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[--[65.84.65.76]--]
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 1080 CE
Delta: 0.26
Vega: 0.47
Theta: -1.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1045.10 7.15 -7.20 32.11 1,377 63 511
20 Nov 1068.25 14.35 0.00 29.84 2,150 46 449
19 Nov 1068.25 14.35 1.30 29.84 2,150 47 449
18 Nov 1058.95 13.05 -2.40 29.25 979 71 407
14 Nov 1058.55 15.45 0.65 27.46 1,014 41 337
13 Nov 1041.15 14.8 -8.35 31.14 1,391 122 296
12 Nov 1072.35 23.15 -15.70 29.23 578 112 169
11 Nov 1096.55 38.85 -4.50 29.66 154 18 56
8 Nov 1101.50 43.35 -19.45 26.80 54 11 37
7 Nov 1120.25 62.8 -25.25 33.31 42 -22 27
6 Nov 1150.55 88.05 11.50 34.00 8 1 49
5 Nov 1129.80 76.55 3.15 39.41 18 -3 49
4 Nov 1125.75 73.4 -20.60 35.52 69 1 53
1 Nov 1154.75 94 0.00 0.00 0 -4 0
31 Oct 1148.90 94 10.60 - 15 -5 51
30 Oct 1131.75 83.4 21.45 - 36 -4 55
29 Oct 1096.20 61.95 1.45 - 71 -6 58
28 Oct 1091.65 60.5 -29.85 - 95 56 56
25 Oct 1064.75 90.35 0.00 - 0 0 0
24 Oct 1107.25 90.35 0.00 - 0 0 0
23 Oct 1124.85 90.35 0.00 - 0 0 0
22 Oct 1143.30 90.35 0.00 - 0 0 0
21 Oct 1189.00 90.35 0.00 - 0 0 0
18 Oct 1088.10 90.35 0.00 - 0 0 0
17 Oct 1073.85 90.35 0.00 - 0 0 0
16 Oct 1100.35 90.35 0.00 - 0 0 0
15 Oct 1099.00 90.35 0.00 - 0 0 0
14 Oct 1104.50 90.35 0.00 - 0 0 0
11 Oct 1183.10 90.35 0.00 - 0 0 0
10 Oct 1151.20 90.35 0.00 - 0 0 0
9 Oct 1105.35 90.35 0.00 - 0 0 0
8 Oct 1085.70 90.35 0.00 - 0 0 0
7 Oct 1077.65 90.35 0.00 - 0 0 0
4 Oct 1128.65 90.35 0.00 - 0 0 0
3 Oct 1133.05 90.35 0.00 - 0 0 0
1 Oct 1132.60 90.35 0.00 - 0 0 0
30 Sept 1091.10 90.35 0.00 - 0 0 0
27 Sept 1067.20 90.35 0.00 - 0 0 0
26 Sept 1054.45 90.35 0.00 - 0 0 0
23 Sept 1034.10 90.35 0.00 - 0 0 0
20 Sept 1025.70 90.35 0.00 - 0 0 0
19 Sept 1022.50 90.35 90.35 - 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 1080 expiring on 28NOV2024

Delta for 1080 CE is 0.26

Historical price for 1080 CE is as follows

On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 7.15, which was -7.20 lower than the previous day. The implied volatity was 32.11, the open interest changed by 63 which increased total open position to 511


On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 14.35, which was 0.00 lower than the previous day. The implied volatity was 29.84, the open interest changed by 46 which increased total open position to 449


On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 14.35, which was 1.30 higher than the previous day. The implied volatity was 29.84, the open interest changed by 47 which increased total open position to 449


On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 13.05, which was -2.40 lower than the previous day. The implied volatity was 29.25, the open interest changed by 71 which increased total open position to 407


On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 15.45, which was 0.65 higher than the previous day. The implied volatity was 27.46, the open interest changed by 41 which increased total open position to 337


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 14.8, which was -8.35 lower than the previous day. The implied volatity was 31.14, the open interest changed by 122 which increased total open position to 296


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 23.15, which was -15.70 lower than the previous day. The implied volatity was 29.23, the open interest changed by 112 which increased total open position to 169


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 38.85, which was -4.50 lower than the previous day. The implied volatity was 29.66, the open interest changed by 18 which increased total open position to 56


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 43.35, which was -19.45 lower than the previous day. The implied volatity was 26.80, the open interest changed by 11 which increased total open position to 37


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 62.8, which was -25.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by -22 which decreased total open position to 27


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 88.05, which was 11.50 higher than the previous day. The implied volatity was 34.00, the open interest changed by 1 which increased total open position to 49


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 76.55, which was 3.15 higher than the previous day. The implied volatity was 39.41, the open interest changed by -3 which decreased total open position to 49


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 73.4, which was -20.60 lower than the previous day. The implied volatity was 35.52, the open interest changed by 1 which increased total open position to 53


