TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.12
Theta: -0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 0.85 | -0.35 | 43.54 | 49 | -9 | 231 | |||
| 13 Nov | 1041.15 | 1.2 | -0.40 | 47.18 | 191 | -56 | 239 | |||
| 12 Nov | 1072.35 | 1.6 | -0.70 | 43.13 | 320 | -129 | 311 | |||
| 11 Nov | 1096.55 | 2.3 | -0.30 | 39.27 | 502 | 69 | 445 | |||
| 8 Nov | 1101.50 | 2.6 | -2.00 | 35.61 | 664 | 169 | 374 | |||
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| 7 Nov | 1120.25 | 4.6 | -3.00 | 35.84 | 494 | 29 | 206 | |||
| 6 Nov | 1150.55 | 7.6 | 0.95 | 33.17 | 430 | 34 | 176 | |||
| 5 Nov | 1129.80 | 6.65 | -1.95 | 35.97 | 431 | 33 | 145 | |||
| 4 Nov | 1125.75 | 8.6 | -5.90 | 38.22 | 327 | 35 | 113 | |||
| 1 Nov | 1154.75 | 14.5 | 0.50 | 37.56 | 13 | 5 | 78 | |||
| 31 Oct | 1148.90 | 14 | 2.50 | - | 158 | 10 | 74 | |||
| 30 Oct | 1131.75 | 11.5 | 3.35 | - | 115 | 31 | 65 | |||
| 29 Oct | 1096.20 | 8.15 | -1.85 | - | 41 | 29 | 34 | |||
| 28 Oct | 1091.65 | 10 | 1.10 | - | 6 | 2 | 4 | |||
| 25 Oct | 1064.75 | 8.9 | -18.90 | - | 1 | 0 | 2 | |||
| 24 Oct | 1107.25 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 27.8 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 1143.30 | 27.8 | -3.20 | - | 1 | 0 | 1 | |||
| 21 Oct | 1189.00 | 31 | 11.90 | - | 1 | 0 | 1 | |||
| 18 Oct | 1088.10 | 19.1 | 0.00 | - | 0 | 0 | 1 | |||
| 17 Oct | 1073.85 | 19.1 | 0.00 | - | 0 | 0 | 1 | |||
| 16 Oct | 1100.35 | 19.1 | 0.00 | - | 0 | 0 | 1 | |||
| 15 Oct | 1099.00 | 19.1 | 0.00 | - | 1 | 0 | 1 | |||
| 14 Oct | 1104.50 | 19.1 | 4.85 | - | 1 | 0 | 0 | |||
| 10 Oct | 1151.20 | 14.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 14.25 | 14.25 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1077.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1260 expiring on 28NOV2024
Delta for 1260 CE is 0.03
Historical price for 1260 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 43.54, the open interest changed by -9 which decreased total open position to 231
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 47.18, the open interest changed by -56 which decreased total open position to 239
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 43.13, the open interest changed by -129 which decreased total open position to 311
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 39.27, the open interest changed by 69 which increased total open position to 445
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 2.6, which was -2.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by 169 which increased total open position to 374
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 4.6, which was -3.00 lower than the previous day. The implied volatity was 35.84, the open interest changed by 29 which increased total open position to 206
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 7.6, which was 0.95 higher than the previous day. The implied volatity was 33.17, the open interest changed by 34 which increased total open position to 176
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 6.65, which was -1.95 lower than the previous day. The implied volatity was 35.97, the open interest changed by 33 which increased total open position to 145
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 8.6, which was -5.90 lower than the previous day. The implied volatity was 38.22, the open interest changed by 35 which increased total open position to 113
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 14.5, which was 0.50 higher than the previous day. The implied volatity was 37.56, the open interest changed by 5 which increased total open position to 78
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 14, which was 2.50 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 11.5, which was 3.35 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 8.15, 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 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 10, which was 1.10 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 8.9, which was -18.90 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 27.8, 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 27.8, 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 27.8, which was -3.20 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 31, which was 11.90 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 19.1, 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 19.1, 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 19.1, 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 19.1, 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 19.1, which was 4.85 higher 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 14.25, 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 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 14.25, which was 14.25 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 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 7 Oct TATACHEM was trading at 1077.65. 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 4 Oct TATACHEM was trading at 1128.65. 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 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 |
| 14 Nov | 1058.55 | 112.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1041.15 | 112.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1072.35 | 112.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1096.55 | 112.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1101.50 | 112.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1120.25 | 112.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 112.35 | -18.10 | 37.83 | 1 | 0 | 3 |
| 5 Nov | 1129.80 | 130.45 | -12.85 | 36.32 | 1 | 0 | 4 |
| 4 Nov | 1125.75 | 143.3 | -60.75 | 51.86 | 4 | 2 | 2 |
| 1 Nov | 1154.75 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1148.90 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1131.75 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1096.20 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1091.65 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1064.75 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1088.10 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1104.50 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 204.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 204.05 | 204.05 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 0 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1260 expiring on 28NOV2024
Delta for 1260 PE is 0.00
Historical price for 1260 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, which was -18.10 lower than the previous day. The implied volatity was 37.83, the open interest changed by 0 which decreased total open position to 3
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 130.45, which was -12.85 lower than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 4
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 143.3, which was -60.75 lower than the previous day. The implied volatity was 51.86, the open interest changed by 2 which increased total open position to 2
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 204.05, 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 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 204.05, 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 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, 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 204.05, which was 204.05 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 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 7 Oct TATACHEM was trading at 1077.65. 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 4 Oct TATACHEM was trading at 1128.65. 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
