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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 1120 CE
Delta: 0.20
Vega: 0.57
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1058.55 6.6 -0.70 30.08 1,174 -43 940
13 Nov 1041.15 7.3 -3.25 34.15 1,917 254 985
12 Nov 1072.35 10.55 -9.40 30.39 2,717 288 772
11 Nov 1096.55 19.95 -3.60 30.25 1,266 77 486
8 Nov 1101.50 23.55 -13.50 28.18 1,109 111 409
7 Nov 1120.25 37.05 -20.95 31.58 499 48 299
6 Nov 1150.55 58 12.45 32.44 585 -26 252
5 Nov 1129.80 45.55 -2.35 33.22 900 31 278
4 Nov 1125.75 47.9 -19.25 34.70 583 136 249
1 Nov 1154.75 67.15 1.85 36.07 34 3 113
31 Oct 1148.90 65.3 8.45 - 345 13 109
30 Oct 1131.75 56.85 15.60 - 727 2 96
29 Oct 1096.20 41.25 -0.75 - 134 47 94
28 Oct 1091.65 42 7.55 - 53 17 46
25 Oct 1064.75 34.45 -15.95 - 22 15 29
24 Oct 1107.25 50.4 -9.60 - 15 1 14
23 Oct 1124.85 60 -4.55 - 5 -1 12
22 Oct 1143.30 64.55 -30.45 - 1 0 12
21 Oct 1189.00 95 45.00 - 1 0 12
18 Oct 1088.10 50 0.00 - 0 0 0
17 Oct 1073.85 50 0.00 - 0 0 0
16 Oct 1100.35 50 0.00 - 0 0 0
15 Oct 1099.00 50 0.00 - 0 7 0
14 Oct 1104.50 50 -11.00 - 17 6 11
11 Oct 1183.10 61 0.00 - 0 0 0
10 Oct 1151.20 61 0.00 - 0 3 0
9 Oct 1105.35 61 3.95 - 6 4 6
8 Oct 1085.70 57.05 0.00 - 0 0 0
7 Oct 1077.65 57.05 0.00 - 0 0 0
4 Oct 1128.65 57.05 0.00 - 0 0 0
3 Oct 1133.05 57.05 0.00 - 0 2 0
1 Oct 1132.60 57.05 -15.70 - 2 0 0
30 Sept 1091.10 72.75 0.00 - 0 0 0
27 Sept 1067.20 72.75 0.00 - 0 0 0
26 Sept 1054.45 72.75 0.00 - 0 0 0
23 Sept 1034.10 72.75 0.00 - 0 0 0
20 Sept 1025.70 72.75 0.00 - 0 0 0
19 Sept 1022.50 72.75 72.75 - 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 1120 expiring on 28NOV2024

Delta for 1120 CE is 0.20

Historical price for 1120 CE is as follows

On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 6.6, which was -0.70 lower than the previous day. The implied volatity was 30.08, the open interest changed by -43 which decreased total open position to 940


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 7.3, which was -3.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by 254 which increased total open position to 985


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 10.55, which was -9.40 lower than the previous day. The implied volatity was 30.39, the open interest changed by 288 which increased total open position to 772


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 19.95, which was -3.60 lower than the previous day. The implied volatity was 30.25, the open interest changed by 77 which increased total open position to 486


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 23.55, which was -13.50 lower than the previous day. The implied volatity was 28.18, the open interest changed by 111 which increased total open position to 409


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 37.05, which was -20.95 lower than the previous day. The implied volatity was 31.58, the open interest changed by 48 which increased total open position to 299


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 58, which was 12.45 higher than the previous day. The implied volatity was 32.44, the open interest changed by -26 which decreased total open position to 252


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 45.55, which was -2.35 lower than the previous day. The implied volatity was 33.22, the open interest changed by 31 which increased total open position to 278


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 47.9, which was -19.25 lower than the previous day. The implied volatity was 34.70, the open interest changed by 136 which increased total open position to 249


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 67.15, which was 1.85 higher than the previous day. The implied volatity was 36.07, the open interest changed by 3 which increased total open position to 113


