TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.12
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 1 | 0.25 | 51.37 | 181 | -80 | 753 | |||
| 13 Nov | 1041.15 | 0.75 | -0.35 | 49.97 | 512 | -175 | 848 | |||
| 12 Nov | 1072.35 | 1.1 | -0.40 | 46.72 | 355 | -84 | 1,042 | |||
| 11 Nov | 1096.55 | 1.5 | -0.10 | 42.60 | 276 | 45 | 1,133 | |||
| 8 Nov | 1101.50 | 1.6 | -1.15 | 38.33 | 644 | -35 | 1,088 | |||
| 7 Nov | 1120.25 | 2.75 | -1.85 | 38.09 | 791 | 157 | 1,123 | |||
| 6 Nov | 1150.55 | 4.6 | 0.40 | 35.56 | 1,031 | 104 | 963 | |||
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| 5 Nov | 1129.80 | 4.2 | -1.05 | 38.31 | 784 | 131 | 860 | |||
| 4 Nov | 1125.75 | 5.25 | -3.15 | 39.70 | 1,105 | 199 | 721 | |||
| 1 Nov | 1154.75 | 8.4 | 0.00 | 37.73 | 160 | 36 | 522 | |||
| 31 Oct | 1148.90 | 8.4 | 0.40 | - | 1,439 | 18 | 451 | |||
| 30 Oct | 1131.75 | 8 | 2.85 | - | 655 | 129 | 429 | |||
| 29 Oct | 1096.20 | 5.15 | -2.70 | - | 830 | 105 | 300 | |||
| 28 Oct | 1091.65 | 7.85 | 1.80 | - | 225 | 121 | 196 | |||
| 25 Oct | 1064.75 | 6.05 | -2.75 | - | 70 | 10 | 75 | |||
| 24 Oct | 1107.25 | 8.8 | -3.15 | - | 40 | 8 | 65 | |||
| 23 Oct | 1124.85 | 11.95 | -1.60 | - | 87 | 22 | 56 | |||
| 22 Oct | 1143.30 | 13.55 | 2.55 | - | 50 | 31 | 32 | |||
| 21 Oct | 1189.00 | 11 | 0.00 | - | 0 | 0 | 1 | |||
| 18 Oct | 1088.10 | 11 | 0.00 | - | 0 | 0 | 1 | |||
| 17 Oct | 1073.85 | 11 | 0.00 | - | 0 | 0 | 1 | |||
| 16 Oct | 1100.35 | 11 | 0.00 | - | 0 | 0 | 1 | |||
| 15 Oct | 1099.00 | 11 | 0.00 | - | 1 | 0 | 1 | |||
| 14 Oct | 1104.50 | 11 | - | 1 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 CE is 0.03
Historical price for 1300 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 51.37, the open interest changed by -80 which decreased total open position to 753
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 49.97, the open interest changed by -175 which decreased total open position to 848
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 46.72, the open interest changed by -84 which decreased total open position to 1042
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 42.60, the open interest changed by 45 which increased total open position to 1133
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 1.6, which was -1.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by -35 which decreased total open position to 1088
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 2.75, which was -1.85 lower than the previous day. The implied volatity was 38.09, the open interest changed by 157 which increased total open position to 1123
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 4.6, which was 0.40 higher than the previous day. The implied volatity was 35.56, the open interest changed by 104 which increased total open position to 963
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 4.2, which was -1.05 lower than the previous day. The implied volatity was 38.31, the open interest changed by 131 which increased total open position to 860
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 5.25, which was -3.15 lower than the previous day. The implied volatity was 39.70, the open interest changed by 199 which increased total open position to 721
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 37.73, the open interest changed by 36 which increased total open position to 522
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 8.4, which was 0.40 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 8, which was 2.85 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 5.15, which was -2.70 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 7.85, which was 1.80 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 6.05, which was -2.75 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 8.8, which was -3.15 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 11.95, which was -1.60 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 13.55, which was 2.55 higher 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACHEM 28NOV2024 1300 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 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1041.15 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1072.35 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1096.55 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1101.50 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1120.25 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1150.55 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1129.80 | 177.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1125.75 | 177.25 | 27.50 | 53.02 | 3 | 0 | 54 |
| 1 Nov | 1154.75 | 149.75 | -3.25 | 41.55 | 1 | 0 | 54 |
| 31 Oct | 1148.90 | 153 | -12.00 | - | 32 | 19 | 43 |
| 30 Oct | 1131.75 | 165 | -45.00 | - | 22 | 21 | 23 |
| 29 Oct | 1096.20 | 210 | -29.05 | - | 2 | 1 | 1 |
| 28 Oct | 1091.65 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1064.75 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1088.10 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1100.35 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1099.00 | 239.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1104.50 | 239.05 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 PE is 0.00
Historical price for 1300 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 177.25, 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 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 177.25, 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 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 177.25, 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 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 177.25, 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 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 177.25, 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 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 177.25, 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 Nov TATACHEM was trading at 1150.55. The strike last trading price was 177.25, 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 Nov TATACHEM was trading at 1129.80. The strike last trading price was 177.25, 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 Nov TATACHEM was trading at 1125.75. The strike last trading price was 177.25, which was 27.50 higher than the previous day. The implied volatity was 53.02, the open interest changed by 0 which decreased total open position to 54
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 149.75, which was -3.25 lower than the previous day. The implied volatity was 41.55, the open interest changed by 0 which decreased total open position to 54
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 153, which was -12.00 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 165, which was -45.00 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 210, which was -29.05 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, 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 239.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