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 94, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 94, which was 10.60 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 83.4, which was 21.45 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 61.95, which was 1.45 higher 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 60.5, which was -29.85 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, 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 90.35, which was 90.35 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 1080 PE
Delta: -0.75
Vega: 0.46
Theta: -0.75
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1045.10 37.65 6.40 30.10 265 -28 203
20 Nov 1068.25 31.25 0.00 36.43 424 33 230
19 Nov 1068.25 31.25 -1.35 36.43 424 32 230
18 Nov 1058.95 32.6 -3.85 32.31 202 -6 197
14 Nov 1058.55 36.45 -10.65 32.61 169 1 204
13 Nov 1041.15 47.1 17.50 35.73 608 -64 203
12 Nov 1072.35 29.6 8.65 29.42 729 4 265
11 Nov 1096.55 20.95 -0.55 32.01 788 54 263
8 Nov 1101.50 21.5 4.95 33.07 402 13 209
7 Nov 1120.25 16.55 6.60 33.25 333 26 199
6 Nov 1150.55 9.95 -8.50 33.33 432 16 178
5 Nov 1129.80 18.45 -1.85 36.47 347 15 162
4 Nov 1125.75 20.3 3.40 37.55 303 6 150
1 Nov 1154.75 16.9 0.90 38.51 45 6 124
31 Oct 1148.90 16 -6.05 - 275 2 118
30 Oct 1131.75 22.05 -14.15 - 167 36 116
29 Oct 1096.20 36.2 -2.70 - 131 38 81
28 Oct 1091.65 38.9 -16.10 - 44 32 42
25 Oct 1064.75 55 20.75 - 12 6 10
24 Oct 1107.25 34.25 11.35 - 2 0 3
23 Oct 1124.85 22.9 0.00 - 0 -1 0
22 Oct 1143.30 22.9 -14.05 - 6 -1 3
21 Oct 1189.00 36.95 0.00 - 0 0 0
18 Oct 1088.10 36.95 0.00 - 0 0 4
17 Oct 1073.85 36.95 0.00 - 0 0 0
16 Oct 1100.35 36.95 0.00 - 0 0 0
15 Oct 1099.00 36.95 0.00 - 0 4 0
14 Oct 1104.50 36.95 -40.65 - 4 3 3
11 Oct 1183.10 77.6 0.00 - 0 0 0
10 Oct 1151.20 77.6 0.00 - 0 0 0
9 Oct 1105.35 77.6 0.00 - 0 0 0
8 Oct 1085.70 77.6 0.00 - 0 0 0
7 Oct 1077.65 77.6 0.00 - 0 0 0
4 Oct 1128.65 77.6 0.00 - 0 0 0
3 Oct 1133.05 77.6 0.00 - 0 0 0
1 Oct 1132.60 77.6 0.00 - 0 0 0
30 Sept 1091.10 77.6 0.00 - 0 0 0
27 Sept 1067.20 77.6 0.00 - 0 0 0
26 Sept 1054.45 77.6 77.60 - 0 0 0
23 Sept 1034.10 0 0.00 - 0 0 0
20 Sept 1025.70 0 0.00 - 0 0 0
19 Sept 1022.50 0 0.00 - 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 1080 expiring on 28NOV2024

Delta for 1080 PE is -0.75

Historical price for 1080 PE is as follows

On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 37.65, which was 6.40 higher than the previous day. The implied volatity was 30.10, the open interest changed by -28 which decreased total open position to 203


On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 31.25, which was 0.00 lower than the previous day. The implied volatity was 36.43, the open interest changed by 33 which increased total open position to 230


On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 31.25, which was -1.35 lower than the previous day. The implied volatity was 36.43, the open interest changed by 32 which increased total open position to 230


On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 32.6, which was -3.85 lower than the previous day. The implied volatity was 32.31, the open interest changed by -6 which decreased total open position to 197


On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 36.45, which was -10.65 lower than the previous day. The implied volatity was 32.61, the open interest changed by 1 which increased total open position to 204


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 47.1, which was 17.50 higher than the previous day. The implied volatity was 35.73, the open interest changed by -64 which decreased total open position to 203


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 29.6, which was 8.65 higher than the previous day. The implied volatity was 29.42, the open interest changed by 4 which increased total open position to 265


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 20.95, which was -0.55 lower than the previous day. The implied volatity was 32.01, the open interest changed by 54 which increased total open position to 263


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 21.5, which was 4.95 higher than the previous day. The implied volatity was 33.07, the open interest changed by 13 which increased total open position to 209


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 16.55, which was 6.60 higher than the previous day. The implied volatity was 33.25, the open interest changed by 26 which increased total open position to 199


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 9.95, which was -8.50 lower than the previous day. The implied volatity was 33.33, the open interest changed by 16 which increased total open position to 178


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 18.45, which was -1.85 lower than the previous day. The implied volatity was 36.47, the open interest changed by 15 which increased total open position to 162


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 20.3, which was 3.40 higher than the previous day. The implied volatity was 37.55, the open interest changed by 6 which increased total open position to 150


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 16.9, which was 0.90 higher than the previous day. The implied volatity was 38.51, the open interest changed by 6 which increased total open position to 124


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 16, which was -6.05 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 22.05, which was -14.15 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 36.2, which was -2.70 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 38.9, which was -16.10 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 55, which was 20.75 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 34.25, which was 11.35 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 22.9, 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 22.9, which was -14.05 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, which was -40.65 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, 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 77.6, which was 77.60 higher 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 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 20 Sept TATACHEM was trading at 1025.70. 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 19 Sept TATACHEM was trading at 1022.50. 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 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