TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.46
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 4.45 | -0.65 | 31.72 | 894 | -11 | 1,257 | |||
| 13 Nov | 1041.15 | 5.1 | -2.15 | 35.49 | 1,939 | 229 | 1,273 | |||
| 12 Nov | 1072.35 | 7.25 | -6.55 | 31.62 | 1,339 | 147 | 1,062 | |||
| 11 Nov | 1096.55 | 13.8 | -2.90 | 30.74 | 1,172 | 67 | 915 | |||
| 8 Nov | 1101.50 | 16.7 | -11.15 | 28.73 | 1,110 | 35 | 849 | |||
| 7 Nov | 1120.25 | 27.85 | -16.70 | 31.69 | 1,640 | 79 | 810 | |||
| 6 Nov | 1150.55 | 44.55 | 9.15 | 31.15 | 1,779 | 91 | 728 | |||
| 5 Nov | 1129.80 | 35.4 | -2.20 | 33.15 | 1,275 | 39 | 637 | |||
| 4 Nov | 1125.75 | 37.6 | -17.40 | 34.45 | 1,111 | 187 | 603 | |||
| 1 Nov | 1154.75 | 55 | 2.10 | 35.69 | 131 | -14 | 419 | |||
| 31 Oct | 1148.90 | 52.9 | 8.90 | - | 1,760 | 49 | 430 | |||
| 30 Oct | 1131.75 | 44 | 11.70 | - | 1,045 | 2 | 402 | |||
| 29 Oct | 1096.20 | 32.3 | -2.70 | - | 231 | 41 | 399 | |||
| 28 Oct | 1091.65 | 35 | 6.55 | - | 150 | 19 | 360 | |||
| 25 Oct | 1064.75 | 28.45 | -14.25 | - | 352 | 167 | 341 | |||
| 24 Oct | 1107.25 | 42.7 | -12.30 | - | 178 | 52 | 165 | |||
| 23 Oct | 1124.85 | 55 | -2.75 | - | 96 | 23 | 112 | |||
| 22 Oct | 1143.30 | 57.75 | -32.25 | - | 67 | -11 | 88 | |||
| 21 Oct | 1189.00 | 90 | 49.00 | - | 15 | -1 | 99 | |||
| 18 Oct | 1088.10 | 41 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1073.85 | 41 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1100.35 | 41 | 0.00 | - | 0 | 0 | 100 | |||
| 15 Oct | 1099.00 | 41 | 0.00 | - | 0 | 84 | 0 | |||
| 14 Oct | 1104.50 | 41 | -32.00 | - | 237 | 83 | 99 | |||
| 11 Oct | 1183.10 | 73 | 2.00 | - | 13 | -1 | 16 | |||
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| 10 Oct | 1151.20 | 71 | 21.70 | - | 1 | 0 | 17 | |||
| 9 Oct | 1105.35 | 49.3 | 9.10 | - | 4 | 2 | 16 | |||
| 8 Oct | 1085.70 | 40.2 | 0.50 | - | 11 | -1 | 15 | |||
| 7 Oct | 1077.65 | 39.7 | -24.30 | - | 7 | 3 | 17 | |||
| 4 Oct | 1128.65 | 64 | 18.00 | - | 11 | 0 | 4 | |||
| 3 Oct | 1133.05 | 46 | -11.00 | - | 3 | 1 | 4 | |||
| 1 Oct | 1132.60 | 57 | 11.85 | - | 3 | 1 | 2 | |||
| 30 Sept | 1091.10 | 45.15 | 5.65 | - | 1 | 0 | 0 | |||
| 27 Sept | 1067.20 | 39.5 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1140 expiring on 28NOV2024
Delta for 1140 CE is 0.14
Historical price for 1140 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 4.45, which was -0.65 lower than the previous day. The implied volatity was 31.72, the open interest changed by -11 which decreased total open position to 1257
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 5.1, which was -2.15 lower than the previous day. The implied volatity was 35.49, the open interest changed by 229 which increased total open position to 1273
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 7.25, which was -6.55 lower than the previous day. The implied volatity was 31.62, the open interest changed by 147 which increased total open position to 1062
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 13.8, which was -2.90 lower than the previous day. The implied volatity was 30.74, the open interest changed by 67 which increased total open position to 915
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 16.7, which was -11.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 35 which increased total open position to 849
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 27.85, which was -16.70 lower than the previous day. The implied volatity was 31.69, the open interest changed by 79 which increased total open position to 810
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 44.55, which was 9.15 higher than the previous day. The implied volatity was 31.15, the open interest changed by 91 which increased total open position to 728
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 35.4, which was -2.20 lower than the previous day. The implied volatity was 33.15, the open interest changed by 39 which increased total open position to 637
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 37.6, which was -17.40 lower than the previous day. The implied volatity was 34.45, the open interest changed by 187 which increased total open position to 603
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 55, which was 2.10 higher than the previous day. The implied volatity was 35.69, the open interest changed by -14 which decreased total open position to 419
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 52.9, which was 8.90 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 44, which was 11.70 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 32.3, which was -2.70 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 35, which was 6.55 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 28.45, which was -14.25 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 42.7, which was -12.30 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 55, which was -2.75 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 57.75, which was -32.25 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 90, which was 49.00 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 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 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 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 41, which was -32.00 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 73, 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 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 71, which was 21.70 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 49.3, which was 9.10 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 40.2, which was 0.50 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 39.7, which was -24.30 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 64, 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 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 46, 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 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 57, which was 11.85 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 45.15, which was 5.65 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 39.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACHEM 28NOV2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.60
