[--[65.84.65.76]--]
TATACHEM
Tata Chemicals Ltd

924 -8.75 (-0.94%)

Back to Option Chain


Historical option data for TATACHEM

13 Jun 2025 04:12 PM IST
TATACHEM 26JUN2025 860 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Jun 925.45 82.25 0 0.00 0 -2 0
12 Jun 932.75 82.25 -6.7 39.06 3 -2 179
11 Jun 960.35 88.95 -12.05 - 11 0 181
10 Jun 962.40 101 5.05 - 3 -1 181
9 Jun 960.45 95.95 19.55 - 25 1 183
6 Jun 934.10 76.4 8.5 - 27 -5 183
5 Jun 930.40 67 9.65 - 75 -6 189
4 Jun 915.15 58 9.9 - 80 -1 195
3 Jun 905.40 48.1 5.7 - 41 3 195
2 Jun 896.60 42.45 5.8 12.37 46 6 193
30 May 887.15 36.5 -5.5 15.09 33 4 184
29 May 891.20 42 -5 16.32 70 -13 180
28 May 895.75 47 -2.95 22.04 70 6 194
27 May 900.40 49.75 10.25 16.61 219 -33 188
26 May 881.85 40 0.7 22.60 103 9 221
23 May 873.95 38.25 8.35 25.19 309 39 213
22 May 859.30 30.2 -1.05 24.49 83 31 174
21 May 859.10 31.3 -3.55 25.62 76 27 141
20 May 863.10 35.5 -2.9 26.75 164 52 114
19 May 868.15 38.5 6.5 23.68 97 49 51
16 May 859.50 32 6.1 24.80 2 0 1
15 May 852.40 25.9 -39.3 21.46 1 0 0
14 May 838.60 65.2 0 1.06 0 0 0
13 May 836.80 65.2 0 1.36 0 0 0
12 May 848.75 65.2 0 0.08 0 0 0
9 May 817.30 65.2 0 2.78 0 0 0
8 May 808.70 65.2 0 3.28 0 0 0
7 May 826.20 65.2 0 2.14 0 0 0
6 May 816.60 65.2 0 3.11 0 0 0
2 May 835.10 65.2 0 1.23 0 0 0
30 Apr 837.30 65.2 0 1.17 0 0 0
29 Apr 857.20 65.2 0 - 0 0 0
25 Apr 826.45 65.2 0 1.83 0 0 0
24 Apr 864.10 0 0 - 0 0 0
23 Apr 857.60 0 0 - 0 0 0
22 Apr 851.85 0 0 - 0 0 0
17 Apr 848.75 0 0 - 0 0 0
16 Apr 847.50 0 0 - 0 0 0
15 Apr 846.90 0 0 - 0 0 0
11 Apr 832.25 0 0 0.62 0 0 0
9 Apr 811.50 0 0 2.29 0 0 0
8 Apr 811.35 0 0 2.51 0 0 0
7 Apr 800.50 0 0 3.12 0 0 0
4 Apr 812.40 0 0 2.03 0 0 0
3 Apr 849.90 0 0 - 0 0 0
2 Apr 851.50 0 0 - 0 0 0
1 Apr 839.75 0 0 - 0 0 0


For Tata Chemicals Ltd - strike price 860 expiring on 26JUN2025

Delta for 860 CE is 0.00

Historical price for 860 CE is as follows

On 13 Jun TATACHEM was trading at 925.45. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 12 Jun TATACHEM was trading at 932.75. The strike last trading price was 82.25, which was -6.7 lower than the previous day. The implied volatity was 39.06, the open interest changed by -2 which decreased total open position to 179


On 11 Jun TATACHEM was trading at 960.35. The strike last trading price was 88.95, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 181


On 10 Jun TATACHEM was trading at 962.40. The strike last trading price was 101, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 181


On 9 Jun TATACHEM was trading at 960.45. The strike last trading price was 95.95, which was 19.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 183


On 6 Jun TATACHEM was trading at 934.10. The strike last trading price was 76.4, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 183


On 5 Jun TATACHEM was trading at 930.40. The strike last trading price was 67, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 189


On 4 Jun TATACHEM was trading at 915.15. The strike last trading price was 58, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 195


