TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1240 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1045.10 | 0.5 | -0.25 | - | 46 | -18 | 374 | |||
| 20 Nov | 1068.25 | 0.75 | 0.00 | 47.94 | 99 | 23 | 392 | |||
| 19 Nov | 1068.25 | 0.75 | 0.15 | 47.94 | 99 | 23 | 392 | |||
| 18 Nov | 1058.95 | 0.6 | -0.50 | 45.10 | 175 | -62 | 378 | |||
| 14 Nov | 1058.55 | 1.1 | -0.45 | 41.88 | 279 | -5 | 440 | |||
| 13 Nov | 1041.15 | 1.55 | -0.40 | 45.60 | 590 | -146 | 445 | |||
| 12 Nov | 1072.35 | 1.95 | -1.20 | 41.20 | 708 | 101 | 602 | |||
| 11 Nov | 1096.55 | 3.15 | -0.55 | 38.26 | 555 | 98 | 504 | |||
| 8 Nov | 1101.50 | 3.7 | -2.35 | 34.99 | 551 | 7 | 403 | |||
| 7 Nov | 1120.25 | 6.05 | -4.15 | 34.74 | 536 | 20 | 396 | |||
| 6 Nov | 1150.55 | 10.2 | 1.40 | 32.35 | 567 | 40 | 375 | |||
| 5 Nov | 1129.80 | 8.8 | -2.00 | 35.26 | 657 | -6 | 342 | |||
| 4 Nov | 1125.75 | 10.8 | -6.85 | 37.19 | 733 | 219 | 349 | |||
| 1 Nov | 1154.75 | 17.65 | 0.25 | 36.42 | 28 | 4 | 131 | |||
| 31 Oct | 1148.90 | 17.4 | 2.80 | - | 364 | 27 | 125 | |||
| 30 Oct | 1131.75 | 14.6 | 4.25 | - | 190 | -6 | 96 | |||
| 29 Oct | 1096.20 | 10.35 | -1.20 | - | 26 | -7 | 101 | |||
| 28 Oct | 1091.65 | 11.55 | 0.80 | - | 69 | 38 | 98 | |||
| 25 Oct | 1064.75 | 10.75 | -4.55 | - | 28 | 7 | 60 | |||
| 24 Oct | 1107.25 | 15.3 | -9.25 | - | 24 | 0 | 49 | |||
| 23 Oct | 1124.85 | 24.55 | 0.25 | - | 11 | 2 | 49 | |||
| 22 Oct | 1143.30 | 24.3 | -5.70 | - | 96 | 14 | 47 | |||
| 21 Oct | 1189.00 | 30 | 15.90 | - | 1 | 0 | 34 | |||
| 18 Oct | 1088.10 | 14.1 | -1.75 | - | 1 | 0 | 35 | |||
| 17 Oct | 1073.85 | 15.85 | -4.15 | - | 1 | 0 | 36 | |||
| 16 Oct | 1100.35 | 20 | 0.00 | - | 0 | -1 | 0 | |||
| 15 Oct | 1099.00 | 20 | 0.35 | - | 1 | 0 | 37 | |||
| 14 Oct | 1104.50 | 19.65 | -1.85 | - | 50 | 12 | 38 | |||
| 10 Oct | 1151.20 | 21.5 | 4.50 | - | 2 | -1 | 27 | |||
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| 9 Oct | 1105.35 | 17 | 3.05 | - | 5 | 2 | 27 | |||
| 8 Oct | 1085.70 | 13.95 | -1.55 | - | 6 | 2 | 25 | |||
| 7 Oct | 1077.65 | 15.5 | -11.45 | - | 6 | 4 | 24 | |||
| 4 Oct | 1128.65 | 26.95 | 2.10 | - | 23 | 5 | 20 | |||
| 3 Oct | 1133.05 | 24.85 | 2.25 | - | 12 | 2 | 15 | |||
| 1 Oct | 1132.60 | 22.6 | 22.60 | - | 18 | 13 | 13 | |||
| 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 1240 expiring on 28NOV2024
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 374
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 47.94, the open interest changed by 23 which increased total open position to 392
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 47.94, the open interest changed by 23 which increased total open position to 392
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 45.10, the open interest changed by -62 which decreased total open position to 378
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 41.88, the open interest changed by -5 which decreased total open position to 440
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 45.60, the open interest changed by -146 which decreased total open position to 445
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 1.95, which was -1.20 lower than the previous day. The implied volatity was 41.20, the open interest changed by 101 which increased total open position to 602
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 38.26, the open interest changed by 98 which increased total open position to 504
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 3.7, which was -2.35 lower than the previous day. The implied volatity was 34.99, the open interest changed by 7 which increased total open position to 403
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 6.05, which was -4.15 lower than the previous day. The implied volatity was 34.74, the open interest changed by 20 which increased total open position to 396
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 10.2, which was 1.40 higher than the previous day. The implied volatity was 32.35, the open interest changed by 40 which increased total open position to 375
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 8.8, which was -2.00 lower than the previous day. The implied volatity was 35.26, the open interest changed by -6 which decreased total open position to 342
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 10.8, which was -6.85 lower than the previous day. The implied volatity was 37.19, the open interest changed by 219 which increased total open position to 349
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 17.65, which was 0.25 higher than the previous day. The implied volatity was 36.42, the open interest changed by 4 which increased total open position to 131
