TATACHEM
TATA CHEMICALS LTD
Historical option data for TATACHEM
04 Jul 2024 12:33 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 1107.45 | 43.4 | 0.90 | - | 9,83,400 | -11,000 | 14,86,650 | |||
| 3 Jul | 1103.45 | 42.5 | - | 13,93,150 | 41,800 | 14,97,650 | ||||
| 2 Jul | 1095.30 | 40.2 | - | 12,19,900 | 50,050 | 14,55,300 | ||||
| 1 Jul | 1107.35 | 48.5 | - | 8,92,100 | 15,950 | 14,05,250 | ||||
| 28 Jun | 1103.10 | 48.65 | - | 20,24,550 | 5,46,150 | 13,89,300 | ||||
| 27 Jun | 1091.65 | 47 | - | 13,99,200 | 4,21,300 | 8,43,150 | ||||
| 26 Jun | 1092.45 | 45.15 | - | 5,19,200 | 53,900 | 4,20,750 | ||||
| 25 Jun | 1097.05 | 49.5 | - | 3,72,900 | 54,450 | 3,66,850 | ||||
| 24 Jun | 1103.45 | 55.7 | - | 2,46,400 | 63,250 | 3,09,100 | ||||
| 21 Jun | 1126.30 | 69.00 | - | 1,12,750 | 51,700 | 2,44,750 | ||||
| 20 Jun | 1154.00 | 88.80 | - | 2,99,750 | -5,500 | 1,92,500 | ||||
| 19 Jun | 1106.85 | 53.40 | - | 2,35,400 | 55,550 | 1,98,000 | ||||
| 18 Jun | 1121.10 | 63.00 | - | 88,550 | 36,300 | 1,44,100 | ||||
| 14 Jun | 1105.85 | 49.50 | - | 35,200 | 22,550 | 1,07,800 | ||||
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| 13 Jun | 1116.30 | 59.30 | - | 56,100 | 36,300 | 85,800 | ||||
| 12 Jun | 1123.60 | 64.80 | - | 59,400 | 2,200 | 49,500 | ||||
| 11 Jun | 1111.40 | 52.40 | - | 89,100 | -4,400 | 47,300 | ||||
| 10 Jun | 1086.00 | 43.55 | - | 76,450 | 34,100 | 51,700 | ||||
| 7 Jun | 1056.15 | 30.95 | - | 19,250 | 13,750 | 17,600 | ||||
| 6 Jun | 1063.35 | 33.20 | - | 2,750 | 1,100 | 3,850 | ||||
| 5 Jun | 1043.10 | 27.25 | - | 3,850 | 2,750 | 2,750 | ||||
| 4 Jun | 996.95 | 109.85 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1060.85 | 109.85 | - | 0 | 0 | 0 | ||||
| 31 May | 1030.15 | 109.85 | - | 0 | 0 | 0 | ||||
| 30 May | 1043.55 | 109.85 | - | 0 | 0 | 0 | ||||
| 29 May | 1072.30 | 109.85 | - | 0 | 0 | 0 | ||||
| 28 May | 1096.40 | 109.85 | - | 0 | 0 | 0 | ||||
| 27 May | 1105.15 | 109.85 | - | 0 | 0 | 0 | ||||
| 24 May | 1084.25 | 109.85 | - | 0 | 0 | 0 | ||||
For TATA CHEMICALS LTD - strike price 1100 expiring on 25JUL2024
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 4 Jul TATACHEM was trading at 1107.45. The strike last trading price was 43.4, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1486650
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 41800 which increased total open position to 1497650
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 40.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 50050 which increased total open position to 1455300
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 48.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 15950 which increased total open position to 1405250
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 546150 which increased total open position to 1389300
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by 421300 which increased total open position to 843150
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 45.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 53900 which increased total open position to 420750
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 49.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 54450 which increased total open position to 366850
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 55.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 63250 which increased total open position to 309100
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 69.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 51700 which increased total open position to 244750
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 88.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 192500
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 53.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 55550 which increased total open position to 198000
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 36300 which increased total open position to 144100
On 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 49.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 22550 which increased total open position to 107800
On 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 59.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 36300 which increased total open position to 85800
On 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 64.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 49500
On 11 Jun TATACHEM was trading at 1111.40. The strike last trading price was 52.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 47300
On 10 Jun TATACHEM was trading at 1086.00. The strike last trading price was 43.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 34100 which increased total open position to 51700
On 7 Jun TATACHEM was trading at 1056.15. The strike last trading price was 30.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 13750 which increased total open position to 17600
On 6 Jun TATACHEM was trading at 1063.35. The strike last trading price was 33.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 3850
On 5 Jun TATACHEM was trading at 1043.10. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 2750
On 4 Jun TATACHEM was trading at 996.95. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun TATACHEM was trading at 1060.85. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May TATACHEM was trading at 1030.15. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May TATACHEM was trading at 1043.55. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May TATACHEM was trading at 1072.30. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May TATACHEM was trading at 1096.40. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May TATACHEM was trading at 1105.15. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May TATACHEM was trading at 1084.25. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 1107.45 | 28.85 | -2.85 | - | 3,78,400 | 46,200 | 9,76,250 |
