TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
03 Dec 2024 04:12 PM IST
| TATACHEM 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.64
Theta: -0.65
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1136.40 | 87.9 | 4.00 | 28.89 | 25 | 3 | 45 | |||
| 2 Dec | 1129.80 | 83.9 | 12.20 | 22.46 | 2 | 0 | 42 | |||
| 29 Nov | 1111.75 | 71.7 | 6.70 | 29.86 | 51 | 11 | 41 | |||
| 28 Nov | 1103.85 | 65 | -8.20 | 27.16 | 3 | 0 | 31 | |||
| 27 Nov | 1107.15 | 73.2 | 12.20 | 33.58 | 25 | 4 | 30 | |||
| 26 Nov | 1095.30 | 61 | 5.90 | 28.18 | 12 | 3 | 26 | |||
| 25 Nov | 1081.95 | 55.1 | 7.85 | 29.23 | 24 | 12 | 22 | |||
|
|
||||||||||
| 22 Nov | 1069.90 | 47.25 | 10.65 | 29.22 | 75 | 13 | 23 | |||
| 21 Nov | 1045.10 | 36.6 | -14.40 | 29.56 | 14 | 5 | 9 | |||
| 20 Nov | 1068.25 | 51 | 0.00 | 32.68 | 3 | 0 | 3 | |||
| 19 Nov | 1068.25 | 51 | 9.00 | 32.68 | 3 | -1 | 3 | |||
| 18 Nov | 1058.95 | 42 | 0.00 | 26.90 | 1 | 0 | 3 | |||
| 14 Nov | 1058.55 | 42 | -1.00 | 25.38 | 3 | 0 | 2 | |||
| 13 Nov | 1041.15 | 43 | -90.10 | 30.24 | 2 | 1 | 1 | |||
| 12 Nov | 1072.35 | 133.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1096.55 | 133.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1101.50 | 133.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1120.25 | 133.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 133.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1154.75 | 133.1 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.86
Historical price for 1060 CE is as follows
On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 87.9, which was 4.00 higher than the previous day. The implied volatity was 28.89, the open interest changed by 3 which increased total open position to 45
On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 83.9, which was 12.20 higher than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 42
On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 71.7, which was 6.70 higher than the previous day. The implied volatity was 29.86, the open interest changed by 11 which increased total open position to 41
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 65, which was -8.20 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 31
On 27 Nov TATACHEM was trading at 1107.15. The strike last trading price was 73.2, which was 12.20 higher than the previous day. The implied volatity was 33.58, the open interest changed by 4 which increased total open position to 30
On 26 Nov TATACHEM was trading at 1095.30. The strike last trading price was 61, which was 5.90 higher than the previous day. The implied volatity was 28.18, the open interest changed by 3 which increased total open position to 26
On 25 Nov TATACHEM was trading at 1081.95. The strike last trading price was 55.1, which was 7.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by 12 which increased total open position to 22
On 22 Nov TATACHEM was trading at 1069.90. The strike last trading price was 47.25, which was 10.65 higher than the previous day. The implied volatity was 29.22, the open interest changed by 13 which increased total open position to 23
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 36.6, which was -14.40 lower than the previous day. The implied volatity was 29.56, the open interest changed by 5 which increased total open position to 9
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 3
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 51, which was 9.00 higher than the previous day. The implied volatity was 32.68, the open interest changed by -1 which decreased total open position to 3
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 3
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 42, which was -1.00 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 2
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 43, which was -90.10 lower than the previous day. The implied volatity was 30.24, the open interest changed by 1 which increased total open position to 1
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 133.1, 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 133.1, 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 133.1, 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 133.1, 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 133.1, 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 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 133.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 26DEC2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.66
