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 | 5.55 | -1.05 | - | 78,100 | -4,400 | 1,00,650 | |||
| 4 Jul | 1103.65 | 6.6 | - | 44,000 | 3,850 | 1,05,050 | ||||
| 3 Jul | 1103.45 | 7.55 | - | 7,700 | -1,100 | 1,01,200 | ||||
| 2 Jul | 1095.30 | 7.05 | - | 29,700 | 6,050 | 1,02,300 | ||||
| 1 Jul | 1107.35 | 9.35 | - | 46,200 | 7,150 | 96,250 | ||||
| 28 Jun | 1103.10 | 9.35 | - | 1,00,650 | 4,950 | 89,100 | ||||
| 27 Jun | 1091.65 | 10.25 | - | 1,04,500 | 5,500 | 84,150 | ||||
| 26 Jun | 1092.45 | 10.4 | - | 32,450 | -22,000 | 78,100 | ||||
| 25 Jun | 1097.05 | 12.3 | - | 9,900 | 2,200 | 1,00,100 | ||||
| 24 Jun | 1103.45 | 13.8 | - | 48,400 | 16,500 | 97,350 | ||||
| 21 Jun | 1126.30 | 20.20 | - | 54,450 | 44,550 | 80,850 | ||||
| 20 Jun | 1154.00 | 29.50 | - | 68,200 | 32,450 | 36,300 | ||||
| 19 Jun | 1106.85 | 13.25 | - | 4,400 | -3,850 | 3,850 | ||||
| 18 Jun | 1121.10 | 15.70 | - | 0 | 0 | 0 | ||||
| 14 Jun | 1105.85 | 15.70 | - | 0 | 6,050 | 0 | ||||
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| 13 Jun | 1116.30 | 15.70 | - | 7,700 | 4,400 | 6,050 | ||||
| 12 Jun | 1123.60 | 17.45 | - | 2,200 | 1,100 | 1,100 | ||||
For TATA CHEMICALS LTD - strike price 1240 expiring on 25JUL2024
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 5.55, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 100650
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 105050
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 101200
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 102300
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 96250
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 89100
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 84150
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 10.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 78100
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 100100
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 97350
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 20.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 44550 which increased total open position to 80850
On 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 29.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 32450 which increased total open position to 36300
On 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 13.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 3850
On 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 15.70, 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 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 15.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 0
On 13 Jun TATACHEM was trading at 1116.30. The strike last trading price was 15.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 6050
On 12 Jun TATACHEM was trading at 1123.60. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100
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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 | 159.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 1103.65 | 159.5 | - | 0 | 0 | 0 | |
| 3 Jul | 1103.45 | 159.5 | - | 0 | 0 | 0 | |
| 2 Jul | 1095.30 | 159.5 | - | 0 | 0 | 0 | |
| 1 Jul | 1107.35 | 159.5 | - | 0 | 0 | 0 | |
| 28 Jun | 1103.10 | 159.5 | - | 0 | 0 | 0 | |
| 27 Jun | 1091.65 | 159.5 | - | 0 | 0 | 0 | |
| 26 Jun | 1092.45 | 159.5 | - | 0 | 0 | 0 | |
| 25 Jun | 1097.05 | 159.5 | - | 0 | 0 | 0 | |
| 24 Jun | 1103.45 | 159.5 | - | 0 | 0 | 0 | |
| 21 Jun | 1126.30 | 159.50 | - | 0 | 0 | 0 | |
| 20 Jun | 1154.00 | 159.50 | - | 0 | 0 | 0 | |
| 19 Jun | 1106.85 | 159.50 | - | 0 | 0 | 0 | |
| 18 Jun | 1121.10 | 159.50 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.85 | 159.50 | - | 0 | 0 | 0 | |
| 13 Jun | 1116.30 | 159.50 | - | 0 | 0 | 0 | |
| 12 Jun | 1123.60 | 159.50 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1240 expiring on 25JUL2024
Delta for 1240 PE is -
Historical price for 1240 PE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 159.5, 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 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 159.5, 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 Jul TATACHEM was trading at 1103.45. The strike last trading price was 159.5, 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 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 159.5, 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 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 159.5, 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 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 159.5, 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 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 159.5, 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 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 159.5, 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 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 159.5, 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 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 159.5, 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 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 159.50, 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 20 Jun TATACHEM was trading at 1154.00. The strike last trading price was 159.50, 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 19 Jun TATACHEM was trading at 1106.85. The strike last trading price was 159.50, 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 18 Jun TATACHEM was trading at 1121.10. The strike last trading price was 159.50, 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 14 Jun TATACHEM was trading at 1105.85. The strike last trading price was 159.50, 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 159.50, 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 159.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0