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TATACHEM
Tata Chemicals Ltd

969.15 -6.30 (-0.65%)

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Historical option data for TATACHEM

24 Jan 2025 11:32 AM IST
TATACHEM 30JAN2025 1060 CE
Delta: 0.07
Vega: 0.16
Theta: -0.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 968.40 1.55 -0.95 43.92 435 49 1,636
23 Jan 975.45 2.25 1.05 42.90 1,266 42 1,593
22 Jan 954.05 1.2 -1.35 43.00 852 -45 1,570
21 Jan 960.05 2.55 -1.55 43.96 761 -50 1,619
20 Jan 971.40 4.1 -0.75 42.63 666 29 1,671
17 Jan 975.35 4.85 0.00 38.37 1,188 0 1,656
16 Jan 972.45 4.85 0.90 36.40 524 -17 1,662
15 Jan 961.95 3.95 -0.60 36.49 664 30 1,677
14 Jan 965.50 4.55 0.90 35.87 916 -100 1,650
13 Jan 949.60 3.65 -3.30 37.29 1,594 -162 1,762
10 Jan 977.75 6.95 -6.75 31.72 1,577 191 1,923
9 Jan 1014.85 13.7 1.45 29.42 2,673 -17 1,735
8 Jan 1003.70 12.25 -2.85 30.70 1,368 150 1,750
7 Jan 1012.20 15.1 3.85 31.25 1,681 -65 1,608
6 Jan 991.25 11.25 -8.30 32.09 2,648 -10 1,686
3 Jan 1027.90 19.55 -4.00 26.51 1,328 210 1,699
2 Jan 1031.45 23.55 -5.25 27.32 2,738 361 1,489
1 Jan 1038.40 28.8 -6.10 29.17 1,343 150 1,119
31 Dec 1052.20 34.9 11.80 28.74 8,559 265 969
30 Dec 1031.80 23.1 -6.30 24.79 2,268 128 714
27 Dec 1046.35 29.4 -8.25 24.86 1,151 159 595
26 Dec 1057.65 37.65 -10.55 25.86 590 138 436
24 Dec 1067.60 48.2 20.40 29.15 1,864 205 298
23 Dec 1034.25 27.8 -0.20 25.62 104 41 93
20 Dec 1028.85 28 -17.10 27.16 74 32 49
19 Dec 1059.55 45.1 1.10 26.40 63 14 18
18 Dec 1057.15 44 -61.25 26.35 6 4 4
17 Dec 1072.65 105.25 0.00 - 0 0 0
16 Dec 1084.75 105.25 0.00 - 0 0 0
13 Dec 1093.55 105.25 0.00 - 0 0 0
12 Dec 1100.30 105.25 0.00 - 0 0 0
11 Dec 1125.65 105.25 0.00 - 0 0 0
10 Dec 1123.50 105.25 0.00 - 0 0 0
9 Dec 1106.05 105.25 0.00 - 0 0 0
6 Dec 1119.50 105.25 0.00 - 0 0 0
5 Dec 1136.70 105.25 0.00 - 0 0 0
4 Dec 1125.95 105.25 0.00 - 0 0 0
3 Dec 1136.40 105.25 0.00 - 0 0 0
2 Dec 1129.80 105.25 0.00 - 0 0 0
29 Nov 1111.75 105.25 - 0 0 0


For Tata Chemicals Ltd - strike price 1060 expiring on 30JAN2025

Delta for 1060 CE is 0.07

Historical price for 1060 CE is as follows

On 24 Jan TATACHEM was trading at 968.40. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 43.92, the open interest changed by 49 which increased total open position to 1636


On 23 Jan TATACHEM was trading at 975.45. The strike last trading price was 2.25, which was 1.05 higher than the previous day. The implied volatity was 42.90, the open interest changed by 42 which increased total open position to 1593


On 22 Jan TATACHEM was trading at 954.05. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 43.00, the open interest changed by -45 which decreased total open position to 1570


On 21 Jan TATACHEM was trading at 960.05. The strike last trading price was 2.55, which was -1.55 lower than the previous day. The implied volatity was 43.96, the open interest changed by -50 which decreased total open position to 1619


On 20 Jan TATACHEM was trading at 971.40. The strike last trading price was 4.1, which was -0.75 lower than the previous day. The implied volatity was 42.63, the open interest changed by 29 which increased total open position to 1671


On 17 Jan TATACHEM was trading at 975.35. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 38.37, the open interest changed by 0 which decreased total open position to 1656


On 16 Jan TATACHEM was trading at 972.45. The strike last trading price was 4.85, which was 0.90 higher than the previous day. The implied volatity was 36.40, the open interest changed by -17 which decreased total open position to 1662


