TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 0.8 | -0.40 | 46.43 | 61 | -19 | 122 | |||
| 13 Nov | 1041.15 | 1.2 | -0.10 | 50.31 | 96 | -5 | 143 | |||
| 12 Nov | 1072.35 | 1.3 | -0.55 | 44.83 | 44 | -3 | 148 | |||
| 11 Nov | 1096.55 | 1.85 | -0.25 | 40.97 | 77 | -2 | 152 | |||
| 8 Nov | 1101.50 | 2.1 | -1.45 | 37.24 | 201 | 13 | 154 | |||
| 7 Nov | 1120.25 | 3.55 | -2.25 | 36.99 | 242 | -21 | 143 | |||
| 6 Nov | 1150.55 | 5.8 | 0.65 | 34.22 | 256 | 20 | 163 | |||
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| 5 Nov | 1129.80 | 5.15 | -1.15 | 36.93 | 109 | -7 | 143 | |||
| 4 Nov | 1125.75 | 6.3 | -4.50 | 38.26 | 180 | 18 | 156 | |||
| 1 Nov | 1154.75 | 10.8 | -1.20 | 37.28 | 44 | 40 | 139 | |||
| 31 Oct | 1148.90 | 12 | 2.20 | - | 99 | 8 | 99 | |||
| 30 Oct | 1131.75 | 9.8 | 3.70 | - | 47 | -12 | 91 | |||
| 29 Oct | 1096.20 | 6.1 | -2.05 | - | 47 | 36 | 103 | |||
| 28 Oct | 1091.65 | 8.15 | 0.60 | - | 46 | -6 | 52 | |||
| 25 Oct | 1064.75 | 7.55 | -4.95 | - | 8 | -5 | 58 | |||
| 24 Oct | 1107.25 | 12.5 | -3.65 | - | 1 | 0 | 64 | |||
| 23 Oct | 1124.85 | 16.15 | 0.15 | - | 10 | 0 | 64 | |||
| 22 Oct | 1143.30 | 16 | -9.10 | - | 67 | 9 | 63 | |||
| 21 Oct | 1189.00 | 25.1 | 13.00 | - | 16 | -14 | 55 | |||
| 18 Oct | 1088.10 | 12.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1073.85 | 12.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1100.35 | 12.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1099.00 | 12.1 | 0.00 | - | 0 | 43 | 0 | |||
| 14 Oct | 1104.50 | 12.1 | 0.00 | - | 88 | 40 | 66 | |||
| 10 Oct | 1151.20 | 12.1 | -0.90 | - | 4 | 0 | 27 | |||
| 9 Oct | 1105.35 | 13 | 3.50 | - | 34 | 9 | 27 | |||
| 8 Oct | 1085.70 | 9.5 | -0.70 | - | 10 | 1 | 20 | |||
| 7 Oct | 1077.65 | 10.2 | -8.80 | - | 16 | 11 | 14 | |||
| 4 Oct | 1128.65 | 19 | 19.00 | - | 4 | 2 | 2 | |||
| 5 Sept | 1081.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1084.15 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 CE is 0.02
Historical price for 1280 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 46.43, the open interest changed by -19 which decreased total open position to 122
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 50.31, the open interest changed by -5 which decreased total open position to 143
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 44.83, the open interest changed by -3 which decreased total open position to 148
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 40.97, the open interest changed by -2 which decreased total open position to 152
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 37.24, the open interest changed by 13 which increased total open position to 154
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 3.55, which was -2.25 lower than the previous day. The implied volatity was 36.99, the open interest changed by -21 which decreased total open position to 143
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 5.8, which was 0.65 higher than the previous day. The implied volatity was 34.22, the open interest changed by 20 which increased total open position to 163
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 36.93, the open interest changed by -7 which decreased total open position to 143
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 6.3, which was -4.50 lower than the previous day. The implied volatity was 38.26, the open interest changed by 18 which increased total open position to 156
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 10.8, which was -1.20 lower than the previous day. The implied volatity was 37.28, the open interest changed by 40 which increased total open position to 139
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 12, which was 2.20 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 9.8, which was 3.70 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 6.1, which was -2.05 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 8.15, which was 0.60 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 7.55, which was -4.95 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 12.5, which was -3.65 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 16.15, which was 0.15 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 16, which was -9.10 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 25.1, which was 13.00 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 12.1, 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 12.1, 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 12.1, 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 12.1, 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 12.1, 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 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 12.1, which was -0.90 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 13, which was 3.50 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 9.5, which was -0.70 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 10.2, which was -8.80 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 19, which was 19.00 higher 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 1280 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 | 127.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1041.15 | 127.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1072.35 | 127.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1096.55 | 127.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1101.50 | 127.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1120.25 | 127.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 127.3 | -21.20 | 34.72 | 1 | 0 | 2 |
| 5 Nov | 1129.80 | 148.5 | -12.90 | 36.72 | 1 | 0 | 3 |
| 4 Nov | 1125.75 | 161.4 | -49.75 | 54.09 | 3 | 1 | 1 |
| 1 Nov | 1154.75 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1148.90 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1131.75 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1096.20 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1091.65 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1064.75 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1088.10 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1104.50 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1077.65 | 211.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 211.15 | 211.15 | - | 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 1280 expiring on 28NOV2024
Delta for 1280 PE is 0.00
Historical price for 1280 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 127.3, 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 127.3, 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 127.3, 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 127.3, 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 127.3, 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 127.3, 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 127.3, which was -21.20 lower than the previous day. The implied volatity was 34.72, the open interest changed by 0 which decreased total open position to 2
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 148.5, which was -12.90 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 3
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 161.4, which was -49.75 lower than the previous day. The implied volatity was 54.09, the open interest changed by 1 which increased total open position to 1
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, 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 211.15, which was 211.15 higher 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