Theta: -0.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1136.40 | 6.8 | -1.35 | 29.75 | 530 | -5 | 191 |
| 2 Dec | 1129.80 | 8.15 | -4.35 | 30.90 | 577 | -28 | 196 |
| 29 Nov | 1111.75 | 12.5 | -1.60 | 29.01 | 314 | 47 | 225 |
| 28 Nov | 1103.85 | 14.1 | -2.40 | 30.09 | 281 | 34 | 180 |
| 27 Nov | 1107.15 | 16.5 | -4.95 | 30.78 | 160 | -13 | 145 |
| 26 Nov | 1095.30 | 21.45 | -3.55 | 32.32 | 175 | 65 | 158 |
| 25 Nov | 1081.95 | 25 | -9.90 | 31.29 | 83 | 55 | 93 |
| 22 Nov | 1069.90 | 34.9 | -4.10 | 33.21 | 74 | 36 | 74 |
| 21 Nov | 1045.10 | 39 | 4.25 | 28.80 | 4 | 2 | 37 |
| 20 Nov | 1068.25 | 34.75 | 0.00 | 31.31 | 34 | 3 | 35 |
| 19 Nov | 1068.25 | 34.75 | -8.85 | 31.31 | 34 | 3 | 35 |
| 18 Nov | 1058.95 | 43.6 | 3.10 | 35.89 | 2 | 0 | 31 |
| 14 Nov | 1058.55 | 40.5 | -4.50 | 32.18 | 4 | 0 | 31 |
| 13 Nov | 1041.15 | 45 | 12.55 | 31.16 | 33 | 30 | 30 |
| 12 Nov | 1072.35 | 32.45 | 0.00 | 1.69 | 0 | 0 | 0 |
| 11 Nov | 1096.55 | 32.45 | 0.00 | 3.57 | 0 | 0 | 0 |
| 8 Nov | 1101.50 | 32.45 | 0.00 | 3.99 | 0 | 0 | 0 |
| 7 Nov | 1120.25 | 32.45 | 0.00 | 5.14 | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 32.45 | 32.45 | 6.97 | 0 | 0 | 0 |
| 1 Nov | 1154.75 | 0 | 7.13 | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -0.15
Historical price for 1060 PE is as follows
On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 6.8, which was -1.35 lower than the previous day. The implied volatity was 29.75, the open interest changed by -5 which decreased total open position to 191
On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 8.15, which was -4.35 lower than the previous day. The implied volatity was 30.90, the open interest changed by -28 which decreased total open position to 196
On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 12.5, which was -1.60 lower than the previous day. The implied volatity was 29.01, the open interest changed by 47 which increased total open position to 225
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 14.1, which was -2.40 lower than the previous day. The implied volatity was 30.09, the open interest changed by 34 which increased total open position to 180
On 27 Nov TATACHEM was trading at 1107.15. The strike last trading price was 16.5, which was -4.95 lower than the previous day. The implied volatity was 30.78, the open interest changed by -13 which decreased total open position to 145
On 26 Nov TATACHEM was trading at 1095.30. The strike last trading price was 21.45, which was -3.55 lower than the previous day. The implied volatity was 32.32, the open interest changed by 65 which increased total open position to 158
On 25 Nov TATACHEM was trading at 1081.95. The strike last trading price was 25, which was -9.90 lower than the previous day. The implied volatity was 31.29, the open interest changed by 55 which increased total open position to 93
On 22 Nov TATACHEM was trading at 1069.90. The strike last trading price was 34.9, which was -4.10 lower than the previous day. The implied volatity was 33.21, the open interest changed by 36 which increased total open position to 74
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 39, which was 4.25 higher than the previous day. The implied volatity was 28.80, the open interest changed by 2 which increased total open position to 37
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 34.75, which was 0.00 lower than the previous day. The implied volatity was 31.31, the open interest changed by 3 which increased total open position to 35
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 34.75, which was -8.85 lower than the previous day. The implied volatity was 31.31, the open interest changed by 3 which increased total open position to 35
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 43.6, which was 3.10 higher than the previous day. The implied volatity was 35.89, the open interest changed by 0 which decreased total open position to 31
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 40.5, which was -4.50 lower than the previous day. The implied volatity was 32.18, the open interest changed by 0 which decreased total open position to 31
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 45, which was 12.55 higher than the previous day. The implied volatity was 31.16, the open interest changed by 30 which increased total open position to 30
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 32.45, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 32.45, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 32.45, which was 32.45 higher than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