On 15 Jan TATACHEM was trading at 961.95. The strike last trading price was 3.95, which was -0.60 lower than the previous day. The implied volatity was 36.49, the open interest changed by 30 which increased total open position to 1677


On 14 Jan TATACHEM was trading at 965.50. The strike last trading price was 4.55, which was 0.90 higher than the previous day. The implied volatity was 35.87, the open interest changed by -100 which decreased total open position to 1650


On 13 Jan TATACHEM was trading at 949.60. The strike last trading price was 3.65, which was -3.30 lower than the previous day. The implied volatity was 37.29, the open interest changed by -162 which decreased total open position to 1762


On 10 Jan TATACHEM was trading at 977.75. The strike last trading price was 6.95, which was -6.75 lower than the previous day. The implied volatity was 31.72, the open interest changed by 191 which increased total open position to 1923


On 9 Jan TATACHEM was trading at 1014.85. The strike last trading price was 13.7, which was 1.45 higher than the previous day. The implied volatity was 29.42, the open interest changed by -17 which decreased total open position to 1735


On 8 Jan TATACHEM was trading at 1003.70. The strike last trading price was 12.25, which was -2.85 lower than the previous day. The implied volatity was 30.70, the open interest changed by 150 which increased total open position to 1750


On 7 Jan TATACHEM was trading at 1012.20. The strike last trading price was 15.1, which was 3.85 higher than the previous day. The implied volatity was 31.25, the open interest changed by -65 which decreased total open position to 1608


On 6 Jan TATACHEM was trading at 991.25. The strike last trading price was 11.25, which was -8.30 lower than the previous day. The implied volatity was 32.09, the open interest changed by -10 which decreased total open position to 1686


On 3 Jan TATACHEM was trading at 1027.90. The strike last trading price was 19.55, which was -4.00 lower than the previous day. The implied volatity was 26.51, the open interest changed by 210 which increased total open position to 1699


On 2 Jan TATACHEM was trading at 1031.45. The strike last trading price was 23.55, which was -5.25 lower than the previous day. The implied volatity was 27.32, the open interest changed by 361 which increased total open position to 1489


On 1 Jan TATACHEM was trading at 1038.40. The strike last trading price was 28.8, which was -6.10 lower than the previous day. The implied volatity was 29.17, the open interest changed by 150 which increased total open position to 1119


On 31 Dec TATACHEM was trading at 1052.20. The strike last trading price was 34.9, which was 11.80 higher than the previous day. The implied volatity was 28.74, the open interest changed by 265 which increased total open position to 969


On 30 Dec TATACHEM was trading at 1031.80. The strike last trading price was 23.1, which was -6.30 lower than the previous day. The implied volatity was 24.79, the open interest changed by 128 which increased total open position to 714


On 27 Dec TATACHEM was trading at 1046.35. The strike last trading price was 29.4, which was -8.25 lower than the previous day. The implied volatity was 24.86, the open interest changed by 159 which increased total open position to 595


On 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 37.65, which was -10.55 lower than the previous day. The implied volatity was 25.86, the open interest changed by 138 which increased total open position to 436


On 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 48.2, which was 20.40 higher than the previous day. The implied volatity was 29.15, the open interest changed by 205 which increased total open position to 298


On 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 27.8, which was -0.20 lower than the previous day. The implied volatity was 25.62, the open interest changed by 41 which increased total open position to 93


On 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 28, which was -17.10 lower than the previous day. The implied volatity was 27.16, the open interest changed by 32 which increased total open position to 49


On 19 Dec TATACHEM was trading at 1059.55. The strike last trading price was 45.1, which was 1.10 higher than the previous day. The implied volatity was 26.40, the open interest changed by 14 which increased total open position to 18


On 18 Dec TATACHEM was trading at 1057.15. The strike last trading price was 44, which was -61.25 lower than the previous day. The implied volatity was 26.35, the open interest changed by 4 which increased total open position to 4


