TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
13 Mar 2025 04:12 PM IST
| TATACHEM 27MAR2025 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.56
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 796.10 | 8.2 | -5.95 | 25.81 | 868 | 9 | 703 | |||
| 12 Mar | 806.00 | 14.4 | -5.25 | 28.88 | 1,413 | -48 | 694 | |||
| 11 Mar | 815.90 | 20.45 | 2.55 | 29.55 | 1,265 | 11 | 741 | |||
| 10 Mar | 814.15 | 17 | -3.5 | 25.48 | 1,095 | -8 | 732 | |||
| 7 Mar | 815.30 | 19.85 | -1.5 | 25.81 | 1,934 | 59 | 740 | |||
| 6 Mar | 814.70 | 21.05 | 3.45 | 27.15 | 2,101 | 138 | 684 | |||
| 5 Mar | 802.70 | 18.8 | 7.3 | 29.62 | 897 | -53 | 545 | |||
| 4 Mar | 783.00 | 11.35 | -2.25 | 29.90 | 824 | 124 | 597 | |||
| 3 Mar | 787.55 | 14 | 2.95 | 29.73 | 1,160 | 43 | 469 | |||
| 28 Feb | 777.35 | 11.5 | -9.1 | 28.37 | 1,075 | 100 | 427 | |||
| 27 Feb | 801.85 | 22.3 | -12.8 | 31.12 | 570 | 299 | 327 | |||
| 26 Feb | 825.30 | 34.55 | -11.45 | 30.04 | 41 | 23 | 22 | |||
| 25 Feb | 827.70 | 34.55 | -11.45 | 30.04 | 41 | 17 | 22 | |||
| 24 Feb | 836.35 | 46 | -8 | 35.41 | 3 | 2 | 4 | |||
| 21 Feb | 846.05 | 54 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Feb | 854.70 | 54 | -6 | 28.28 | 1 | 0 | 1 | |||
| 19 Feb | 853.85 | 60 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 856.60 | 60 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Feb | 854.50 | 60 | -105.55 | 31.82 | 1 | 0 | 0 | |||
| 14 Feb | 846.50 | 165.55 | 0 | - | 0 | 0 | 0 | |||
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| 13 Feb | 868.25 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 878.60 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 883.05 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 909.40 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 931.40 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 936.15 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 933.75 | 165.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 918.50 | 165.55 | 0 | - | 0 | 0 | 0 | |||
For Tata Chemicals Ltd - strike price 820 expiring on 27MAR2025
Delta for 820 CE is 0.32
Historical price for 820 CE is as follows
On 13 Mar TATACHEM was trading at 796.10. The strike last trading price was 8.2, which was -5.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 9 which increased total open position to 703
On 12 Mar TATACHEM was trading at 806.00. The strike last trading price was 14.4, which was -5.25 lower than the previous day. The implied volatity was 28.88, the open interest changed by -48 which decreased total open position to 694
On 11 Mar TATACHEM was trading at 815.90. The strike last trading price was 20.45, which was 2.55 higher than the previous day. The implied volatity was 29.55, the open interest changed by 11 which increased total open position to 741
On 10 Mar TATACHEM was trading at 814.15. The strike last trading price was 17, which was -3.5 lower than the previous day. The implied volatity was 25.48, the open interest changed by -8 which decreased total open position to 732
On 7 Mar TATACHEM was trading at 815.30. The strike last trading price was 19.85, which was -1.5 lower than the previous day. The implied volatity was 25.81, the open interest changed by 59 which increased total open position to 740
On 6 Mar TATACHEM was trading at 814.70. The strike last trading price was 21.05, which was 3.45 higher than the previous day. The implied volatity was 27.15, the open interest changed by 138 which increased total open position to 684
On 5 Mar TATACHEM was trading at 802.70. The strike last trading price was 18.8, which was 7.3 higher than the previous day. The implied volatity was 29.62, the open interest changed by -53 which decreased total open position to 545
On 4 Mar TATACHEM was trading at 783.00. The strike last trading price was 11.35, which was -2.25 lower than the previous day. The implied volatity was 29.90, the open interest changed by 124 which increased total open position to 597
On 3 Mar TATACHEM was trading at 787.55. The strike last trading price was 14, which was 2.95 higher than the previous day. The implied volatity was 29.73, the open interest changed by 43 which increased total open position to 469
On 28 Feb TATACHEM was trading at 777.35. The strike last trading price was 11.5, which was -9.1 lower than the previous day. The implied volatity was 28.37, the open interest changed by 100 which increased total open position to 427
On 27 Feb TATACHEM was trading at 801.85. The strike last trading price was 22.3, which was -12.8 lower than the previous day. The implied volatity was 31.12, the open interest changed by 299 which increased total open position to 327