Theta: -0.66
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1058.55 | 86.8 | -12.40 | 42.40 | 58 | -2 | 462 |
| 13 Nov | 1041.15 | 99.2 | 23.20 | 45.98 | 90 | -48 | 463 |
| 12 Nov | 1072.35 | 76 | 21.05 | 35.88 | 87 | -1 | 512 |
| 11 Nov | 1096.55 | 54.95 | 2.25 | 32.47 | 103 | -20 | 512 |
| 8 Nov | 1101.50 | 52.7 | 10.60 | 33.01 | 293 | -15 | 531 |
| 7 Nov | 1120.25 | 42.1 | 15.40 | 32.43 | 782 | -32 | 546 |
| 6 Nov | 1150.55 | 26.7 | -14.40 | 31.25 | 766 | 78 | 578 |
| 5 Nov | 1129.80 | 41.1 | -4.05 | 34.36 | 376 | 51 | 497 |
| 4 Nov | 1125.75 | 45.15 | 10.05 | 37.07 | 655 | 111 | 447 |
| 1 Nov | 1154.75 | 35.1 | -1.20 | 36.06 | 119 | 52 | 336 |
| 31 Oct | 1148.90 | 36.3 | -10.50 | - | 776 | 218 | 280 |
| 30 Oct | 1131.75 | 46.8 | -26.15 | - | 67 | 9 | 61 |
| 29 Oct | 1096.20 | 72.95 | 1.55 | - | 14 | 0 | 52 |
| 28 Oct | 1091.65 | 71.4 | -22.85 | - | 32 | 8 | 52 |
| 25 Oct | 1064.75 | 94.25 | 30.00 | - | 22 | 0 | 44 |
| 24 Oct | 1107.25 | 64.25 | 5.25 | - | 18 | 1 | 45 |
| 23 Oct | 1124.85 | 59 | 5.15 | - | 28 | 3 | 44 |
| 22 Oct | 1143.30 | 53.85 | -19.80 | - | 120 | 35 | 41 |
| 21 Oct | 1189.00 | 73.65 | 0.00 | - | 0 | 0 | 6 |
| 18 Oct | 1088.10 | 73.65 | 0.00 | - | 10 | 0 | 6 |
| 17 Oct | 1073.85 | 73.65 | 0.00 | - | 10 | 0 | 6 |
| 16 Oct | 1100.35 | 73.65 | 0.00 | - | 10 | 0 | 6 |
| 15 Oct | 1099.00 | 73.65 | 0.00 | - | 10 | 0 | 6 |
| 14 Oct | 1104.50 | 73.65 | 1.65 | - | 10 | 4 | 5 |
| 11 Oct | 1183.10 | 72 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 72 | 0.00 | - | 0 | 0 | 1 |
| 9 Oct | 1105.35 | 72 | -38.80 | - | 2 | 1 | 1 |
| 8 Oct | 1085.70 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1091.10 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1067.20 | 110.8 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1140 expiring on 28NOV2024
Delta for 1140 PE is -0.79
Historical price for 1140 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 86.8, which was -12.40 lower than the previous day. The implied volatity was 42.40, the open interest changed by -2 which decreased total open position to 462
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 99.2, which was 23.20 higher than the previous day. The implied volatity was 45.98, the open interest changed by -48 which decreased total open position to 463
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 76, which was 21.05 higher than the previous day. The implied volatity was 35.88, the open interest changed by -1 which decreased total open position to 512
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 54.95, which was 2.25 higher than the previous day. The implied volatity was 32.47, the open interest changed by -20 which decreased total open position to 512
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 52.7, which was 10.60 higher than the previous day. The implied volatity was 33.01, the open interest changed by -15 which decreased total open position to 531
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 42.1, which was 15.40 higher than the previous day. The implied volatity was 32.43, the open interest changed by -32 which decreased total open position to 546
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 26.7, which was -14.40 lower than the previous day. The implied volatity was 31.25, the open interest changed by 78 which increased total open position to 578
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 41.1, which was -4.05 lower than the previous day. The implied volatity was 34.36, the open interest changed by 51 which increased total open position to 497
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 45.15, which was 10.05 higher than the previous day. The implied volatity was 37.07, the open interest changed by 111 which increased total open position to 447
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 35.1, which was -1.20 lower than the previous day. The implied volatity was 36.06, the open interest changed by 52 which increased total open position to 336
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 36.3, which was -10.50 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 46.8, which was -26.15 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 72.95, which was 1.55 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 71.4, which was -22.85 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 94.25, which was 30.00 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 64.25, which was 5.25 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 59, which was 5.15 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 53.85, which was -19.80 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, 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 73.65, which was 1.65 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 72, 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 72, 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 72, which was -38.80 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
