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TATACHEM
Tata Chemicals Ltd

1058.55 17.40 (1.67%)

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Historical option data for TATACHEM

14 Nov 2024 04:12 PM IST
TATACHEM 28NOV2024 1100 CE
Delta: 0.28
Vega: 0.70
Theta: -0.79
Gamma: 0.01
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
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
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