On 26 Feb TATACHEM was trading at 825.30. The strike last trading price was 34.55, which was -11.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 23 which increased total open position to 22
On 25 Feb TATACHEM was trading at 827.70. The strike last trading price was 34.55, which was -11.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 17 which increased total open position to 22
On 24 Feb TATACHEM was trading at 836.35. The strike last trading price was 46, which was -8 lower than the previous day. The implied volatity was 35.41, the open interest changed by 2 which increased total open position to 4
On 21 Feb TATACHEM was trading at 846.05. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Feb TATACHEM was trading at 854.70. The strike last trading price was 54, which was -6 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 1
On 19 Feb TATACHEM was trading at 853.85. The strike last trading price was 60, which was 0 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 18 Feb TATACHEM was trading at 856.60. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Feb TATACHEM was trading at 854.50. The strike last trading price was 60, which was -105.55 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TATACHEM was trading at 846.50. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATACHEM was trading at 868.25. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACHEM was trading at 878.60. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACHEM was trading at 883.05. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATACHEM was trading at 909.40. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATACHEM was trading at 931.40. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATACHEM was trading at 936.15. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATACHEM was trading at 933.75. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATACHEM was trading at 918.50. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 27MAR2025 820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.58
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 796.10 | 31 | 5.95 | 30.79 | 327 | -8 | 449 |
| 12 Mar | 806.00 | 24.25 | 3.85 | 28.75 | 585 | -2 | 457 |
| 11 Mar | 815.90 | 20.2 | -3.25 | 30.04 | 501 | 77 | 459 |
| 10 Mar | 814.15 | 24.55 | 2.05 | 33.69 | 586 | -26 | 381 |
| 7 Mar | 815.30 | 22.65 | -1.35 | 29.99 | 323 | 66 | 407 |
| 6 Mar | 814.70 | 24 | -5.95 | 30.62 | 292 | 43 | 341 |
| 5 Mar | 802.70 | 29.5 | -14.7 | 30.42 | 79 | 1 | 300 |
| 4 Mar | 783.00 | 44.15 | 2.45 | 31.54 | 11 | 2 | 296 |
| 3 Mar | 787.55 | 41.7 | -6.95 | 33.63 | 58 | 1 | 294 |
| 28 Feb | 777.35 | 47.15 | 13.55 | 31.91 | 192 | 6 | 292 |
| 27 Feb | 801.85 | 33.6 | 11.15 | 30.63 | 544 | 191 | 286 |
| 26 Feb | 825.30 | 24.55 | 4.55 | 32.22 | 128 | 36 | 93 |
| 25 Feb | 827.70 | 24.55 | 4.55 | 32.22 | 128 | 34 | 93 |
| 24 Feb | 836.35 | 19.85 | 0.95 | 30.84 | 42 | 25 | 54 |
| 21 Feb | 846.05 | 18.9 | 2.6 | 32.55 | 33 | 9 | 29 |
| 20 Feb | 854.70 | 16.3 | -0.05 | 31.89 | 12 | 7 | 20 |
| 19 Feb | 853.85 | 16.35 | 2.3 | 31.22 | 12 | 11 | 12 |
| 18 Feb | 856.60 | 14.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 854.50 | 14.05 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 846.50 | 14.05 | 0 | 0.00 | 0 | 1 | 0 |
| 13 Feb | 868.25 | 14.05 | 5.55 | 31.40 | 1 | 0 | 0 |
| 12 Feb | 878.60 | 8.5 | 0 | 6.70 | 0 | 0 | 0 |
| 11 Feb | 883.05 | 8.5 | 0 | 6.83 | 0 | 0 | 0 |
| 10 Feb | 909.40 | 8.5 | 0 | 8.67 | 0 | 0 | 0 |
| 7 Feb | 931.40 | 8.5 | 0 | 10.55 | 0 | 0 | 0 |
| 6 Feb | 936.15 | 8.5 | 0 | 10.76 | 0 | 0 | 0 |
| 5 Feb | 933.75 | 8.5 | 0 | 9.97 | 0 | 0 | 0 |
| 4 Feb | 918.50 | 8.5 | 0 | 8.87 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 820 expiring on 27MAR2025
Delta for 820 PE is -0.65
Historical price for 820 PE is as follows
On 13 Mar TATACHEM was trading at 796.10. The strike last trading price was 31, which was 5.95 higher than the previous day. The implied volatity was 30.79, the open interest changed by -8 which decreased total open position to 449
On 12 Mar TATACHEM was trading at 806.00. The strike last trading price was 24.25, which was 3.85 higher than the previous day. The implied volatity was 28.75, the open interest changed by -2 which decreased total open position to 457
On 11 Mar TATACHEM was trading at 815.90. The strike last trading price was 20.2, which was -3.25 lower than the previous day. The implied volatity was 30.04, the open interest changed by 77 which increased total open position to 459
