TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
11 Dec 2024 04:12 PM IST
| TATACHEM 26DEC2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.25
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1125.65 | 1.65 | -0.50 | 32.41 | 328 | -3 | 303 | |||
| 10 Dec | 1123.50 | 2.15 | 0.60 | 33.90 | 408 | 46 | 306 | |||
| 9 Dec | 1106.05 | 1.55 | -0.60 | 33.48 | 68 | 2 | 262 | |||
| 6 Dec | 1119.50 | 2.15 | -0.90 | 31.24 | 218 | 2 | 259 | |||
| 5 Dec | 1136.70 | 3.05 | 0.65 | 30.12 | 146 | 9 | 256 | |||
| 4 Dec | 1125.95 | 2.4 | -0.60 | 28.72 | 196 | -15 | 249 | |||
| 3 Dec | 1136.40 | 3 | -0.95 | 27.79 | 416 | 195 | 269 | |||
| 2 Dec | 1129.80 | 3.95 | 0.80 | 29.31 | 181 | 29 | 74 | |||
| 29 Nov | 1111.75 | 3.15 | -0.45 | 30.09 | 157 | 20 | 37 | |||
| 28 Nov | 1103.85 | 3.6 | -0.75 | 31.60 | 45 | -18 | 17 | |||
| 27 Nov | 1107.15 | 4.35 | -34.80 | 32.25 | 35 | 34 | 34 | |||
| 26 Nov | 1095.30 | 39.15 | 0.00 | 12.31 | 0 | 0 | 0 | |||
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| 25 Nov | 1081.95 | 39.15 | 0.00 | 12.73 | 0 | 0 | 0 | |||
| 22 Nov | 1069.90 | 39.15 | 0.00 | 13.25 | 0 | 0 | 0 | |||
| 21 Nov | 1045.10 | 39.15 | 0.00 | 14.28 | 0 | 0 | 0 | |||
| 20 Nov | 1068.25 | 39.15 | 0.00 | 12.91 | 0 | 0 | 0 | |||
| 19 Nov | 1068.25 | 39.15 | 0.00 | 12.91 | 0 | 0 | 0 | |||
| 18 Nov | 1058.95 | 39.15 | 0.00 | 13.06 | 0 | 0 | 0 | |||
| 13 Nov | 1041.15 | 39.15 | 0.00 | 13.68 | 0 | 0 | 0 | |||
| 12 Nov | 1072.35 | 39.15 | 0.00 | 10.83 | 0 | 0 | 0 | |||
| 8 Nov | 1101.50 | 39.15 | 0.00 | 8.84 | 0 | 0 | 0 | |||
| 7 Nov | 1120.25 | 39.15 | 0.00 | 7.60 | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 39.15 | 0.00 | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1260 expiring on 26DEC2024
Delta for 1260 CE is 0.05
Historical price for 1260 CE is as follows
On 11 Dec TATACHEM was trading at 1125.65. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was 32.41, the open interest changed by -3 which decreased total open position to 303
On 10 Dec TATACHEM was trading at 1123.50. The strike last trading price was 2.15, which was 0.60 higher than the previous day. The implied volatity was 33.90, the open interest changed by 46 which increased total open position to 306
On 9 Dec TATACHEM was trading at 1106.05. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 33.48, the open interest changed by 2 which increased total open position to 262
On 6 Dec TATACHEM was trading at 1119.50. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 31.24, the open interest changed by 2 which increased total open position to 259
On 5 Dec TATACHEM was trading at 1136.70. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 30.12, the open interest changed by 9 which increased total open position to 256
On 4 Dec TATACHEM was trading at 1125.95. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 28.72, the open interest changed by -15 which decreased total open position to 249
On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 3, which was -0.95 lower than the previous day. The implied volatity was 27.79, the open interest changed by 195 which increased total open position to 269
On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 3.95, which was 0.80 higher than the previous day. The implied volatity was 29.31, the open interest changed by 29 which increased total open position to 74
On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 30.09, the open interest changed by 20 which increased total open position to 37
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 31.60, the open interest changed by -18 which decreased total open position to 17
On 27 Nov TATACHEM was trading at 1107.15. The strike last trading price was 4.35, which was -34.80 lower than the previous day. The implied volatity was 32.25, the open interest changed by 34 which increased total open position to 34
On 26 Nov TATACHEM was trading at 1095.30. The strike last trading price was 39.15, which was 0.00 lower than the previous day. The implied volatity was 12.31, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACHEM was trading at 1081.95. The strike last trading price was 39.15, which was 0.00 lower than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACHEM was trading at 1069.90. The strike last trading price was 39.15, which was 0.00 lower than the previous day. The implied volatity was 13.25, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 39.15, which was 0.00 lower than the previous day. The implied volatity was 14.28, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 12.91, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 12.91, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 13.06, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 13.68, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 10.83, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 8.84, 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 39.15, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 39.15, 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 26DEC2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 11 Dec | 1125.65 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1123.50 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1106.05 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1119.50 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1136.70 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1125.95 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1136.40 | 136.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1129.80 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1111.75 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1103.85 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1107.15 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1095.30 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1081.95 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1069.90 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1045.10 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1068.25 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1068.25 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1058.95 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1041.15 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1072.35 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1101.50 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1120.25 | 136.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 136.25 | 0.00 | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1260 expiring on 26DEC2024
Delta for 1260 PE is 0.00
Historical price for 1260 PE is as follows
On 11 Dec TATACHEM was trading at 1125.65. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1123.50. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1106.05. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1119.50. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1136.70. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1125.95. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1136.40. The strike last trading price was 136.25, 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 Dec TATACHEM was trading at 1129.80. The strike last trading price was 136.25, 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 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 136.25, 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 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1107.15. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1095.30. The strike last trading price was 136.25, 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 25 Nov TATACHEM was trading at 1081.95. The strike last trading price was 136.25, 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 22 Nov TATACHEM was trading at 1069.90. The strike last trading price was 136.25, 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 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1068.25. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1068.25. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1058.95. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1041.15. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1072.35. The strike last trading price was 136.25, 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 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 136.25, 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 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 136.25, 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 Nov TATACHEM was trading at 1150.55. The strike last trading price was 136.25, 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