On 17 Dec TATACHEM was trading at 1072.65. The strike last trading price was 105.25, 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 16 Dec TATACHEM was trading at 1084.75. The strike last trading price was 105.25, 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 Dec TATACHEM was trading at 1093.55. The strike last trading price was 105.25, 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 Dec TATACHEM was trading at 1100.30. The strike last trading price was 105.25, 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 Dec TATACHEM was trading at 1125.65. The strike last trading price was 105.25, 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 10 Dec TATACHEM was trading at 1123.50. The strike last trading price was 105.25, 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 9 Dec TATACHEM was trading at 1106.05. The strike last trading price was 105.25, 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 Dec TATACHEM was trading at 1119.50. The strike last trading price was 105.25, 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 5 Dec TATACHEM was trading at 1136.70. The strike last trading price was 105.25, 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 4 Dec TATACHEM was trading at 1125.95. The strike last trading price was 105.25, 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 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 105.25, 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 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 105.25, 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 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 105.25, 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 30JAN2025 1060 PE
Delta: -0.90
Vega: 0.21
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 968.40 91.75 4.9 50.50 23 -9 533
23 Jan 975.45 86.85 -16.20 45.69 40 -16 544
22 Jan 954.05 103.05 0.40 - 20 -4 560
21 Jan 960.05 102.65 13.60 53.53 17 -6 565
20 Jan 971.40 89.05 0.15 42.18 6 -1 570
17 Jan 975.35 88.9 2.60 42.56 11 -3 571
16 Jan 972.45 86.3 -12.20 38.67 21 -3 571
15 Jan 961.95 98.5 4.70 43.19 14 -2 573
14 Jan 965.50 93.8 -17.95 37.44 43 -11 575
13 Jan 949.60 111.75 24.50 44.64 68 -22 594
10 Jan 977.75 87.25 31.85 44.32 28 0 616
9 Jan 1014.85 55.4 -7.05 32.62 255 13 617
8 Jan 1003.70 62.45 3.55 31.45 29 9 604
7 Jan 1012.20 58.9 -21.95 31.66 114 2 595
6 Jan 991.25 80.85 34.45 41.03 275 -102 598
3 Jan 1027.90 46.4 3.05 29.44 223 25 701
2 Jan 1031.45 43.35 2.80 29.46 410 45 677
1 Jan 1038.40 40.55 5.30 29.29 354 62 629
31 Dec 1052.20 35.25 -8.50 29.60 1,610 110 575
30 Dec 1031.80 43.75 8.50 29.41 847 60 465
27 Dec 1046.35 35.25 3.25 25.74 381 50 408
26 Dec 1057.65 32 1.50 27.45 716 67 357
24 Dec 1067.60 30.5 -13.70 28.57 1,146 230 290
23 Dec 1034.25 44.2 -11.30 27.42 24 8 60
20 Dec 1028.85 55.5 18.55 31.79 32 14 50
19 Dec 1059.55 36.95 -2.05 30.56 21 2 36
18 Dec 1057.15 39 8.00 30.74 26 21 35
17 Dec 1072.65 31 -17.15 29.34 14 13 13
16 Dec 1084.75 48.15 0.00 2.99 0 0 0
13 Dec 1093.55 48.15 0.00 3.53 0 0 0
12 Dec 1100.30 48.15 0.00 4.04 0 0 0
11 Dec 1125.65 48.15 0.00 5.61 0 0 0
10 Dec 1123.50 48.15 0.00 5.32 0 0 0
9 Dec 1106.05 48.15 0.00 4.28 0 0 0
6 Dec 1119.50 48.15 0.00 4.80 0 0 0
5 Dec 1136.70 48.15 0.00 5.94 0 0 0
4 Dec 1125.95 48.15 0.00 5.28 0 0 0
3 Dec 1136.40 48.15 0.00 5.76 0 0 0
2 Dec 1129.80 48.15 0.00 5.19 0 0 0
29 Nov 1111.75 48.15 4.36 0 0 0


For Tata Chemicals Ltd - strike price 1060 expiring on 30JAN2025

Delta for 1060 PE is -0.90

Historical price for 1060 PE is as follows

On 24 Jan TATACHEM was trading at 968.40. The strike last trading price was 91.75, which was 4.9 higher than the previous day. The implied volatity was 50.50, the open interest changed by -9 which decreased total open position to 533


On 23 Jan TATACHEM was trading at 975.45. The strike last trading price was 86.85, which was -16.20 lower than the previous day. The implied volatity was 45.69, the open interest changed by -16 which decreased total open position to 544


On 22 Jan TATACHEM was trading at 954.05. The strike last trading price was 103.05, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 560


On 21 Jan TATACHEM was trading at 960.05. The strike last trading price was 102.65, which was 13.60 higher than the previous day. The implied volatity was 53.53, the open interest changed by -6 which decreased total open position to 565


On 20 Jan TATACHEM was trading at 971.40. The strike last trading price was 89.05, which was 0.15 higher than the previous day. The implied volatity was 42.18, the open interest changed by -1 which decreased total open position to 570


On 17 Jan TATACHEM was trading at 975.35. The strike last trading price was 88.9, which was 2.60 higher than the previous day. The implied volatity was 42.56, the open interest changed by -3 which decreased total open position to 571


On 16 Jan TATACHEM was trading at 972.45. The strike last trading price was 86.3, which was -12.20 lower than the previous day. The implied volatity was 38.67, the open interest changed by -3 which decreased total open position to 571


