TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.56
Theta: -1.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1045.10 | 13.45 | -10.25 | 32.04 | 1,569 | 83 | 407 | |||
| 20 Nov | 1068.25 | 23.7 | 0.00 | 29.79 | 834 | -94 | 327 | |||
| 19 Nov | 1068.25 | 23.7 | 2.30 | 29.79 | 834 | -91 | 327 | |||
| 18 Nov | 1058.95 | 21.4 | -2.20 | 28.84 | 1,527 | 111 | 417 | |||
| 14 Nov | 1058.55 | 23.6 | 2.20 | 26.68 | 1,376 | -82 | 306 | |||
| 13 Nov | 1041.15 | 21.4 | -11.45 | 30.04 | 2,274 | 327 | 386 | |||
| 12 Nov | 1072.35 | 32.85 | -19.50 | 28.69 | 116 | 20 | 58 | |||
| 11 Nov | 1096.55 | 52.35 | -5.40 | 30.23 | 36 | 11 | 37 | |||
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| 8 Nov | 1101.50 | 57.75 | -19.95 | 27.42 | 47 | -1 | 25 | |||
| 7 Nov | 1120.25 | 77.7 | -25.40 | 33.89 | 8 | 4 | 27 | |||
| 6 Nov | 1150.55 | 103.1 | 21.05 | 32.00 | 3 | -1 | 24 | |||
| 5 Nov | 1129.80 | 82.05 | 1.55 | 28.40 | 8 | -1 | 24 | |||
| 4 Nov | 1125.75 | 80.5 | -30.55 | 25.78 | 8 | 0 | 24 | |||
| 1 Nov | 1154.75 | 111.05 | 19.05 | 37.31 | 4 | 2 | 24 | |||
| 31 Oct | 1148.90 | 92 | -6.50 | - | 14 | -1 | 19 | |||
| 30 Oct | 1131.75 | 98.5 | 34.00 | - | 17 | 1 | 19 | |||
| 29 Oct | 1096.20 | 64.5 | -4.45 | - | 22 | 11 | 18 | |||
| 28 Oct | 1091.65 | 68.95 | 10.40 | - | 10 | 0 | 6 | |||
| 25 Oct | 1064.75 | 58.55 | -12.30 | - | 8 | 6 | 6 | |||
| 24 Oct | 1107.25 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1143.30 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1189.00 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1088.10 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1073.85 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1100.35 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1099.00 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1104.50 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1183.10 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1077.65 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1133.05 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1132.60 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1091.10 | 70.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1067.20 | 70.85 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1060 expiring on 28NOV2024
Delta for 1060 CE is 0.41
Historical price for 1060 CE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 13.45, which was -10.25 lower than the previous day. The implied volatity was 32.04, the open interest changed by 83 which increased total open position to 407
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 29.79, the open interest changed by -94 which decreased total open position to 327
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 23.7, which was 2.30 higher than the previous day. The implied volatity was 29.79, the open interest changed by -91 which decreased total open position to 327
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 21.4, which was -2.20 lower than the previous day. The implied volatity was 28.84, the open interest changed by 111 which increased total open position to 417
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 23.6, which was 2.20 higher than the previous day. The implied volatity was 26.68, the open interest changed by -82 which decreased total open position to 306
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 21.4, which was -11.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 327 which increased total open position to 386
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 32.85, which was -19.50 lower than the previous day. The implied volatity was 28.69, the open interest changed by 20 which increased total open position to 58
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 52.35, which was -5.40 lower than the previous day. The implied volatity was 30.23, the open interest changed by 11 which increased total open position to 37
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 57.75, which was -19.95 lower than the previous day. The implied volatity was 27.42, the open interest changed by -1 which decreased total open position to 25
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 77.7, which was -25.40 lower than the previous day. The implied volatity was 33.89, the open interest changed by 4 which increased total open position to 27
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 103.1, which was 21.05 higher than the previous day. The implied volatity was 32.00, the open interest changed by -1 which decreased total open position to 24
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 82.05, which was 1.55 higher than the previous day. The implied volatity was 28.40, the open interest changed by -1 which decreased total open position to 24
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 80.5, which was -30.55 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 24
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 111.05, which was 19.05 higher than the previous day. The implied volatity was 37.31, the open interest changed by 2 which increased total open position to 24
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 92, which was -6.50 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 98.5, which was 34.00 higher 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 64.5, which was -4.45 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 68.95, which was 10.40 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 58.55, which was -12.30 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 70.85, 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 Oct TATACHEM was trading at 1124.85. The strike last trading price was 70.85, 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 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 70.85, 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 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 70.85, 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 18 Oct TATACHEM was trading at 1088.10. The strike last trading price was 70.85, 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 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 70.85, 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 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 70.85, 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 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 70.85, 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 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 70.85, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACHEM 28NOV2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.56
Theta: -1.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1045.10 | 24.05 | 5.00 | 30.50 | 1,075 | -31 | 341 |
| 20 Nov | 1068.25 | 19.05 | 0.00 | 33.91 | 655 | 22 | 374 |
