TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.28
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 2.25 | -0.50 | 35.44 | 446 | -37 | 655 | |||
| 13 Nov | 1041.15 | 2.75 | -1.40 | 38.83 | 1,123 | 261 | 695 | |||
| 12 Nov | 1072.35 | 4.15 | -2.90 | 35.77 | 969 | 63 | 433 | |||
| 11 Nov | 1096.55 | 7.05 | -1.95 | 33.20 | 1,120 | 38 | 371 | |||
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| 8 Nov | 1101.50 | 9 | -6.00 | 31.30 | 942 | 5 | 329 | |||
| 7 Nov | 1120.25 | 15 | -10.65 | 32.31 | 659 | 95 | 325 | |||
| 6 Nov | 1150.55 | 25.65 | 5.15 | 31.20 | 850 | 33 | 226 | |||
| 5 Nov | 1129.80 | 20.5 | -2.95 | 33.52 | 622 | 16 | 193 | |||
| 4 Nov | 1125.75 | 23.45 | -12.40 | 35.64 | 578 | 36 | 179 | |||
| 1 Nov | 1154.75 | 35.85 | 0.85 | 35.70 | 165 | -4 | 142 | |||
| 31 Oct | 1148.90 | 35 | 6.00 | - | 483 | 7 | 145 | |||
| 30 Oct | 1131.75 | 29 | 8.35 | - | 243 | 2 | 139 | |||
| 29 Oct | 1096.20 | 20.65 | 0.10 | - | 42 | 2 | 137 | |||
| 28 Oct | 1091.65 | 20.55 | 0.10 | - | 89 | 30 | 134 | |||
| 25 Oct | 1064.75 | 20.45 | -6.65 | - | 84 | 50 | 104 | |||
| 24 Oct | 1107.25 | 27.1 | -15.50 | - | 64 | 19 | 55 | |||
| 23 Oct | 1124.85 | 42.6 | -3.40 | - | 34 | 16 | 36 | |||
| 22 Oct | 1143.30 | 46 | 10.75 | - | 34 | 19 | 20 | |||
| 21 Oct | 1189.00 | 35.25 | 0.00 | - | 0 | 0 | 1 | |||
| 18 Oct | 1088.10 | 35.25 | 0.00 | - | 1 | 0 | 1 | |||
| 17 Oct | 1073.85 | 35.25 | 0.00 | - | 1 | 0 | 1 | |||
| 16 Oct | 1100.35 | 35.25 | 0.00 | - | 1 | 0 | 1 | |||
| 15 Oct | 1099.00 | 35.25 | 0.00 | - | 1 | 0 | 1 | |||
| 14 Oct | 1104.50 | 35.25 | 6.55 | - | 1 | 0 | 0 | |||
| 11 Oct | 1183.10 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1077.65 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1133.05 | 28.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1132.60 | 28.7 | 28.70 | - | 0 | 0 | 0 | |||
| 30 Sept | 1091.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1067.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1180 expiring on 28NOV2024
Delta for 1180 CE is 0.07
Historical price for 1180 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 35.44, the open interest changed by -37 which decreased total open position to 655
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 2.75, which was -1.40 lower than the previous day. The implied volatity was 38.83, the open interest changed by 261 which increased total open position to 695
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 4.15, which was -2.90 lower than the previous day. The implied volatity was 35.77, the open interest changed by 63 which increased total open position to 433
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 7.05, which was -1.95 lower than the previous day. The implied volatity was 33.20, the open interest changed by 38 which increased total open position to 371
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 9, which was -6.00 lower than the previous day. The implied volatity was 31.30, the open interest changed by 5 which increased total open position to 329
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 15, which was -10.65 lower than the previous day. The implied volatity was 32.31, the open interest changed by 95 which increased total open position to 325
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 25.65, which was 5.15 higher than the previous day. The implied volatity was 31.20, the open interest changed by 33 which increased total open position to 226
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 20.5, which was -2.95 lower than the previous day. The implied volatity was 33.52, the open interest changed by 16 which increased total open position to 193
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 23.45, which was -12.40 lower than the previous day. The implied volatity was 35.64, the open interest changed by 36 which increased total open position to 179
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 35.85, which was 0.85 higher than the previous day. The implied volatity was 35.70, the open interest changed by -4 which decreased total open position to 142
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 35, which was 6.00 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 29, which was 8.35 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 20.65, which was 0.10 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 20.55, which was 0.10 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 20.45, which was -6.65 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 27.1, which was -15.50 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 42.6, which was -3.40 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 46, which was 10.75 higher 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 28.7, 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 28.7, 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 28.7, 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 28.7, 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 28.7, 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 28.7, 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 28.7, 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 28.7, which was 28.70 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 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 27 Sept TATACHEM was trading at 1067.20. 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.63
