105.35. 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 8 Oct TATACHEM was trading at 1085.70. 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 7 Oct TATACHEM was trading at 1077.65. 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 3 Oct TATACHEM was trading at 1133.05. 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 1 Oct TATACHEM was trading at 1132.60. 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 30 Sept TATACHEM was trading at 1091.10. 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
