`
[--[65.84.65.76]--]
TATACHEM
Tata Chemicals Ltd

956.9 -18.55 (-1.90%)

Back to Option Chain


Historical option data for TATACHEM

24 Jan 2025 04:12 PM IST
TATACHEM 30JAN2025 1220 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 956.90 0.15 -0.1 - 3 0 520
23 Jan 975.45 0.25 -0.05 - 59 0 520
22 Jan 954.05 0.3 -0.20 - 22 -1 520
21 Jan 960.05 0.5 0.15 - 14 -4 521
20 Jan 971.40 0.35 -0.35 - 8 0 525
17 Jan 975.35 0.7 0.20 - 11 0 526
16 Jan 972.45 0.5 -0.15 50.62 1 0 527
15 Jan 961.95 0.65 -0.05 52.94 2 0 527
14 Jan 965.50 0.7 -0.15 51.28 14 0 528
13 Jan 949.60 0.85 0.00 54.52 72 0 528
10 Jan 977.75 0.85 -0.35 44.09 82 -1 528
9 Jan 1014.85 1.2 0.20 39.39 69 0 529
8 Jan 1003.70 1 -0.15 39.21 45 -4 529
7 Jan 1012.20 1.15 0.15 38.17 70 -1 533
6 Jan 991.25 1 -0.60 39.67 229 5 537
3 Jan 1027.90 1.6 -0.40 34.00 81 -15 533
2 Jan 1031.45 2 -0.10 33.77 124 5 549
1 Jan 1038.40 2.1 -0.70 32.53 327 161 544
31 Dec 1052.20 2.8 1.20 31.85 731 170 383
30 Dec 1031.80 1.6 -0.70 30.40 282 196 215
27 Dec 1046.35 2.3 -1.70 29.53 36 15 18
26 Dec 1057.65 4 -34.20 30.85 4 3 3
24 Dec 1067.60 38.2 0.00 10.00 0 0 0
23 Dec 1034.25 38.2 0.00 12.61 0 0 0
20 Dec 1028.85 38.2 0.00 12.57 0 0 0
19 Dec 1059.55 38.2 0.00 9.65 0 0 0
18 Dec 1057.15 38.2 0.00 9.73 0 0 0
17 Dec 1072.65 38.2 0.00 8.68 0 0 0
16 Dec 1084.75 38.2 0.00 7.73 0 0 0
13 Dec 1093.55 38.2 0.00 7.02 0 0 0
12 Dec 1100.30 38.2 0.00 6.44 0 0 0
11 Dec 1125.65 38.2 0.00 4.91 0 0 0
10 Dec 1123.50 38.2 0.00 5.07 0 0 0
9 Dec 1106.05 38.2 0.00 5.89 0 0 0
6 Dec 1119.50 38.2 0.00 5.17 0 0 0
5 Dec 1136.70 38.2 0.00 4.28 0 0 0
3 Dec 1136.40 38.2 0.00 3.94 0 0 0
2 Dec 1129.80 38.2 38.20 4.02 0 0 0
29 Nov 1111.75 0 0.00 0 0 0


For Tata Chemicals Ltd - strike price 1220 expiring on 30JAN2025

Delta for 1220 CE is -

Historical price for 1220 CE is as follows

On 24 Jan TATACHEM was trading at 956.90. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 520


On 23 Jan TATACHEM was trading at 975.45. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 520


On 22 Jan TATACHEM was trading at 954.05. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 520


On 21 Jan TATACHEM was trading at 960.05. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 521


On 20 Jan TATACHEM was trading at 971.40. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525


On 17 Jan TATACHEM was trading at 975.35. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 526


On 16 Jan TATACHEM was trading at 972.45. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 50.62, the open interest changed by 0 which decreased total open position to 527


On 15 Jan TATACHEM was trading at 961.95. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 52.94, the open interest changed by 0 which decreased total open position to 527


On 14 Jan TATACHEM was trading at 965.50. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 51.28, the open interest changed by 0 which decreased total open position to 528


On 13 Jan TATACHEM was trading at 949.60. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 54.52, the open interest changed by 0 which decreased total open position to 528


On 10 Jan TATACHEM was trading at 977.75. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 44.09, the open interest changed by -1 which decreased total open position to 528


On 9 Jan TATACHEM was trading at 1014.85. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 39.39, the open interest changed by 0 which decreased total open position to 529


On 8 Jan TATACHEM was trading at 1003.70. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 39.21, the open interest changed by -4 which decreased total open position to 529


On 7 Jan TATACHEM was trading at 1012.20. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 38.17, the open interest changed by -1 which decreased total open position to 533


On 6 Jan TATACHEM was trading at 991.25. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 39.67, the open interest changed by 5 which increased total open position to 537


On 3 Jan TATACHEM was trading at 1027.90. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 34.00, the open interest changed by -15 which decreased total open position to 533


On 2 Jan TATACHEM was trading at 1031.45. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was 33.77, the open interest changed by 5 which increased total open position to 549


On 1 Jan TATACHEM was trading at 1038.40. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 32.53, the open interest changed by 161 which increased total open position to 544


On 31 Dec TATACHEM was trading at 1052.20. The strike last trading price was 2.8, which was 1.20 higher than the previous day. The implied volatity was 31.85, the open interest changed by 170 which increased total open position to 383


On 30 Dec TATACHEM was trading at 1031.80. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by 196 which increased total open position to 215


On 27 Dec TATACHEM was trading at 1046.35. The strike last trading price was 2.3, which was -1.70 lower than the previous day. The implied volatity was 29.53, the open interest changed by 15 which increased total open position to 18