On 15 Jan TATACHEM was trading at 961.95. The strike last trading price was 98.5, which was 4.70 higher than the previous day. The implied volatity was 43.19, the open interest changed by -2 which decreased total open position to 573


On 14 Jan TATACHEM was trading at 965.50. The strike last trading price was 93.8, which was -17.95 lower than the previous day. The implied volatity was 37.44, the open interest changed by -11 which decreased total open position to 575


On 13 Jan TATACHEM was trading at 949.60. The strike last trading price was 111.75, which was 24.50 higher than the previous day. The implied volatity was 44.64, the open interest changed by -22 which decreased total open position to 594


On 10 Jan TATACHEM was trading at 977.75. The strike last trading price was 87.25, which was 31.85 higher than the previous day. The implied volatity was 44.32, the open interest changed by 0 which decreased total open position to 616


On 9 Jan TATACHEM was trading at 1014.85. The strike last trading price was 55.4, which was -7.05 lower than the previous day. The implied volatity was 32.62, the open interest changed by 13 which increased total open position to 617


On 8 Jan TATACHEM was trading at 1003.70. The strike last trading price was 62.45, which was 3.55 higher than the previous day. The implied volatity was 31.45, the open interest changed by 9 which increased total open position to 604


On 7 Jan TATACHEM was trading at 1012.20. The strike last trading price was 58.9, which was -21.95 lower than the previous day. The implied volatity was 31.66, the open interest changed by 2 which increased total open position to 595


On 6 Jan TATACHEM was trading at 991.25. The strike last trading price was 80.85, which was 34.45 higher than the previous day. The implied volatity was 41.03, the open interest changed by -102 which decreased total open position to 598


On 3 Jan TATACHEM was trading at 1027.90. The strike last trading price was 46.4, which was 3.05 higher than the previous day. The implied volatity was 29.44, the open interest changed by 25 which increased total open position to 701


On 2 Jan TATACHEM was trading at 1031.45. The strike last trading price was 43.35, which was 2.80 higher than the previous day. The implied volatity was 29.46, the open interest changed by 45 which increased total open position to 677


On 1 Jan TATACHEM was trading at 1038.40. The strike last trading price was 40.55, which was 5.30 higher than the previous day. The implied volatity was 29.29, the open interest changed by 62 which increased total open position to 629


On 31 Dec TATACHEM was trading at 1052.20. The strike last trading price was 35.25, which was -8.50 lower than the previous day. The implied volatity was 29.60, the open interest changed by 110 which increased total open position to 575


On 30 Dec TATACHEM was trading at 1031.80. The strike last trading price was 43.75, which was 8.50 higher than the previous day. The implied volatity was 29.41, the open interest changed by 60 which increased total open position to 465


On 27 Dec TATACHEM was trading at 1046.35. The strike last trading price was 35.25, which was 3.25 higher than the previous day. The implied volatity was 25.74, the open interest changed by 50 which increased total open position to 408


On 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 32, which was 1.50 higher than the previous day. The implied volatity was 27.45, the open interest changed by 67 which increased total open position to 357


On 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 30.5, which was -13.70 lower than the previous day. The implied volatity was 28.57, the open interest changed by 230 which increased total open position to 290


On 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 44.2, which was -11.30 lower than the previous day. The implied volatity was 27.42, the open interest changed by 8 which increased total open position to 60


On 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 55.5, which was 18.55 higher than the previous day. The implied volatity was 31.79, the open interest changed by 14 which increased total open position to 50


On 19 Dec TATACHEM was trading at 1059.55. The strike last trading price was 36.95, which was -2.05 lower than the previous day. The implied volatity was 30.56, the open interest changed by 2 which increased total open position to 36


On 18 Dec TATACHEM was trading at 1057.15. The strike last trading price was 39, which was 8.00 higher than the previous day. The implied volatity was 30.74, the open interest changed by 21 which increased total open position to 35


On 17 Dec TATACHEM was trading at 1072.65. The strike last trading price was 31, which was -17.15 lower than the previous day. The implied volatity was 29.34, the open interest changed by 13 which increased total open position to 13


On 16 Dec TATACHEM was trading at 1084.75. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


On 13 Dec TATACHEM was trading at 1093.55. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0


On 12 Dec TATACHEM was trading at 1100.30. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TATACHEM was trading at 1125.65. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TATACHEM was trading at 1123.50. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TATACHEM was trading at 1106.05. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TATACHEM was trading at 1119.50. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATACHEM was trading at 1136.70. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATACHEM was trading at 1125.95. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 5.19, 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 48.15, which was lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0