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 | |||
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| 5 Jul | 1101.75 | 2.75 | -0.65 | - | 3,34,950 | 26,400 | 6,17,100 | |||
| 4 Jul | 1103.65 | 3.4 | - | 3,22,850 | 84,150 | 5,90,700 | ||||
| 3 Jul | 1103.45 | 3.85 | - | 1,89,200 | 30,800 | 5,06,550 | ||||
| 2 Jul | 1095.30 | 3.7 | - | 2,06,250 | 24,200 | 4,75,750 | ||||
| 1 Jul | 1107.35 | 4.95 | - | 4,41,650 | 51,700 | 4,51,550 | ||||
| 28 Jun | 1103.10 | 5.15 | - | 3,34,950 | 46,750 | 3,99,850 | ||||
| 27 Jun | 1091.65 | 5.9 | - | 5,10,400 | 2,29,900 | 3,53,100 | ||||
| 26 Jun | 1092.45 | 5.35 | - | 1,41,900 | 50,050 | 1,23,750 | ||||
| 25 Jun | 1097.05 | 6.4 | - | 1,23,750 | -8,800 | 73,700 | ||||
| 24 Jun | 1103.45 | 6.7 | - | 1,28,150 | 63,800 | 82,500 | ||||
| 21 Jun | 1126.30 | 12.90 | - | 34,100 | 18,700 | 18,700 | ||||
For TATA CHEMICALS LTD - strike price 1300 expiring on 25JUL2024
Delta for 1300 CE is -
Historical price for 1300 CE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 26400 which increased total open position to 617100
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 84150 which increased total open position to 590700
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 30800 which increased total open position to 506550
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 475750
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 51700 which increased total open position to 451550
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 46750 which increased total open position to 399850
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 229900 which increased total open position to 353100
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50050 which increased total open position to 123750
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -8800 which decreased total open position to 73700
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 63800 which increased total open position to 82500
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 12.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 18700
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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 | 200 | 0.00 | - | 0 | 550 | 0 |
| 4 Jul | 1103.65 | 200 | - | 0 | 550 | 0 | |
| 3 Jul | 1103.45 | 200 | - | 0 | 550 | 0 | |
| 2 Jul | 1095.30 | 200 | - | 1,650 | 4,950 | 4,950 | |
| 1 Jul | 1107.35 | 201 | - | 0 | 0 | 0 | |
| 28 Jun | 1103.10 | 201 | - | 0 | 0 | 0 | |
| 27 Jun | 1091.65 | 201 | - | 550 | 0 | 4,400 | |
| 26 Jun | 1092.45 | 196.45 | - | 0 | 3,850 | 0 | |
| 25 Jun | 1097.05 | 196.45 | - | 4,950 | 3,850 | 3,850 | |
| 24 Jun | 1103.45 | 203.1 | - | 0 | 0 | 0 | |
| 21 Jun | 1126.30 | 203.10 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1300 expiring on 25JUL2024
Delta for 1300 PE is -
Historical price for 1300 PE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 4950
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 201, 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 201, 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 201, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4400
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 196.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 0
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 196.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 3850
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 203.1, 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 203.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0