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 17.4, which was 2.80 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 14.6, which was 4.25 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 10.35, which was -1.20 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 11.55, which was 0.80 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 10.75, which was -4.55 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 15.3, which was -9.25 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 24.55, which was 0.25 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 24.3, which was -5.70 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 30, which was 15.90 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 14.1, which was -1.75 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 15.85, which was -4.15 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 20, 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 20, which was 0.35 higher 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 19.65, which was -1.85 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 21.5, which was 4.50 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 17, which was 3.05 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 13.95, 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 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 15.5, which was -11.45 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 26.95, which was 2.10 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 24.85, which was 2.25 higher 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 22.6, which was 22.60 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 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1045.10 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1068.25 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1068.25 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1058.95 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1058.55 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1041.15 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1072.35 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1096.55 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1101.50 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1120.25 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1129.80 | 125.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1125.75 | 125.9 | 23.55 | 49.98 | 2 | 0 | 2 |
| 1 Nov | 1154.75 | 102.35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 1148.90 | 102.35 | -77.65 | - | 2 | 0 | 0 |
| 30 Oct | 1131.75 | 180 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1096.20 | 180 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1091.65 | 180 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1064.75 | 180 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 180 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 180 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 180 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 180 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1088.10 | 180 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 180 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 180 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 180 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1104.50 | 180 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 180 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 180 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 180 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 180 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 180 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 180 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 180 | 180.00 | - | 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 1240 expiring on 28NOV2024
Delta for 1240 PE is 0.00
Historical price for 1240 PE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 125.9, 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 Nov TATACHEM was trading at 1068.25. The strike last trading price was 125.9, 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 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 125.9, 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 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 125.9, 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 Nov TATACHEM was trading at 1058.55. The strike last trading price was 125.9, 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 Nov TATACHEM was trading at 1041.15. The strike last trading price was 125.9, 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 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 125.9, 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 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 125.9, 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 Nov TATACHEM was trading at 1101.50. The strike last trading price was 125.9, 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 Nov TATACHEM was trading at 1120.25. The strike last trading price was 125.9, 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 Nov TATACHEM was trading at 1150.55. The strike last trading price was 125.9, 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 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 125.9, 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 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 125.9, which was 23.55 higher than the previous day. The implied volatity was 49.98, the open interest changed by 0 which decreased total open position to 2
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 102.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 102.35, which was -77.65 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 180, 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 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, 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 180, which was 180.00 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