| 3 Jul | 1103.45 | 31.7 | - | 5,16,450 | 52,250 | 9,30,050 | |
| 2 Jul | 1095.30 | 35.85 | - | 5,42,300 | 1,36,400 | 8,77,800 | |
| 1 Jul | 1107.35 | 32.5 | - | 3,22,850 | 24,750 | 7,41,400 | |
| 28 Jun | 1103.10 | 35.7 | - | 5,03,250 | 1,89,200 | 7,16,650 | |
| 27 Jun | 1091.65 | 46 | - | 4,07,000 | 1,02,850 | 5,27,450 | |
| 26 Jun | 1092.45 | 47.25 | - | 2,22,750 | 26,950 | 4,22,950 | |
| 25 Jun | 1097.05 | 44.25 | - | 2,38,700 | 56,650 | 3,96,000 | |
| 24 Jun | 1103.45 | 43.75 | - | 1,94,150 | 41,250 | 3,39,350 | |
| 21 Jun | 1126.30 | 42.50 | - | 1,58,400 | 83,600 | 2,96,450 | |
| 20 Jun | 1154.00 | 29.75 | - | 2,77,200 | 43,450 | 2,11,200 | |
| 19 Jun | 1106.85 | 42.40 | - | 1,10,550 | 55,550 | 1,67,750 | |
| 18 Jun | 1121.10 | 33.35 | - | 44,000 | 14,300 | 1,10,000 | |
| 14 Jun | 1105.85 | 40.00 | - | 36,850 | 23,100 | 95,700 | |
| 13 Jun | 1116.30 | 37.65 | - | 48,400 | 34,100 | 72,050 | |
| 12 Jun | 1123.60 | 36.95 | - | 46,750 | 13,200 | 37,950 | |
| 11 Jun | 1111.40 | 52.20 | - | 34,100 | 24,750 | 24,750 | |
| 10 Jun | 1086.00 | 77.15 | - | 0 | 0 | 0 | |
| 7 Jun | 1056.15 | 77.15 | - | 0 | 0 | 0 | |
| 6 Jun | 1063.35 | 77.15 | - | 0 | 0 | 0 | |
| 5 Jun | 1043.10 | 77.15 | - | 0 | 0 | 0 | |
| 4 Jun | 996.95 | 77.15 | - | 0 | 0 | 0 | |
| 3 Jun | 1060.85 | 77.15 | - | 0 | 0 | 0 | |
| 31 May | 1030.15 | 77.15 | - | 0 | 0 | 0 | |
| 30 May | 1043.55 | 77.15 | - | 0 | 0 | 0 | |
| 29 May | 1072.30 | 77.15 | - | 0 | 0 | 0 | |
| 28 May | 1096.40 | 77.15 | - | 0 | 0 | 0 | |
| 27 May | 1105.15 | 77.15 | - | 0 | 0 | 0 | |
| 24 May | 1084.25 | 77.15 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1100 expiring on 25JUL2024
Delta for 1100 PE is -
Historical price for 1100 PE is as follows
On 4 Jul TATACHEM was trading at 1107.45. The strike last trading price was 28.85, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 46200 which increased total open position to 976250
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 31.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 52250 which increased total open position to 930050
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 35.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 136400 which increased total open position to 877800
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 24750 which increased total open position to 741400
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 35.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 189200 which increased total open position to 716650
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 46, which was lower than the previous day. The implied volatity was -, the open interest changed by 102850 which increased total open position to 527450
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 47.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 26950 which increased total open position to 422950
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 44.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 56650 which increased total open position to 396000
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 43.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 41250 which increased total open position to 339350
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 42.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 83600 which increased total open position to 296450
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 43450 which increased total open position to 211200
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 42.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 55550 which increased total open position to 167750
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 33.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 14300 which increased total open position to 110000
On 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 95700
On 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 37.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 34100 which increased total open position to 72050
On 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 36.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 13200 which increased total open position to 37950
On 11 Jun TATACHEM was trading at 1111.40. The strike last trading price was 52.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 24750 which increased total open position to 24750
On 10 Jun TATACHEM was trading at 1086.00. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun TATACHEM was trading at 1056.15. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun TATACHEM was trading at 1063.35. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun TATACHEM was trading at 1043.10. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun TATACHEM was trading at 996.95. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun TATACHEM was trading at 1060.85. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May TATACHEM was trading at 1030.15. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May TATACHEM was trading at 1043.55. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May TATACHEM was trading at 1072.30. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May TATACHEM was trading at 1096.40. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May TATACHEM was trading at 1105.15. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May TATACHEM was trading at 1084.25. The strike last trading price was 77.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0