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 65.3, which was 8.45 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 56.85, which was 15.60 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 41.25, which was -0.75 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 42, which was 7.55 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 34.45, which was -15.95 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 50.4, which was -9.60 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 60, which was -4.55 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 64.55, which was -30.45 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 95, which was 45.00 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 50, 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 50, 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 50, 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 50, 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 50, which was -11.00 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 61, 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 61, 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 61, which was 3.95 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 57.05, 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 57.05, 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 57.05, 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 57.05, 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 57.05, which was -15.70 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 72.75, 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 27 Sept TATACHEM was trading at 1067.20. The strike last trading price was 72.75, 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 26 Sept TATACHEM was trading at 1054.45. The strike last trading price was 72.75, 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 23 Sept TATACHEM was trading at 1034.10. The strike last trading price was 72.75, 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 20 Sept TATACHEM was trading at 1025.70. The strike last trading price was 72.75, 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 19 Sept TATACHEM was trading at 1022.50. The strike last trading price was 72.75, which was 72.75 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 1120 PE
Delta: -0.75
Vega: 0.67
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1058.55 68.35 -12.15 38.15 46 -5 296
13 Nov 1041.15 80.5 21.80 41.72 87 -16 301
12 Nov 1072.35 58.7 17.20 33.14 387 22 357
11 Nov 1096.55 41.5 0.60 32.16 313 -35 335
8 Nov 1101.50 40.9 9.90 33.43 1,017 37 370
7 Nov 1120.25 31 11.95 31.93 972 53 335
6 Nov 1150.55 19.05 -12.95 31.34 748 -1 283
5 Nov 1129.80 32 -3.35 35.01 570 65 284
4 Nov 1125.75 35.35 7.50 37.17 515 80 218
1 Nov 1154.75 27.85 -0.15 36.87 34 14 138
31 Oct 1148.90 28 -9.50 - 178 59 123
30 Oct 1131.75 37.5 -19.25 - 146 37 64
29 Oct 1096.20 56.75 2.10 - 35 12 26
28 Oct 1091.65 54.65 -28.35 - 9 5 14
25 Oct 1064.75 83 31.00 - 3 1 9
24 Oct 1107.25 52 6.80 - 6 -1 7
23 Oct 1124.85 45.2 2.25 - 4 1 7
22 Oct 1143.30 42.95 -56.35 - 12 5 5
21 Oct 1189.00 99.3 0.00 - 0 0 0
18 Oct 1088.10 99.3 0.00 - 0 0 0
17 Oct 1073.85 99.3 0.00 - 0 0 0
16 Oct 1100.35 99.3 0.00 - 0 0 0
15 Oct 1099.00 99.3 0.00 - 0 0 0
14 Oct 1104.50 99.3 0.00 - 0 0 0
11 Oct 1183.10 99.3 0.00 - 0 0 0
10 Oct 1151.20 99.3 0.00 - 0 0 0
9 Oct 1105.35 99.3 0.00 - 0 0 0
8 Oct 1085.70 99.3 0.00 - 0 0 0
7 Oct 1077.65 99.3 0.00 - 0 0 0
4 Oct 1128.65 99.3 0.00 - 0 0 0
3 Oct 1133.05 99.3 0.00 - 0 0 0
1 Oct 1132.60 99.3 0.00 - 0 0 0
30 Sept 1091.10 99.3 0.00 - 0 0 0
27 Sept 1067.20 99.3 0.00 - 0 0 0
26 Sept 1054.45 99.3 0.00 - 0 0 0
23 Sept 1034.10 99.3 0.00 - 0 0 0
20 Sept 1025.70 99.3 0.00 - 0 0 0
19 Sept 1022.50 99.3 99.30 - 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 1120 expiring on 28NOV2024

Delta for 1120 PE is -0.75

Historical price for 1120 PE is as follows

On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 68.35, which was -12.15 lower than the previous day. The implied volatity was 38.15, the open interest changed by -5 which decreased total open position to 296


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 80.5, which was 21.80 higher than the previous day. The implied volatity was 41.72, the open interest changed by -16 which decreased total open position to 301


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 58.7, which was 17.20 higher than the previous day. The implied volatity was 33.14, the open interest changed by 22 which increased total open position to 357


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 41.5, which was 0.60 higher than the previous day. The implied volatity was 32.16, the open interest changed by -35 which decreased total open position to 335


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 40.9, which was 9.90 higher than the previous day. The implied volatity was 33.43, the open interest changed by 37 which increased total open position to 370


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 31, which was 11.95 higher than the previous day. The implied volatity was 31.93, the open interest changed by 53 which increased total open position to 335


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 19.05, which was -12.95 lower than the previous day. The implied volatity was 31.34, the open interest changed by -1 which decreased total open position to 283


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 32, which was -3.35 lower than the previous day. The implied volatity was 35.01, the open interest changed by 65 which increased total open position to 284


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 35.35, which was 7.50 higher than the previous day. The implied volatity was 37.17, the open interest changed by 80 which increased total open position to 218


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 27.85, which was -0.15 lower than the previous day. The implied volatity was 36.87, the open interest changed by 14 which increased total open position to 138


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 28, which was -9.50 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 37.5, which was -19.25 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 56.75, which was 2.10 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 54.65, which was -28.35 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 83, which was 31.00 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 52, which was 6.80 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 45.2, which was 2.25 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 42.95, which was -56.35 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, 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 99.3, which was 99.30 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