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 | |||
| 5 Jul | 1101.75 | 2.05 | -0.35 | - | 1,37,500 | 38,500 | 3,54,200 | |||
| 4 Jul | 1103.65 | 2.4 | - | 1,85,900 | 43,450 | 3,15,700 | ||||
| 3 Jul | 1103.45 | 2.85 | - | 1,11,100 | 22,000 | 2,72,250 | ||||
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| 2 Jul | 1095.30 | 2.8 | - | 2,12,850 | 50,600 | 2,49,700 | ||||
| 1 Jul | 1107.35 | 3.95 | - | 2,22,750 | 39,600 | 1,99,100 | ||||
| 28 Jun | 1103.10 | 4.25 | - | 2,49,150 | 92,950 | 1,59,500 | ||||
| 27 Jun | 1091.65 | 4.9 | - | 33,550 | 3,850 | 66,550 | ||||
| 26 Jun | 1092.45 | 4.4 | - | 20,350 | 1,650 | 62,700 | ||||
| 25 Jun | 1097.05 | 5.25 | - | 48,950 | 33,000 | 61,050 | ||||
| 24 Jun | 1103.45 | 5.3 | - | 34,650 | 18,700 | 27,500 | ||||
| 21 Jun | 1126.30 | 11.55 | - | 11,000 | 8,800 | 8,800 | ||||
For TATA CHEMICALS LTD - strike price 1320 expiring on 25JUL2024
Delta for 1320 CE is -
Historical price for 1320 CE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 354200
On 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 43450 which increased total open position to 315700
On 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 272250
On 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 50600 which increased total open position to 249700
On 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 39600 which increased total open position to 199100
On 28 Jun TATACHEM was trading at 1103.10. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 92950 which increased total open position to 159500
On 27 Jun TATACHEM was trading at 1091.65. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 66550
On 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 62700
On 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 61050
On 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 27500
On 21 Jun TATACHEM was trading at 1126.30. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 8800
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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 | 218.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 1103.65 | 218.55 | - | 0 | 0 | 0 | |
| 3 Jul | 1103.45 | 218.55 | - | 0 | 0 | 0 | |
| 2 Jul | 1095.30 | 218.55 | - | 0 | 0 | 0 | |
| 1 Jul | 1107.35 | 218.55 | - | 0 | 0 | 0 | |
| 28 Jun | 1103.10 | 218.55 | - | 0 | 0 | 0 | |
| 27 Jun | 1091.65 | 218.55 | - | 0 | 0 | 0 | |
| 26 Jun | 1092.45 | 218.55 | - | 0 | 0 | 0 | |
| 25 Jun | 1097.05 | 218.55 | - | 0 | 0 | 0 | |
| 24 Jun | 1103.45 | 218.55 | - | 0 | 0 | 0 | |
| 21 Jun | 1126.30 | 218.55 | - | 0 | 0 | 0 | |
For TATA CHEMICALS LTD - strike price 1320 expiring on 25JUL2024
Delta for 1320 PE is -
Historical price for 1320 PE is as follows
On 5 Jul TATACHEM was trading at 1101.75. The strike last trading price was 218.55, 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 4 Jul TATACHEM was trading at 1103.65. The strike last trading price was 218.55, 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 3 Jul TATACHEM was trading at 1103.45. The strike last trading price was 218.55, 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 2 Jul TATACHEM was trading at 1095.30. The strike last trading price was 218.55, 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 1 Jul TATACHEM was trading at 1107.35. The strike last trading price was 218.55, 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 218.55, 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 218.55, 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 26 Jun TATACHEM was trading at 1092.45. The strike last trading price was 218.55, 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 25 Jun TATACHEM was trading at 1097.05. The strike last trading price was 218.55, 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 24 Jun TATACHEM was trading at 1103.45. The strike last trading price was 218.55, 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 218.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0