TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.70
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 10 | -0.15 | 28.58 | 1,682 | 97 | 1,026 | |||
| 13 Nov | 1041.15 | 10.15 | -5.30 | 32.32 | 2,526 | 139 | 931 | |||
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| 12 Nov | 1072.35 | 15.45 | -13.00 | 29.34 | 2,648 | 154 | 808 | |||
| 11 Nov | 1096.55 | 28.45 | -4.55 | 30.12 | 2,128 | 189 | 650 | |||
| 8 Nov | 1101.50 | 33 | -16.15 | 28.17 | 884 | 43 | 459 | |||
| 7 Nov | 1120.25 | 49.15 | -23.35 | 32.49 | 364 | 5 | 417 | |||
| 6 Nov | 1150.55 | 72.5 | 14.55 | 33.35 | 682 | 18 | 414 | |||
| 5 Nov | 1129.80 | 57.95 | -1.65 | 33.84 | 561 | 24 | 393 | |||
| 4 Nov | 1125.75 | 59.6 | -21.80 | 34.81 | 301 | 5 | 369 | |||
| 1 Nov | 1154.75 | 81.4 | 3.40 | 37.22 | 48 | -3 | 364 | |||
| 31 Oct | 1148.90 | 78 | 11.00 | - | 712 | 8 | 366 | |||
| 30 Oct | 1131.75 | 67 | 18.00 | - | 2,127 | -99 | 358 | |||
| 29 Oct | 1096.20 | 49 | -2.90 | - | 641 | 99 | 453 | |||
| 28 Oct | 1091.65 | 51.9 | 10.50 | - | 634 | 29 | 354 | |||
| 25 Oct | 1064.75 | 41.4 | -18.00 | - | 361 | 152 | 325 | |||
| 24 Oct | 1107.25 | 59.4 | -15.60 | - | 45 | 16 | 172 | |||
| 23 Oct | 1124.85 | 75 | -5.05 | - | 113 | -11 | 155 | |||
| 22 Oct | 1143.30 | 80.05 | -47.60 | - | 223 | 8 | 167 | |||
| 21 Oct | 1189.00 | 127.65 | 90.05 | - | 28 | -15 | 160 | |||
| 18 Oct | 1088.10 | 37.6 | -25.15 | - | 2 | -1 | 176 | |||
| 17 Oct | 1073.85 | 62.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1100.35 | 62.75 | 0.00 | - | 0 | -3 | 0 | |||
| 15 Oct | 1099.00 | 62.75 | 5.00 | - | 3 | -2 | 178 | |||
| 14 Oct | 1104.50 | 57.75 | -37.25 | - | 240 | 73 | 179 | |||
| 11 Oct | 1183.10 | 95 | 3.00 | - | 2 | 0 | 106 | |||
| 10 Oct | 1151.20 | 92 | 29.50 | - | 83 | -14 | 106 | |||
| 9 Oct | 1105.35 | 62.5 | 8.85 | - | 220 | 67 | 119 | |||
| 8 Oct | 1085.70 | 53.65 | 0.95 | - | 27 | -1 | 51 | |||
| 7 Oct | 1077.65 | 52.7 | -43.30 | - | 24 | 12 | 51 | |||
| 4 Oct | 1128.65 | 96 | 13.00 | - | 58 | -12 | 38 | |||
| 3 Oct | 1133.05 | 83 | 5.60 | - | 12 | 1 | 50 | |||
| 1 Oct | 1132.60 | 77.4 | 22.90 | - | 96 | 16 | 50 | |||
| 30 Sept | 1091.10 | 54.5 | 13.65 | - | 45 | 18 | 33 | |||
| 27 Sept | 1067.20 | 40.85 | - | 15 | 13 | 13 | ||||
For Tata Chemicals Ltd - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.28
Historical price for 1100 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by 97 which increased total open position to 1026
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 10.15, which was -5.30 lower than the previous day. The implied volatity was 32.32, the open interest changed by 139 which increased total open position to 931
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 15.45, which was -13.00 lower than the previous day. The implied volatity was 29.34, the open interest changed by 154 which increased total open position to 808
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 28.45, which was -4.55 lower than the previous day. The implied volatity was 30.12, the open interest changed by 189 which increased total open position to 650
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 33, which was -16.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 43 which increased total open position to 459
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 49.15, which was -23.35 lower than the previous day. The implied volatity was 32.49, the open interest changed by 5 which increased total open position to 417
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 72.5, which was 14.55 higher than the previous day. The implied volatity was 33.35, the open interest changed by 18 which increased total open position to 414
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 57.95, which was -1.65 lower than the previous day. The implied volatity was 33.84, the open interest changed by 24 which increased total open position to 393
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 59.6, which was -21.80 lower than the previous day. The implied volatity was 34.81, the open interest changed by 5 which increased total open position to 369
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 81.4, which was 3.40 higher than the previous day. The implied volatity was 37.22, the open interest changed by -3 which decreased total open position to 364
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 78, which was 11.00 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 67, which was 18.00 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 49, which was -2.90 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 51.9, which was 10.50 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 41.4, which was -18.00 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 59.4, which was -15.60 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 75, which was -5.05 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 80.05, which was -47.60 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 127.65, which was 90.05 higher 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 37.6, which was -25.15 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 62.75, 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 62.75, 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 62.75, which was 5.00 higher 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 57.75, which was -37.25 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 95, which was 3.00 higher 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 92, which was 29.50 higher 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 62.5, which was 8.85 higher 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 53.65, 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 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 52.7, which was -43.30 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 96, which was 13.00 higher 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 83, which was 5.60 higher 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 77.4, which was 22.90 higher 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 54.5, which was 13.65 higher 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 40.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACHEM 28NOV2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.73