Theta: -1.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1058.55 | 134 | 0.40 | 66.67 | 2 | 0 | 64 |
| 13 Nov | 1041.15 | 133.6 | 35.50 | 45.98 | 18 | -7 | 64 |
| 12 Nov | 1072.35 | 98.1 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 1096.55 | 98.1 | 11.45 | 49.46 | 5 | 0 | 72 |
| 8 Nov | 1101.50 | 86.65 | 18.90 | 38.91 | 13 | -2 | 71 |
| 7 Nov | 1120.25 | 67.75 | 21.85 | 31.78 | 46 | 2 | 73 |
| 6 Nov | 1150.55 | 45.9 | -19.25 | 29.78 | 87 | 20 | 71 |
| 5 Nov | 1129.80 | 65.15 | -6.10 | 34.06 | 18 | 3 | 52 |
| 4 Nov | 1125.75 | 71.25 | 16.25 | 38.91 | 40 | 9 | 49 |
| 1 Nov | 1154.75 | 55 | -3.50 | 35.54 | 8 | 4 | 39 |
| 31 Oct | 1148.90 | 58.5 | -10.50 | - | 51 | 28 | 35 |
| 30 Oct | 1131.75 | 69 | -40.00 | - | 8 | 0 | 5 |
| 29 Oct | 1096.20 | 109 | -30.45 | - | 5 | 0 | 0 |
| 28 Oct | 1091.65 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1064.75 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1088.10 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1104.50 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1183.10 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 139.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 139.45 | 139.45 | - | 0 | 0 | 0 |
| 30 Sept | 1091.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1067.20 | 0 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1180 expiring on 28NOV2024
Delta for 1180 PE is -0.77
Historical price for 1180 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 134, which was 0.40 higher than the previous day. The implied volatity was 66.67, the open interest changed by 0 which decreased total open position to 64
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 133.6, which was 35.50 higher than the previous day. The implied volatity was 45.98, the open interest changed by -7 which decreased total open position to 64
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 98.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 98.1, which was 11.45 higher than the previous day. The implied volatity was 49.46, the open interest changed by 0 which decreased total open position to 72
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 86.65, which was 18.90 higher than the previous day. The implied volatity was 38.91, the open interest changed by -2 which decreased total open position to 71
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 67.75, which was 21.85 higher than the previous day. The implied volatity was 31.78, the open interest changed by 2 which increased total open position to 73
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 45.9, which was -19.25 lower than the previous day. The implied volatity was 29.78, the open interest changed by 20 which increased total open position to 71
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 65.15, which was -6.10 lower than the previous day. The implied volatity was 34.06, the open interest changed by 3 which increased total open position to 52
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 71.25, which was 16.25 higher than the previous day. The implied volatity was 38.91, the open interest changed by 9 which increased total open position to 49
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 55, which was -3.50 lower than the previous day. The implied volatity was 35.54, the open interest changed by 4 which increased total open position to 39
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 58.5, 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 69, which was -40.00 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 109, 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 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 139.45, 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 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 139.45, 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 139.45, 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 139.45, 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 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 139.45, 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 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, 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 139.45, which was 139.45 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 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 27 Sept TATACHEM was trading at 1067.20. 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
