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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 1160 CE
Delta: 0.10
Vega: 0.36
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1058.55 3.2 -0.50 33.78 648 -84 916
13 Nov 1041.15 3.7 -1.55 37.13 1,722 -25 1,006
12 Nov 1072.35 5.25 -4.75 33.36 1,335 121 1,034
11 Nov 1096.55 10 -2.05 32.17 1,113 54 916
8 Nov 1101.50 12.05 -8.55 29.80 1,009 147 866
7 Nov 1120.25 20.6 -13.35 31.97 1,033 84 721
6 Nov 1150.55 33.95 6.95 30.94 1,668 105 632
5 Nov 1129.80 27 -2.80 33.17 995 14 528
4 Nov 1125.75 29.8 -15.35 35.03 849 -42 515
1 Nov 1154.75 45.15 1.40 36.04 366 87 548
31 Oct 1148.90 43.75 6.25 - 1,967 231 463
30 Oct 1131.75 37.5 11.90 - 465 83 232
29 Oct 1096.20 25.6 -1.55 - 90 19 149
28 Oct 1091.65 27.15 3.55 - 69 10 129
25 Oct 1064.75 23.6 -10.70 - 114 48 119
24 Oct 1107.25 34.3 -8.70 - 36 5 72
23 Oct 1124.85 43 -5.80 - 81 26 65
22 Oct 1143.30 48.8 -29.00 - 96 13 38
21 Oct 1189.00 77.8 43.65 - 3 -1 26
18 Oct 1088.10 34.15 0.00 - 0 0 27
17 Oct 1073.85 34.15 0.00 - 0 0 27
16 Oct 1100.35 34.15 0.00 - 2 0 27
15 Oct 1099.00 34.15 -0.95 - 2 -1 28
14 Oct 1104.50 35.1 -20.50 - 40 16 24
11 Oct 1183.10 55.6 13.60 - 2 0 8
10 Oct 1151.20 42 0.00 - 0 0 0
9 Oct 1105.35 42 11.00 - 5 1 9
8 Oct 1085.70 31 -7.50 - 7 3 7
7 Oct 1077.65 38.5 -11.00 - 3 2 4
4 Oct 1128.65 49.5 6.50 - 1 0 1
3 Oct 1133.05 43 0.00 - 0 1 0
1 Oct 1132.60 43 -14.90 - 1 0 0
30 Sept 1091.10 57.9 0.00 - 0 0 0
27 Sept 1067.20 57.9 0.00 - 0 0 0
26 Sept 1054.45 57.9 0.00 - 0 0 0
23 Sept 1034.10 57.9 0.00 - 0 0 0
20 Sept 1025.70 57.9 0.00 - 0 0 0
19 Sept 1022.50 57.9 57.90 - 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 1160 expiring on 28NOV2024

Delta for 1160 CE is 0.10

Historical price for 1160 CE is as follows

On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 3.2, which was -0.50 lower than the previous day. The implied volatity was 33.78, the open interest changed by -84 which decreased total open position to 916


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 3.7, which was -1.55 lower than the previous day. The implied volatity was 37.13, the open interest changed by -25 which decreased total open position to 1006


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 5.25, which was -4.75 lower than the previous day. The implied volatity was 33.36, the open interest changed by 121 which increased total open position to 1034


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 10, which was -2.05 lower than the previous day. The implied volatity was 32.17, the open interest changed by 54 which increased total open position to 916


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 12.05, which was -8.55 lower than the previous day. The implied volatity was 29.80, the open interest changed by 147 which increased total open position to 866


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 20.6, which was -13.35 lower than the previous day. The implied volatity was 31.97, the open interest changed by 84 which increased total open position to 721


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 33.95, which was 6.95 higher than the previous day. The implied volatity was 30.94, the open interest changed by 105 which increased total open position to 632


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 27, which was -2.80 lower than the previous day. The implied volatity was 33.17, the open interest changed by 14 which increased total open position to 528


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 29.8, which was -15.35 lower than the previous day. The implied volatity was 35.03, the open interest changed by -42 which decreased total open position to 515


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 45.15, which was 1.40 higher than the previous day. The implied volatity was 36.04, the open interest changed by 87 which increased total open position to 548