| 19 Nov | 1068.25 | 19.05 | -1.70 | 33.91 | 655 | 24 | 374 |
| 18 Nov | 1058.95 | 20.75 | -3.90 | 31.42 | 688 | -26 | 350 |
| 14 Nov | 1058.55 | 24.65 | -8.90 | 31.66 | 795 | 17 | 375 |
| 13 Nov | 1041.15 | 33.55 | 12.55 | 34.07 | 1,482 | 63 | 370 |
| 12 Nov | 1072.35 | 21 | 6.60 | 30.75 | 707 | 23 | 323 |
| 11 Nov | 1096.55 | 14.4 | -0.35 | 32.71 | 521 | 42 | 303 |
| 8 Nov | 1101.50 | 14.75 | 2.65 | 33.10 | 526 | -29 | 259 |
| 7 Nov | 1120.25 | 12.1 | 4.45 | 34.50 | 359 | 82 | 288 |
| 6 Nov | 1150.55 | 7.65 | -5.65 | 35.32 | 494 | -8 | 206 |
| 5 Nov | 1129.80 | 13.3 | -2.15 | 36.81 | 481 | -18 | 215 |
| 4 Nov | 1125.75 | 15.45 | 2.50 | 38.49 | 413 | 36 | 232 |
| 1 Nov | 1154.75 | 12.95 | 1.25 | 39.36 | 105 | 15 | 195 |
| 31 Oct | 1148.90 | 11.7 | -5.20 | - | 303 | -3 | 178 |
| 30 Oct | 1131.75 | 16.9 | -10.15 | - | 168 | 51 | 180 |
| 29 Oct | 1096.20 | 27.05 | -3.05 | - | 64 | -5 | 129 |
| 28 Oct | 1091.65 | 30.1 | -15.40 | - | 67 | 25 | 132 |
| 25 Oct | 1064.75 | 45.5 | 17.50 | - | 49 | 12 | 107 |
| 24 Oct | 1107.25 | 28 | 4.45 | - | 46 | 30 | 93 |
| 23 Oct | 1124.85 | 23.55 | 0.95 | - | 20 | 4 | 58 |
| 22 Oct | 1143.30 | 22.6 | 10.10 | - | 70 | -3 | 59 |
| 21 Oct | 1189.00 | 12.5 | -15.50 | - | 2 | -1 | 63 |
| 18 Oct | 1088.10 | 28 | 0.00 | - | 0 | -1 | 0 |
| 17 Oct | 1073.85 | 28 | -4.00 | - | 1 | 0 | 65 |
| 16 Oct | 1100.35 | 32 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 32 | 0.00 | - | 0 | 55 | 0 |
| 14 Oct | 1104.50 | 32 | 2.00 | - | 74 | 54 | 64 |
| 11 Oct | 1183.10 | 30 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 30 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 1105.35 | 30 | -7.65 | - | 2 | 0 | 9 |
| 8 Oct | 1085.70 | 37.65 | -25.45 | - | 10 | 3 | 3 |
| 7 Oct | 1077.65 | 63.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 63.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 63.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 63.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1091.10 | 63.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1067.20 | 63.1 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1060 expiring on 28NOV2024
Delta for 1060 PE is -0.59
Historical price for 1060 PE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 24.05, which was 5.00 higher than the previous day. The implied volatity was 30.50, the open interest changed by -31 which decreased total open position to 341
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 33.91, the open interest changed by 22 which increased total open position to 374
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 19.05, which was -1.70 lower than the previous day. The implied volatity was 33.91, the open interest changed by 24 which increased total open position to 374
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 20.75, which was -3.90 lower than the previous day. The implied volatity was 31.42, the open interest changed by -26 which decreased total open position to 350
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 24.65, which was -8.90 lower than the previous day. The implied volatity was 31.66, the open interest changed by 17 which increased total open position to 375
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 33.55, which was 12.55 higher than the previous day. The implied volatity was 34.07, the open interest changed by 63 which increased total open position to 370
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 21, which was 6.60 higher than the previous day. The implied volatity was 30.75, the open interest changed by 23 which increased total open position to 323
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 14.4, which was -0.35 lower than the previous day. The implied volatity was 32.71, the open interest changed by 42 which increased total open position to 303
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 14.75, which was 2.65 higher than the previous day. The implied volatity was 33.10, the open interest changed by -29 which decreased total open position to 259
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 12.1, which was 4.45 higher than the previous day. The implied volatity was 34.50, the open interest changed by 82 which increased total open position to 288
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 7.65, which was -5.65 lower than the previous day. The implied volatity was 35.32, the open interest changed by -8 which decreased total open position to 206
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 13.3, which was -2.15 lower than the previous day. The implied volatity was 36.81, the open interest changed by -18 which decreased total open position to 215
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 15.45, which was 2.50 higher than the previous day. The implied volatity was 38.49, the open interest changed by 36 which increased total open position to 232
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 12.95, which was 1.25 higher than the previous day. The implied volatity was 39.36, the open interest changed by 15 which increased total open position to 195
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 11.7, which was -5.20 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 16.9, which was -10.15 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 27.05, which was -3.05 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 30.1, which was -15.40 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 45.5, which was 17.50 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 28, which was 4.45 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 23.55, which was 0.95 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 22.6, which was 10.10 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 12.5, which was -15.50 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 28, 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 28, 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 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 32, 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 32, 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 32, which was 2.00 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 30, 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 30, 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 30, which was -7.65 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 37.65, which was -25.45 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 63.1, 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 63.1, 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 63.1, 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 63.1, 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 63.1, 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 63.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
