TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
26 Dec 2024 04:12 PM IST
| TATACHEM 26DEC2024 1320 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1057.65 | 0.05 | -0.15 | - | 11 | -1 | 25 | |||
| 24 Dec | 1067.60 | 0.2 | 0.10 | - | 7 | -1 | 26 | |||
| 23 Dec | 1034.25 | 0.1 | -0.05 | - | 1 | 0 | 28 | |||
| 20 Dec | 1028.85 | 0.15 | -0.20 | - | 2 | 0 | 30 | |||
| 16 Dec | 1084.75 | 0.35 | -0.30 | 49.87 | 9 | -3 | 31 | |||
| 13 Dec | 1093.55 | 0.65 | 0.10 | 45.98 | 25 | -3 | 34 | |||
| 12 Dec | 1100.30 | 0.55 | -0.10 | 41.80 | 6 | 0 | 40 | |||
| 11 Dec | 1125.65 | 0.65 | -0.40 | 36.88 | 17 | -3 | 40 | |||
| 10 Dec | 1123.50 | 1.05 | 0.15 | 39.16 | 38 | 4 | 40 | |||
| 9 Dec | 1106.05 | 0.9 | -0.10 | 39.59 | 2 | 0 | 35 | |||
| 6 Dec | 1119.50 | 1 | 0.00 | 35.53 | 33 | -13 | 35 | |||
| 5 Dec | 1136.70 | 1 | 0.05 | 32.35 | 19 | 9 | 47 | |||
| 4 Dec | 1125.95 | 0.95 | -0.05 | 32.09 | 33 | 9 | 35 | |||
| 3 Dec | 1136.40 | 1 | -0.45 | 30.34 | 6 | 0 | 26 | |||
| 2 Dec | 1129.80 | 1.45 | 0.00 | 31.67 | 83 | 20 | 25 | |||
| 29 Nov | 1111.75 | 1.45 | 0.30 | 33.32 | 4 | 1 | 4 | |||
| 28 Nov | 1103.85 | 1.15 | -23.85 | 31.42 | 2 | 1 | 2 | |||
| 31 Oct | 1148.90 | 25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1131.75 | 25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 25 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 1143.30 | 25 | 8.80 | - | 1 | 0 | 0 | |||
| 21 Oct | 1189.00 | 16.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1183.10 | 16.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 16.2 | 16.20 | - | 0 | 0 | 0 | |||
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| 3 Oct | 1133.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1132.60 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 CE is -
Historical price for 1320 CE is as follows
On 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 25
On 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 26
On 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 16 Dec TATACHEM was trading at 1084.75. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 49.87, the open interest changed by -3 which decreased total open position to 31
On 13 Dec TATACHEM was trading at 1093.55. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 45.98, the open interest changed by -3 which decreased total open position to 34
On 12 Dec TATACHEM was trading at 1100.30. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 41.80, the open interest changed by 0 which decreased total open position to 40
On 11 Dec TATACHEM was trading at 1125.65. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 36.88, the open interest changed by -3 which decreased total open position to 40
On 10 Dec TATACHEM was trading at 1123.50. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 39.16, the open interest changed by 4 which increased total open position to 40
On 9 Dec TATACHEM was trading at 1106.05. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 39.59, the open interest changed by 0 which decreased total open position to 35
On 6 Dec TATACHEM was trading at 1119.50. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 35.53, the open interest changed by -13 which decreased total open position to 35
On 5 Dec TATACHEM was trading at 1136.70. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 32.35, the open interest changed by 9 which increased total open position to 47
On 4 Dec TATACHEM was trading at 1125.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 32.09, the open interest changed by 9 which increased total open position to 35
On 3 Dec TATACHEM was trading at 1136.40. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 26
On 2 Dec TATACHEM was trading at 1129.80. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 31.67, the open interest changed by 20 which increased total open position to 25
On 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 4
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 1.15, which was -23.85 lower than the previous day. The implied volatity was 31.42, the open interest changed by 1 which increased total open position to 2
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 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 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 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 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 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 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 25, which was 8.80 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 16.2, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 16.2, 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 16.2, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACHEM was trading at 1133.05. 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 1 Oct TATACHEM was trading at 1132.60. 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 26DEC2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1057.65 | 269 | 47.80 | - | 2 | -1 | 3 |
| 24 Dec | 1067.60 | 221.2 | -69.20 | - | 3 | 0 | 7 |
| 23 Dec | 1034.25 | 290.4 | 11.40 | - | 5 | 0 | 2 |
| 20 Dec | 1028.85 | 279 | 81.00 | - | 1 | 0 | 3 |
| 16 Dec | 1084.75 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1093.55 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1100.30 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1125.65 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1123.50 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1106.05 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1119.50 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1136.70 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1125.95 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1136.40 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1129.80 | 198 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1111.75 | 198 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 1103.85 | 198 | 198.00 | - | 2 | 1 | 2 |
| 31 Oct | 1148.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1131.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1183.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1132.60 | 0 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 PE is -
Historical price for 1320 PE is as follows
On 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 269, which was 47.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 221.2, which was -69.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 290.4, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 279, which was 81.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec TATACHEM was trading at 1084.75. The strike last trading price was 198, 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 Dec TATACHEM was trading at 1093.55. The strike last trading price was 198, 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 Dec TATACHEM was trading at 1100.30. The strike last trading price was 198, 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 Dec TATACHEM was trading at 1125.65. The strike last trading price was 198, 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 198, 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 198, 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 198, 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 198, 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 198, 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 198, 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 198, 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 29 Nov TATACHEM was trading at 1111.75. The strike last trading price was 198, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov TATACHEM was trading at 1103.85. The strike last trading price was 198, which was 198.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 31 Oct TATACHEM was trading at 1148.90. 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 30 Oct TATACHEM was trading at 1131.75. 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 23 Oct TATACHEM was trading at 1124.85. 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 22 Oct TATACHEM was trading at 1143.30. 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 21 Oct TATACHEM was trading at 1189.00. 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 11 Oct TATACHEM was trading at 1183.10. 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 10 Oct TATACHEM was trading at 1151.20. 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 3 Oct TATACHEM was trading at 1133.05. 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 1 Oct TATACHEM was trading at 1132.60. 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
