TATACHEM
TATA CHEMICALS LTD
Historical option data for TATACHEM
05 Jul 2024 04:12 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
|
|
||||||||||
| 5 Jul | 1101.75 | 25.15 | -2.20 | - | 4,77,400 | 1,650 | 3,36,050 | |||
| 4 Jul | 1103.65 | 27.35 | - | 5,02,150 | 33,550 | 3,34,400 | ||||
| 3 Jul | 1103.45 | 30.1 | - | 5,32,950 | 50,600 | 3,00,850 | ||||
| 2 Jul | 1095.30 | 27.95 | - | 9,05,300 | 57,200 | 2,51,350 | ||||
| 1 Jul | 1107.35 | 34.5 | - | 3,86,100 | 27,500 | 1,94,150 | ||||
| 28 Jun | 1103.10 | 34.85 | - | 2,05,700 | 37,400 | 1,66,650 | ||||
| 27 Jun | 1091.65 | 34.9 | - | 1,72,150 | 25,850 | 1,29,250 | ||||
| 26 Jun | 1092.45 | 33.7 | - | 1,32,550 | 42,900 | 1,04,500 | ||||
| 25 Jun | 1097.05 | 37.15 | - | 95,700 | 7,150 | 61,600 | ||||
| 24 Jun | 1103.45 | 41.75 | - | 74,250 | 18,150 | 53,900 | ||||
| 21 Jun | 1126.30 | 58.15 | - | 61,050 | 16,500 | 35,200 | ||||
| 20 Jun | 1154.00 | 71.50 | - | 40,150 | 13,750 | 19,800 | ||||
| 19 Jun | 1106.85 | 43.50 | - | 3,850 | 1,650 | 6,050 | ||||
| 18 Jun | 1121.10 | 48.80 | - | 3,850 | 1,650 | 3,850 | ||||
| 14 Jun | 1105.85 | 48.15 | - | 1,100 | 0 | 2,200 | ||||
| 13 Jun | 1116.30 | 44.60 | - | 7,700 | -3,850 | 1,650 | ||||
| 12 Jun | 1123.60 | 51.65 | - | 7,700 | 550 | 550 | ||||
| 11 Jun | 1111.40 | 38.50 | - | 0 | 0 | 0 | ||||
| 10 Jun | 1086.00 | 38.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 1056.15 | 38.50 | - | 0 | 0 | 0 | ||||
| 6 Jun | 1063.35 | 38.50 | - | 0 | 0 | 0 | ||||
| 5 Jun | 1043.10 | 38.50 | - | 0 | 0 | 0 | ||||
| 4 Jun | 996.95 | 38.50 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1060.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 31 May | 1030.15 | 0.00 | - | 0 | 0 | 0 | ||||
For TATA CHEMICALS LTD - strike price 1130 expiring on 25JUL2024
Delta for 1130 CE is -
Historical price for 1130 CE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 25.15, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 336050
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 33550 which increased total open position to 334400
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 30.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 50600 which increased total open position to 300850
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 57200 which increased total open position to 251350
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 34.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 194150
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 34.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 37400 which increased total open position to 166650
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 34.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 25850 which increased total open position to 129250
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 33.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 42900 which increased total open position to 104500
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 37.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 61600
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 41.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 18150 which increased total open position to 53900
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 58.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 35200
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 71.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13750 which increased total open position to 19800
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 43.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 6050
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 48.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 3850
On 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 48.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2200
On 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 44.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 1650
On 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 51.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550
On 11 Jun TATACHEM was trading at 1111.40. The strike last trading price was 38.50, 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 10 Jun TATACHEM was trading at 1086.00. The strike last trading price was 38.50, 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 7 Jun TATACHEM was trading at 1056.15. The strike last trading price was 38.50, 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 6 Jun TATACHEM was trading at 1063.35. The strike last trading price was 38.50, 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 5 Jun TATACHEM was trading at 1043.10. The strike last trading price was 38.50, 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 4 Jun TATACHEM was trading at 996.95. The strike last trading price was 38.50, 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 3 Jun TATACHEM was trading at 1060.85. 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 31 May TATACHEM was trading at 1030.15. 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
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 1101.75 | 46.8 | -0.05 | - | 42,350 | -3,300 | 67,100 |
| 4 Jul | 1103.65 | 46.85 | - | 49,500 | -7,150 | 70,400 | |
| 3 Jul | 1103.45 | 48.5 | - | 57,750 | -6,050 | 77,550 | |
| 2 Jul | 1095.30 | 53.9 | - | 55,550 | 1,650 | 82,500 | |
| 1 Jul | 1107.35 | 48.35 | - | 83,050 | 30,250 | 80,850 | |
| 28 Jun | 1103.10 | 51.7 | - | 53,350 | 19,800 | 50,600 | |
| 27 Jun | 1091.65 | 62.3 | - | 14,300 | 5,500 | 30,800 | |
| 26 Jun | 1092.45 | 61.75 | - | 10,450 | 2,200 | 24,750 | |
| 25 Jun | 1097.05 | 62.15 | - | 25,850 | 1,100 | 22,550 | |
| 24 Jun | 1103.45 | 60.2 | - | 39,600 | 20,900 | 20,900 | |
| 21 Jun | 1126.30 | 112.35 | - | 0 | 0 | 0 | |
| 20 Jun | 1154.00 | 112.35 | - | 0 | 0 | 0 | |
| 19 Jun | 1106.85 | 112.35 | - | 0 | 0 | 0 | |
| 18 Jun | 1121.10 | 112.35 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.85 | 112.35 | - | 0 | 0 | 0 | |
| 13 Jun | 1116.30 | 112.35 | - | 0 | 0 | 0 | |
| 12 Jun | 1123.60 | 112.35 | - | 0 | 0 | 0 | |
| 11 Jun | 1111.40 | 112.35 | - | 0 | 0 | 0 | |
| 10 Jun | 1086.00 | 112.35 | - | 0 | 0 | 0 | |
| 7 Jun | 1056.15 | 112.35 | - | 0 | 0 | 0 | |
| 6 Jun | 1063.35 | 112.35 | - | 0 | 0 | 0 | |
| 5 Jun | 1043.10 | 112.35 | - | 0 | 0 | 0 | |
| 4 Jun | 996.95 | 112.35 | - | 0 | 0 | 0 | |
| 3 Jun | 1060.85 | 112.35 | - | 0 | 0 | 0 | |
| 31 May | 1030.15 | 112.35 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1130 expiring on 25JUL2024
Delta for 1130 PE is -
Historical price for 1130 PE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 46.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3300 which decreased total open position to 67100
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 46.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -7150 which decreased total open position to 70400
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 48.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -6050 which decreased total open position to 77550
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 53.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 82500
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 48.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30250 which increased total open position to 80850
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 51.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 50600
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 62.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 30800
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 61.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 24750
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 62.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 22550
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 60.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 20900 which increased total open position to 20900
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0