TATACHEM
TATA CHEMICALS LTD
Historical option data for TATACHEM
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 1101.75 | 28.6 | -2.35 | - | 6,75,400 | -70,400 | 5,49,450 | |||
| 4 Jul | 1103.65 | 30.95 | - | 11,69,850 | 2,07,900 | 6,19,850 | ||||
| 3 Jul | 1103.45 | 33.3 | - | 9,85,050 | 23,100 | 4,11,950 | ||||
| 2 Jul | 1095.30 | 31.65 | - | 8,31,600 | 50,050 | 3,88,300 | ||||
| 1 Jul | 1107.35 | 38.5 | - | 6,86,400 | 79,200 | 3,38,250 | ||||
| 28 Jun | 1103.10 | 39 | - | 3,83,900 | 72,600 | 2,59,050 | ||||
| 27 Jun | 1091.65 | 38.6 | - | 3,76,200 | 67,650 | 1,86,450 | ||||
| 26 Jun | 1092.45 | 37.6 | - | 1,58,950 | 4,400 | 1,17,150 | ||||
| 25 Jun | 1097.05 | 40.95 | - | 2,89,300 | 41,250 | 1,12,750 | ||||
| 24 Jun | 1103.45 | 46 | - | 1,28,700 | 37,950 | 70,950 | ||||
| 21 Jun | 1126.30 | 60.50 | - | 38,500 | 15,400 | 31,900 | ||||
| 20 Jun | 1154.00 | 78.00 | - | 79,200 | -10,450 | 16,500 | ||||
| 19 Jun | 1106.85 | 44.00 | - | 25,850 | 12,100 | 26,950 | ||||
| 18 Jun | 1121.10 | 54.00 | - | 22,000 | 10,450 | 14,300 | ||||
| 14 Jun | 1105.85 | 45.95 | - | 5,500 | 1,100 | 3,850 | ||||
| 13 Jun | 1116.30 | 50.00 | - | 3,300 | 1,650 | 2,200 | ||||
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| 12 Jun | 1123.60 | 30.50 | - | 0 | 0 | 0 | ||||
| 11 Jun | 1111.40 | 30.50 | - | 0 | -550 | 0 | ||||
| 10 Jun | 1086.00 | 30.50 | - | 550 | 0 | 1,100 | ||||
| 7 Jun | 1056.15 | 30.50 | - | 1,100 | 1,100 | 1,100 | ||||
| 6 Jun | 1063.35 | 39.20 | - | 550 | 0 | 0 | ||||
| 5 Jun | 1043.10 | 100.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 996.95 | 100.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1060.85 | 100.05 | - | 0 | 0 | 0 | ||||
| 31 May | 1030.15 | 100.05 | - | 0 | 0 | 0 | ||||
| 30 May | 1043.55 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 May | 1072.30 | 0.00 | - | 0 | 0 | 0 | ||||
| 28 May | 1096.40 | 0.00 | - | 0 | 0 | 0 | ||||
| 27 May | 1105.15 | 0.00 | - | 0 | 0 | 0 | ||||
| 24 May | 1084.25 | 0.00 | - | 0 | 0 | 0 | ||||
For TATA CHEMICALS LTD - strike price 1120 expiring on 25JUL2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 28.6, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by -70400 which decreased total open position to 549450
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 30.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 207900 which increased total open position to 619850
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 33.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 411950
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50050 which increased total open position to 388300
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 38.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 79200 which increased total open position to 338250
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 39, which was lower than the previous day. The implied volatity was -, the open interest changed by 72600 which increased total open position to 259050
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 38.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 67650 which increased total open position to 186450
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 37.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 117150
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 40.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 41250 which increased total open position to 112750
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 46, which was lower than the previous day. The implied volatity was -, the open interest changed by 37950 which increased total open position to 70950
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 60.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15400 which increased total open position to 31900
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 78.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -10450 which decreased total open position to 16500
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 44.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12100 which increased total open position to 26950
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 14300
On 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 45.95, 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 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 2200
On 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 30.50, 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 11 Jun TATACHEM was trading at 1111.40. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 0
On 10 Jun TATACHEM was trading at 1086.00. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 7 Jun TATACHEM was trading at 1056.15. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100