On 3 Jun TATACHEM was trading at 905.40. The strike last trading price was 48.1, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 195


On 2 Jun TATACHEM was trading at 896.60. The strike last trading price was 42.45, which was 5.8 higher than the previous day. The implied volatity was 12.37, the open interest changed by 6 which increased total open position to 193


On 30 May TATACHEM was trading at 887.15. The strike last trading price was 36.5, which was -5.5 lower than the previous day. The implied volatity was 15.09, the open interest changed by 4 which increased total open position to 184


On 29 May TATACHEM was trading at 891.20. The strike last trading price was 42, which was -5 lower than the previous day. The implied volatity was 16.32, the open interest changed by -13 which decreased total open position to 180


On 28 May TATACHEM was trading at 895.75. The strike last trading price was 47, which was -2.95 lower than the previous day. The implied volatity was 22.04, the open interest changed by 6 which increased total open position to 194


On 27 May TATACHEM was trading at 900.40. The strike last trading price was 49.75, which was 10.25 higher than the previous day. The implied volatity was 16.61, the open interest changed by -33 which decreased total open position to 188


On 26 May TATACHEM was trading at 881.85. The strike last trading price was 40, which was 0.7 higher than the previous day. The implied volatity was 22.60, the open interest changed by 9 which increased total open position to 221


On 23 May TATACHEM was trading at 873.95. The strike last trading price was 38.25, which was 8.35 higher than the previous day. The implied volatity was 25.19, the open interest changed by 39 which increased total open position to 213


On 22 May TATACHEM was trading at 859.30. The strike last trading price was 30.2, which was -1.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 31 which increased total open position to 174


On 21 May TATACHEM was trading at 859.10. The strike last trading price was 31.3, which was -3.55 lower than the previous day. The implied volatity was 25.62, the open interest changed by 27 which increased total open position to 141


On 20 May TATACHEM was trading at 863.10. The strike last trading price was 35.5, which was -2.9 lower than the previous day. The implied volatity was 26.75, the open interest changed by 52 which increased total open position to 114


On 19 May TATACHEM was trading at 868.15. The strike last trading price was 38.5, which was 6.5 higher than the previous day. The implied volatity was 23.68, the open interest changed by 49 which increased total open position to 51


On 16 May TATACHEM was trading at 859.50. The strike last trading price was 32, which was 6.1 higher than the previous day. The implied volatity was 24.80, the open interest changed by 0 which decreased total open position to 1


On 15 May TATACHEM was trading at 852.40. The strike last trading price was 25.9, which was -39.3 lower than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 0


On 14 May TATACHEM was trading at 838.60. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 13 May TATACHEM was trading at 836.80. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


On 12 May TATACHEM was trading at 848.75. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 9 May TATACHEM was trading at 817.30. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 8 May TATACHEM was trading at 808.70. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0


On 7 May TATACHEM was trading at 826.20. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


On 6 May TATACHEM was trading at 816.60. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


On 2 May TATACHEM was trading at 835.10. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 30 Apr TATACHEM was trading at 837.30. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


On 29 Apr TATACHEM was trading at 857.20. The strike last trading price was 65.2, 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 25 Apr TATACHEM was trading at 826.45. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0


On 24 Apr TATACHEM was trading at 864.10. The strike last trading price was 0, 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 23 Apr TATACHEM was trading at 857.60. The strike last trading price was 0, 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 22 Apr TATACHEM was trading at 851.85. The strike last trading price was 0, 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 17 Apr TATACHEM was trading at 848.75. The strike last trading price was 0, 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 16 Apr TATACHEM was trading at 847.50. The strike last trading price was 0, 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 15 Apr TATACHEM was trading at 846.90. The strike last trading price was 0, 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 Apr TATACHEM was trading at 832.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 9 Apr TATACHEM was trading at 811.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 8 Apr TATACHEM was trading at 811.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0


On 7 Apr TATACHEM was trading at 800.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 4 Apr TATACHEM was trading at 812.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0


