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 | 18.9 | -2.60 | - | 7,29,850 | -62,150 | 9,44,350 | |||
| 4 Jul | 1103.65 | 21.5 | - | 12,69,400 | 1,95,800 | 10,06,500 | ||||
| 3 Jul | 1103.45 | 23.45 | - | 8,14,000 | 35,750 | 8,10,700 | ||||
| 2 Jul | 1095.30 | 22.1 | - | 6,86,400 | 61,050 | 7,72,750 | ||||
| 1 Jul | 1107.35 | 27.15 | - | 5,87,400 | -19,800 | 7,11,700 | ||||
| 28 Jun | 1103.10 | 27.75 | - | 7,98,600 | 69,300 | 7,31,500 | ||||
| 27 Jun | 1091.65 | 27.9 | - | 7,96,950 | 45,100 | 6,62,200 | ||||
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| 26 Jun | 1092.45 | 27.4 | - | 4,44,400 | 71,500 | 6,17,650 | ||||
| 25 Jun | 1097.05 | 30.45 | - | 5,34,600 | 41,250 | 5,46,150 | ||||
| 24 Jun | 1103.45 | 34.3 | - | 5,21,950 | 95,150 | 5,05,450 | ||||
| 21 Jun | 1126.30 | 48.20 | - | 6,78,700 | 2,89,300 | 4,09,200 | ||||
| 20 Jun | 1154.00 | 63.00 | - | 4,05,350 | 64,900 | 1,17,700 | ||||
| 19 Jun | 1106.85 | 33.35 | - | 73,700 | 29,700 | 52,800 | ||||
| 18 Jun | 1121.10 | 39.55 | - | 15,400 | 7,150 | 23,100 | ||||
| 14 Jun | 1105.85 | 32.00 | - | 14,850 | 3,850 | 15,950 | ||||
| 13 Jun | 1116.30 | 38.30 | - | 6,050 | 2,200 | 11,550 | ||||
| 12 Jun | 1123.60 | 37.00 | - | 0 | 8,800 | 0 | ||||
| 11 Jun | 1111.40 | 37.00 | - | 13,200 | 7,700 | 8,250 | ||||
| 10 Jun | 1086.00 | 30.00 | - | 550 | 0 | 0 | ||||
| 7 Jun | 1056.15 | 32.80 | - | 0 | 0 | 0 | ||||
| 6 Jun | 1063.35 | 32.80 | - | 0 | 0 | 0 | ||||
| 5 Jun | 1043.10 | 32.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 996.95 | 32.80 | - | 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 1150 expiring on 25JUL2024
Delta for 1150 CE is -
Historical price for 1150 CE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 18.9, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by -62150 which decreased total open position to 944350
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 195800 which increased total open position to 1006500
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 35750 which increased total open position to 810700
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 61050 which increased total open position to 772750
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -19800 which decreased total open position to 711700
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 69300 which increased total open position to 731500
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 27.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 45100 which increased total open position to 662200
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 617650
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 41250 which increased total open position to 546150
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 34.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 95150 which increased total open position to 505450
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 289300 which increased total open position to 409200
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 64900 which increased total open position to 117700
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 33.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 29700 which increased total open position to 52800
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 39.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 23100
On 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 15950
On 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 11550
On 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 0
On 11 Jun TATACHEM was trading at 1111.40. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 8250
On 10 Jun TATACHEM was trading at 1086.00. The strike last trading price was 30.00, 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 7 Jun TATACHEM was trading at 1056.15. The strike last trading price was 32.80, 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 32.80, 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 32.80, 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 32.80, 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
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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 | 61.25 | 1.25 | - | 24,750 | -1,100 | 1,53,450 |
| 4 Jul | 1103.65 | 60 | - | 46,750 | 9,900 | 1,54,550 | |
| 3 Jul | 1103.45 | 65.35 | - | 20,900 | -1,100 | 1,44,650 | |
| 2 Jul | 1095.30 | 70.2 | - | 25,300 | 6,050 | 1,45,750 | |
| 1 Jul | 1107.35 | 61.75 | - | 34,650 | 13,750 | 1,39,700 | |
| 28 Jun | 1103.10 | 64.35 | - | 50,050 | 16,500 | 1,25,950 | |
| 27 Jun | 1091.65 | 75.7 | - | 87,450 | 50,050 | 1,09,450 | |
| 26 Jun | 1092.45 | 76.8 | - | 36,300 | 1,100 | 55,550 | |
| 25 Jun | 1097.05 | 75.55 | - | 35,200 | 5,500 | 54,450 | |
| 24 Jun | 1103.45 | 73.6 | - | 53,900 | 13,200 | 47,850 | |
| 21 Jun | 1126.30 | 71.75 | - | 28,050 | 8,250 | 34,650 | |
| 20 Jun | 1154.00 | 52.95 | - | 43,450 | 21,450 | 25,850 | |
| 19 Jun | 1106.85 | 65.00 | - | 1,100 | 0 | 4,400 | |
| 18 Jun | 1121.10 | 63.00 | - | 4,400 | 3,300 | 3,300 | |
| 14 Jun | 1105.85 | 126.45 | - | 0 | 0 | 0 | |
| 13 Jun | 1116.30 | 126.45 | - | 0 | 0 | 0 | |
| 12 Jun | 1123.60 | 126.45 | - | 0 | 0 | 0 | |
| 11 Jun | 1111.40 | 126.45 | - | 0 | 0 | 0 | |
| 10 Jun | 1086.00 | 126.45 | - | 0 | 0 | 0 | |
| 7 Jun | 1056.15 | 126.45 | - | 0 | 0 | 0 | |
| 6 Jun | 1063.35 | 126.45 | - | 0 | 0 | 0 | |
| 5 Jun | 1043.10 | 126.45 | - | 0 | 0 | 0 | |
| 4 Jun | 996.95 | 126.45 | - | 0 | 0 | 0 | |
| 3 Jun | 1060.85 | 126.45 | - | 0 | 0 | 0 | |
| 31 May | 1030.15 | 126.45 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1150 expiring on 25JUL2024
Delta for 1150 PE is -
Historical price for 1150 PE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 61.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 153450
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 154550
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 65.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 144650
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 70.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 145750
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 61.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 13750 which increased total open position to 139700
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 64.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 125950
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 75.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 50050 which increased total open position to 109450
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 76.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 55550
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 75.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 54450
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 73.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 13200 which increased total open position to 47850
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 71.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 34650
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 52.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 21450 which increased total open position to 25850
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4400
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 3300
On 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, 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 126.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0