On 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 4, which was -34.20 lower than the previous day. The implied volatity was 30.85, the open interest changed by 3 which increased total open position to 3


On 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 10.00, the open interest changed by 0 which decreased total open position to 0


On 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 12.61, the open interest changed by 0 which decreased total open position to 0


On 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 12.57, the open interest changed by 0 which decreased total open position to 0


On 19 Dec TATACHEM was trading at 1059.55. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 9.65, the open interest changed by 0 which decreased total open position to 0


On 18 Dec TATACHEM was trading at 1057.15. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 9.73, the open interest changed by 0 which decreased total open position to 0


On 17 Dec TATACHEM was trading at 1072.65. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0


On 16 Dec TATACHEM was trading at 1084.75. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0


On 13 Dec TATACHEM was trading at 1093.55. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0


On 12 Dec TATACHEM was trading at 1100.30. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TATACHEM was trading at 1125.65. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TATACHEM was trading at 1123.50. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TATACHEM was trading at 1106.05. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TATACHEM was trading at 1119.50. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATACHEM was trading at 1136.70. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 38.2, which was 0.00 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 38.2, which was 38.20 higher than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


TATACHEM 30JAN2025 1220 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 956.90 139.05 0 0.00 0 0 0
23 Jan 975.45 139.05 0.00 0.00 0 0 0
22 Jan 954.05 139.05 0.00 0.00 0 0 0
21 Jan 960.05 139.05 0.00 0.00 0 0 0
20 Jan 971.40 139.05 0.00 0.00 0 0 0
17 Jan 975.35 139.05 0.00 0.00 0 0 0
16 Jan 972.45 139.05 0.00 0.00 0 0 0
15 Jan 961.95 139.05 0.00 0.00 0 0 0
14 Jan 965.50 139.05 0.00 0.00 0 0 0
13 Jan 949.60 139.05 0.00 0.00 0 0 0
10 Jan 977.75 139.05 0.00 0.00 0 0 0
9 Jan 1014.85 139.05 0.00 0.00 0 0 0
8 Jan 1003.70 139.05 0.00 0.00 0 0 0
7 Jan 1012.20 139.05 0.00 0.00 0 0 0
6 Jan 991.25 139.05 0.00 0.00 0 0 0
3 Jan 1027.90 139.05 0.00 0.00 0 0 0
2 Jan 1031.45 139.05 0.00 0.00 0 0 0
1 Jan 1038.40 139.05 0.00 0.00 0 0 0
31 Dec 1052.20 139.05 0.00 0.00 0 0 0
30 Dec 1031.80 139.05 0.00 - 0 0 0
27 Dec 1046.35 139.05 0.00 - 0 0 0
26 Dec 1057.65 139.05 0.00 - 0 0 0
24 Dec 1067.60 139.05 0.00 - 0 0 0
23 Dec 1034.25 139.05 0.00 - 0 0 0
20 Dec 1028.85 139.05 0.00 - 0 0 0
19 Dec 1059.55 139.05 0.00 - 0 0 0
18 Dec 1057.15 139.05 0.00 - 0 0 0
17 Dec 1072.65 139.05 0.00 - 0 0 0
16 Dec 1084.75 139.05 0.00 - 0 0 0
13 Dec 1093.55 139.05 0.00 - 0 0 0
12 Dec 1100.30 139.05 0.00 - 0 0 0
11 Dec 1125.65 139.05 0.00 - 0 0 0
10 Dec 1123.50 139.05 0.00 - 0 0 0
9 Dec 1106.05 139.05 0.00 - 0 0 0
6 Dec 1119.50 139.05 0.00 - 0 0 0
5 Dec 1136.70 139.05 0.00 - 0 0 0
3 Dec 1136.40 139.05 0.00 - 0 0 0
2 Dec 1129.80 139.05 139.05 - 0 0 0
29 Nov 1111.75 0 0.00 0 0 0


For Tata Chemicals Ltd - strike price 1220 expiring on 30JAN2025

Delta for 1220 PE is 0.00

Historical price for 1220 PE is as follows

On 24 Jan TATACHEM was trading at 956.90. The strike last trading price was 139.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan TATACHEM was trading at 975.45. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Jan TATACHEM was trading at 954.05. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Jan TATACHEM was trading at 960.05. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Jan TATACHEM was trading at 971.40. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Jan TATACHEM was trading at 975.35. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan TATACHEM was trading at 972.45. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 15 Jan TATACHEM was trading at 961.95. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Jan TATACHEM was trading at 965.50. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Jan TATACHEM was trading at 949.60. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Jan TATACHEM was trading at 977.75. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Jan TATACHEM was trading at 1014.85. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Jan TATACHEM was trading at 1003.70. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Jan TATACHEM was trading at 1012.20. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Jan TATACHEM was trading at 991.25. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Jan TATACHEM was trading at 1027.90. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Jan TATACHEM was trading at 1031.45. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Jan TATACHEM was trading at 1038.40. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Dec TATACHEM was trading at 1052.20. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 30 Dec TATACHEM was trading at 1031.80. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Dec TATACHEM was trading at 1046.35. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec TATACHEM was trading at 1059.55. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec TATACHEM was trading at 1057.15. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec TATACHEM was trading at 1072.65. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec TATACHEM was trading at 1084.75. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec TATACHEM was trading at 1093.55. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec TATACHEM was trading at 1100.30. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TATACHEM was trading at 1125.65. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TATACHEM was trading at 1123.50. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TATACHEM was trading at 1106.05. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TATACHEM was trading at 1119.50. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATACHEM was trading at 1136.70. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 139.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 139.05, which was 139.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0