On 6 Jun TATACHEM was trading at 1063.35. The strike last trading price was 39.20, 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 100.05, 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 100.05, 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 100.05, 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 100.05, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 |
| 5 Jul | 1101.75 | 39.85 | 0.55 | - | 66,550 | -6,050 | 2,12,300 |
| 4 Jul | 1103.65 | 39.3 | - | 1,57,850 | 35,200 | 2,18,350 | |
| 3 Jul | 1103.45 | 41.35 | - | 68,200 | 6,050 | 1,83,150 | |
| 2 Jul | 1095.30 | 46.7 | - | 1,64,450 | 31,350 | 1,77,100 | |
| 1 Jul | 1107.35 | 42.7 | - | 1,86,450 | 63,250 | 1,45,750 | |
| 28 Jun | 1103.10 | 46 | - | 66,000 | 8,250 | 82,500 | |
| 27 Jun | 1091.65 | 55.2 | - | 37,400 | 9,350 | 74,250 | |
| 26 Jun | 1092.45 | 56.15 | - | 70,950 | 12,650 | 66,550 | |
| 25 Jun | 1097.05 | 55.85 | - | 71,500 | 26,400 | 53,900 | |
| 24 Jun | 1103.45 | 55.2 | - | 36,850 | 27,500 | 27,500 | |
| 21 Jun | 1126.30 | 87.05 | - | 0 | 0 | 0 | |
| 20 Jun | 1154.00 | 87.05 | - | 0 | 0 | 0 | |
| 19 Jun | 1106.85 | 87.05 | - | 0 | 0 | 0 | |
| 18 Jun | 1121.10 | 87.05 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.85 | 87.05 | - | 0 | 0 | 0 | |
| 13 Jun | 1116.30 | 87.05 | - | 0 | 0 | 0 | |
| 12 Jun | 1123.60 | 87.05 | - | 0 | 0 | 0 | |
| 11 Jun | 1111.40 | 87.05 | - | 0 | 0 | 0 | |
| 10 Jun | 1086.00 | 87.05 | - | 0 | 0 | 0 | |
| 7 Jun | 1056.15 | 87.05 | - | 0 | 0 | 0 | |
| 6 Jun | 1063.35 | 87.05 | - | 0 | 0 | 0 | |
| 5 Jun | 1043.10 | 87.05 | - | 0 | 0 | 0 | |
| 4 Jun | 996.95 | 87.05 | - | 0 | 0 | 0 | |
| 3 Jun | 1060.85 | 87.05 | - | 0 | 0 | 0 | |
| 31 May | 1030.15 | 87.05 | - | 0 | 0 | 0 | |
| 30 May | 1043.55 | 0.00 | - | 0 | 0 | 0 | |
| 29 May | 1072.30 | 0.00 | - | 0 | 0 | 0 | |
| 28 May | 1096.40 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 1105.15 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 1084.25 | 0.00 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1120 expiring on 25JUL2024
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 39.85, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -6050 which decreased total open position to 212300
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 39.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 218350
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 41.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 183150
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 46.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 31350 which increased total open position to 177100
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 42.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 63250 which increased total open position to 145750
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 46, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 82500
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 55.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 9350 which increased total open position to 74250
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 56.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12650 which increased total open position to 66550
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 55.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 26400 which increased total open position to 53900
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 55.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 27500
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 87.05, 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 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 87.05, 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 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 87.05, 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 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 87.05, 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 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 87.05, 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 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 87.05, 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 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 87.05, 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 11 Jun TATACHEM was trading at 1111.40. The strike last trading price was 87.05, 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 10 Jun TATACHEM was trading at 1086.00. The strike last trading price was 87.05, 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 87.05, 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 87.05, 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 87.05, 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 87.05, 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 87.05, 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 87.05, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0