On 10 Mar TATACHEM was trading at 814.15. The strike last trading price was 24.55, which was 2.05 higher than the previous day. The implied volatity was 33.69, the open interest changed by -26 which decreased total open position to 381
On 7 Mar TATACHEM was trading at 815.30. The strike last trading price was 22.65, which was -1.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by 66 which increased total open position to 407
On 6 Mar TATACHEM was trading at 814.70. The strike last trading price was 24, which was -5.95 lower than the previous day. The implied volatity was 30.62, the open interest changed by 43 which increased total open position to 341
On 5 Mar TATACHEM was trading at 802.70. The strike last trading price was 29.5, which was -14.7 lower than the previous day. The implied volatity was 30.42, the open interest changed by 1 which increased total open position to 300
On 4 Mar TATACHEM was trading at 783.00. The strike last trading price was 44.15, which was 2.45 higher than the previous day. The implied volatity was 31.54, the open interest changed by 2 which increased total open position to 296
On 3 Mar TATACHEM was trading at 787.55. The strike last trading price was 41.7, which was -6.95 lower than the previous day. The implied volatity was 33.63, the open interest changed by 1 which increased total open position to 294
On 28 Feb TATACHEM was trading at 777.35. The strike last trading price was 47.15, which was 13.55 higher than the previous day. The implied volatity was 31.91, the open interest changed by 6 which increased total open position to 292
On 27 Feb TATACHEM was trading at 801.85. The strike last trading price was 33.6, which was 11.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by 191 which increased total open position to 286
On 26 Feb TATACHEM was trading at 825.30. The strike last trading price was 24.55, which was 4.55 higher than the previous day. The implied volatity was 32.22, the open interest changed by 36 which increased total open position to 93
On 25 Feb TATACHEM was trading at 827.70. The strike last trading price was 24.55, which was 4.55 higher than the previous day. The implied volatity was 32.22, the open interest changed by 34 which increased total open position to 93
On 24 Feb TATACHEM was trading at 836.35. The strike last trading price was 19.85, which was 0.95 higher than the previous day. The implied volatity was 30.84, the open interest changed by 25 which increased total open position to 54
On 21 Feb TATACHEM was trading at 846.05. The strike last trading price was 18.9, which was 2.6 higher than the previous day. The implied volatity was 32.55, the open interest changed by 9 which increased total open position to 29
On 20 Feb TATACHEM was trading at 854.70. The strike last trading price was 16.3, which was -0.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by 7 which increased total open position to 20
On 19 Feb TATACHEM was trading at 853.85. The strike last trading price was 16.35, which was 2.3 higher than the previous day. The implied volatity was 31.22, the open interest changed by 11 which increased total open position to 12
On 18 Feb TATACHEM was trading at 856.60. The strike last trading price was 14.05, which was 0 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 17 Feb TATACHEM was trading at 854.50. The strike last trading price was 14.05, which was 0 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 14 Feb TATACHEM was trading at 846.50. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Feb TATACHEM was trading at 868.25. The strike last trading price was 14.05, which was 5.55 higher than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACHEM was trading at 878.60. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 6.70, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACHEM was trading at 883.05. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATACHEM was trading at 909.40. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 8.67, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATACHEM was trading at 931.40. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 10.55, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATACHEM was trading at 936.15. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATACHEM was trading at 933.75. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATACHEM was trading at 918.50. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 8.87, the open interest changed by 0 which decreased total open position to 0