Theta: -0.67
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1058.55 | 50.35 | -11.95 | 33.54 | 536 | 120 | 869 |
| 13 Nov | 1041.15 | 62.3 | 18.25 | 37.38 | 452 | -79 | 749 |
| 12 Nov | 1072.35 | 44.05 | 14.05 | 32.20 | 757 | 2 | 849 |
| 11 Nov | 1096.55 | 30 | -0.30 | 31.89 | 859 | 46 | 849 |
| 8 Nov | 1101.50 | 30.3 | 6.85 | 33.28 | 896 | 87 | 804 |
| 7 Nov | 1120.25 | 23.45 | 9.35 | 33.10 | 717 | 6 | 716 |
| 6 Nov | 1150.55 | 14.1 | -10.05 | 32.58 | 704 | -22 | 719 |
| 5 Nov | 1129.80 | 24.15 | -2.90 | 35.38 | 510 | 29 | 740 |
| 4 Nov | 1125.75 | 27.05 | 6.05 | 37.30 | 840 | -57 | 713 |
| 1 Nov | 1154.75 | 21 | -0.45 | 36.90 | 114 | 9 | 763 |
| 31 Oct | 1148.90 | 21.45 | -7.55 | - | 1,093 | 235 | 696 |
| 30 Oct | 1131.75 | 29 | -17.00 | - | 669 | 111 | 486 |
| 29 Oct | 1096.20 | 46 | -3.00 | - | 215 | 34 | 375 |
| 28 Oct | 1091.65 | 49 | -17.00 | - | 241 | 96 | 401 |
| 25 Oct | 1064.75 | 66 | 22.50 | - | 148 | 39 | 305 |
| 24 Oct | 1107.25 | 43.5 | 3.50 | - | 106 | 17 | 268 |
| 23 Oct | 1124.85 | 40 | 5.10 | - | 141 | 7 | 245 |
| 22 Oct | 1143.30 | 34.9 | 10.90 | - | 331 | 41 | 226 |
| 21 Oct | 1189.00 | 24 | -18.00 | - | 36 | -21 | 187 |
| 18 Oct | 1088.10 | 42 | 1.00 | - | 1 | 0 | 209 |
| 17 Oct | 1073.85 | 41 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 41 | 0.00 | - | 0 | -4 | 0 |
| 15 Oct | 1099.00 | 41 | -8.00 | - | 4 | -3 | 210 |
| 14 Oct | 1104.50 | 49 | 34.00 | - | 305 | 136 | 212 |
| 11 Oct | 1183.10 | 15 | 0.00 | - | 0 | -10 | 0 |
| 10 Oct | 1151.20 | 15 | -35.70 | - | 10 | -5 | 81 |
| 9 Oct | 1105.35 | 50.7 | -6.30 | - | 64 | 23 | 87 |
| 8 Oct | 1085.70 | 57 | 1.30 | - | 8 | 4 | 63 |
| 7 Oct | 1077.65 | 55.7 | 18.10 | - | 26 | 10 | 59 |
| 4 Oct | 1128.65 | 37.6 | 2.60 | - | 56 | 0 | 49 |
| 3 Oct | 1133.05 | 35 | 2.00 | - | 30 | 15 | 48 |
| 1 Oct | 1132.60 | 33 | -16.95 | - | 33 | 21 | 31 |
| 30 Sept | 1091.10 | 49.95 | -6.05 | - | 4 | 3 | 9 |
| 27 Sept | 1067.20 | 56 | - | 6 | 5 | 5 | |
For Tata Chemicals Ltd - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.69
Historical price for 1100 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 50.35, which was -11.95 lower than the previous day. The implied volatity was 33.54, the open interest changed by 120 which increased total open position to 869
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 62.3, which was 18.25 higher than the previous day. The implied volatity was 37.38, the open interest changed by -79 which decreased total open position to 749
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 44.05, which was 14.05 higher than the previous day. The implied volatity was 32.20, the open interest changed by 2 which increased total open position to 849
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 30, which was -0.30 lower than the previous day. The implied volatity was 31.89, the open interest changed by 46 which increased total open position to 849
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 30.3, which was 6.85 higher than the previous day. The implied volatity was 33.28, the open interest changed by 87 which increased total open position to 804
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 23.45, which was 9.35 higher than the previous day. The implied volatity was 33.10, the open interest changed by 6 which increased total open position to 716
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 14.1, which was -10.05 lower than the previous day. The implied volatity was 32.58, the open interest changed by -22 which decreased total open position to 719
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 24.15, which was -2.90 lower than the previous day. The implied volatity was 35.38, the open interest changed by 29 which increased total open position to 740
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 27.05, which was 6.05 higher than the previous day. The implied volatity was 37.30, the open interest changed by -57 which decreased total open position to 713
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 21, which was -0.45 lower than the previous day. The implied volatity was 36.90, the open interest changed by 9 which increased total open position to 763
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 21.45, which was -7.55 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 29, which was -17.00 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 46, which was -3.00 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 49, which was -17.00 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 66, which was 22.50 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 43.5, which was 3.50 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 40, which was 5.10 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 34.9, which was 10.90 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 24, which was -18.00 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 42, which was 1.00 higher 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 41, 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 41, 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 41, which was -8.00 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 49, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 15, 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 15, which was -35.70 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 50.7, which was -6.30 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 57, which was 1.30 higher 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 55.7, which was 18.10 higher 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 37.6, which was 2.60 higher 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 35, 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 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 33, which was -16.95 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 49.95, 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 27 Sept TATACHEM was trading at 1067.20. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