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 43.75, which was 6.25 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 37.5, which was 11.90 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 25.6, which was -1.55 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 27.15, which was 3.55 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 23.6, which was -10.70 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 34.3, which was -8.70 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 43, which was -5.80 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 48.8, which was -29.00 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 77.8, which was 43.65 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 34.15, 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 34.15, 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 34.15, 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 34.15, which was -0.95 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 35.1, which was -20.50 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 55.6, which was 13.60 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 42, 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 42, which was 11.00 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 31, which was -7.50 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 38.5, 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 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 49.5, which was 6.50 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 43, 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 43, which was -14.90 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 57.9, 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 57.9, 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 57.9, 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 57.9, 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 57.9, 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 57.9, which was 57.90 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 1160 PE
Delta: -0.84
Vega: 0.50
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1058.55 103.75 -11.70 42.91 111 -23 100
13 Nov 1041.15 115.45 24.75 44.89 53 -17 125
12 Nov 1072.35 90.7 18.60 32.39 29 -5 142
11 Nov 1096.55 72.1 2.20 35.52 27 -7 146
8 Nov 1101.50 69.9 15.15 36.70 92 -19 153
7 Nov 1120.25 54.75 19.10 32.76 193 -21 172
6 Nov 1150.55 35.65 -17.20 30.74 345 38 193
5 Nov 1129.80 52.85 -4.90 34.65 136 5 155
4 Nov 1125.75 57.75 13.50 38.16 230 4 139
1 Nov 1154.75 44.25 -3.85 35.72 103 47 134
31 Oct 1148.90 48.1 -10.30 - 180 56 86
30 Oct 1131.75 58.4 -27.50 - 46 17 31
29 Oct 1096.20 85.9 0.00 - 0 4 0
28 Oct 1091.65 85.9 18.00 - 7 11 11
25 Oct 1064.75 67.9 0.00 - 0 0 0
24 Oct 1107.25 67.9 0.00 - 0 2 0
23 Oct 1124.85 67.9 7.90 - 6 2 10
22 Oct 1143.30 60 -63.75 - 14 7 7
21 Oct 1189.00 123.75 0.00 - 0 0 0
18 Oct 1088.10 123.75 0.00 - 0 0 0
17 Oct 1073.85 123.75 0.00 - 0 0 0
16 Oct 1100.35 123.75 0.00 - 0 0 0
15 Oct 1099.00 123.75 0.00 - 0 0 0
14 Oct 1104.50 123.75 0.00 - 0 0 0
11 Oct 1183.10 123.75 0.00 - 0 0 0
10 Oct 1151.20 123.75 0.00 - 0 0 0
9 Oct 1105.35 123.75 0.00 - 0 0 0
8 Oct 1085.70 123.75 0.00 - 0 0 0
7 Oct 1077.65 123.75 0.00 - 0 0 0
4 Oct 1128.65 123.75 0.00 - 0 0 0
3 Oct 1133.05 123.75 0.00 - 0 0 0
1 Oct 1132.60 123.75 0.00 - 0 0 0
30 Sept 1091.10 123.75 0.00 - 0 0 0
27 Sept 1067.20 123.75 123.75 - 0 0 0
26 Sept 1054.45 0 0.00 - 0 0 0
23 Sept 1034.10 0 0.00 - 0 0 0
20 Sept 1025.70 0 0.00 - 0 0 0
19 Sept 1022.50 0 0.00 - 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 1160 expiring on 28NOV2024

Delta for 1160 PE is -0.84

Historical price for 1160 PE is as follows

On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 103.75, which was -11.70 lower than the previous day. The implied volatity was 42.91, the open interest changed by -23 which decreased total open position to 100


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 115.45, which was 24.75 higher than the previous day. The implied volatity was 44.89, the open interest changed by -17 which decreased total open position to 125


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 90.7, which was 18.60 higher than the previous day. The implied volatity was 32.39, the open interest changed by -5 which decreased total open position to 142


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 72.1, which was 2.20 higher than the previous day. The implied volatity was 35.52, the open interest changed by -7 which decreased total open position to 146


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 69.9, which was 15.15 higher than the previous day. The implied volatity was 36.70, the open interest changed by -19 which decreased total open position to 153


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 54.75, which was 19.10 higher than the previous day. The implied volatity was 32.76, the open interest changed by -21 which decreased total open position to 172


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 35.65, which was -17.20 lower than the previous day. The implied volatity was 30.74, the open interest changed by 38 which increased total open position to 193


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 52.85, which was -4.90 lower than the previous day. The implied volatity was 34.65, the open interest changed by 5 which increased total open position to 155


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 57.75, which was 13.50 higher than the previous day. The implied volatity was 38.16, the open interest changed by 4 which increased total open position to 139


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 44.25, which was -3.85 lower than the previous day. The implied volatity was 35.72, the open interest changed by 47 which increased total open position to 134


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 48.1, which was -10.30 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 58.4, which was -27.50 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 85.9, 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 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 85.9, 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 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 67.9, 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 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 67.9, 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 Oct TATACHEM was trading at 1124.85. The strike last trading price was 67.9, which was 7.90 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 60, which was -63.75 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 123.75, 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 18 Oct TATACHEM was trading at 1088.10. The strike last trading price was 123.75, 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 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 123.75, 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 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 123.75, 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 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 123.75, 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 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 123.75, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 123.75, 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 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 123.75, 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 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 123.75, 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 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 123.75, 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 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 123.75, 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 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 123.75, 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 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 123.75, 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 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 123.75, 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 30 Sept TATACHEM was trading at 1091.10. The strike last trading price was 123.75, 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 123.75, which was 123.75 higher 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 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 23 Sept TATACHEM was trading at 1034.10. 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 20 Sept TATACHEM was trading at 1025.70. 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 19 Sept TATACHEM was trading at 1022.50. 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 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