On 3 Apr TATACHEM was trading at 849.90. The strike last trading price was 0, 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 2 Apr TATACHEM was trading at 851.50. The strike last trading price was 0, 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 1 Apr TATACHEM was trading at 839.75. The strike last trading price was 0, 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 26JUN2025 860 PE
Delta: -0.06
Vega: 0.22
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Jun 925.45 1.35 0.05 26.80 61 -7 306
12 Jun 932.75 1.35 0.15 28.85 114 42 312
11 Jun 960.35 1.2 -0.1 34.09 41 -10 274
10 Jun 962.40 1.3 -0.7 33.92 256 -106 283
9 Jun 960.45 2 -2.35 35.45 353 31 389
6 Jun 934.10 3.85 -0.6 32.72 346 -27 359
5 Jun 930.40 4.35 -2.95 31.68 396 -77 386
4 Jun 915.15 7.2 -3.5 32.23 230 49 464
3 Jun 905.40 10.7 -2.45 33.42 238 29 416
2 Jun 896.60 13.05 -3.65 32.72 98 13 387
30 May 887.15 16.75 0.95 32.29 98 16 374
29 May 891.20 15.9 -0.75 32.68 73 26 358
28 May 895.75 16.65 -0.75 33.35 82 44 332
27 May 900.40 17.2 -6.45 35.86 293 46 287
26 May 881.85 23.5 -5.4 35.80 174 75 239
23 May 873.95 28.7 -10.25 36.47 87 24 163
22 May 859.30 38.95 3.6 40.63 20 12 140
21 May 859.10 36.4 -1.05 37.34 21 9 127
20 May 863.10 37.45 5.45 39.67 84 71 117
19 May 868.15 31.95 -1.75 37.78 23 16 45
16 May 859.50 34.5 -27.4 33.25 32 27 27
15 May 852.40 61.9 0 0.28 0 0 0
14 May 838.60 61.9 0 - 0 0 0
13 May 836.80 61.9 0 - 0 0 0
12 May 848.75 61.9 0 - 0 0 0
9 May 817.30 61.9 0 - 0 0 0
8 May 808.70 61.9 0 - 0 0 0
7 May 826.20 61.9 0 - 0 0 0
6 May 816.60 61.9 0 - 0 0 0
2 May 835.10 61.9 0 - 0 0 0
30 Apr 837.30 61.9 0 - 0 0 0
29 Apr 857.20 61.9 0 0.91 0 0 0
25 Apr 826.45 61.9 0 - 0 0 0
24 Apr 864.10 61.9 0 1.59 0 0 0
23 Apr 857.60 0 0 1.07 0 0 0
22 Apr 851.85 0 0 0.74 0 0 0
17 Apr 848.75 0 0 0.53 0 0 0
16 Apr 847.50 0 0 0.39 0 0 0
15 Apr 846.90 0 0 0.34 0 0 0
11 Apr 832.25 0 0 - 0 0 0
9 Apr 811.50 0 0 - 0 0 0
8 Apr 811.35 0 0 - 0 0 0
7 Apr 800.50 0 0 - 0 0 0
4 Apr 812.40 0 0 - 0 0 0
3 Apr 849.90 0 0 0.66 0 0 0
2 Apr 851.50 0 0 0.90 0 0 0
1 Apr 839.75 0 0 0.07 0 0 0


For Tata Chemicals Ltd - strike price 860 expiring on 26JUN2025

Delta for 860 PE is -0.06

Historical price for 860 PE is as follows

On 13 Jun TATACHEM was trading at 925.45. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 26.80, the open interest changed by -7 which decreased total open position to 306


On 12 Jun TATACHEM was trading at 932.75. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 28.85, the open interest changed by 42 which increased total open position to 312


On 11 Jun TATACHEM was trading at 960.35. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 34.09, the open interest changed by -10 which decreased total open position to 274


On 10 Jun TATACHEM was trading at 962.40. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 33.92, the open interest changed by -106 which decreased total open position to 283


On 9 Jun TATACHEM was trading at 960.45. The strike last trading price was 2, which was -2.35 lower than the previous day. The implied volatity was 35.45, the open interest changed by 31 which increased total open position to 389


On 6 Jun TATACHEM was trading at 934.10. The strike last trading price was 3.85, which was -0.6 lower than the previous day. The implied volatity was 32.72, the open interest changed by -27 which decreased total open position to 359


On 5 Jun TATACHEM was trading at 930.40. The strike last trading price was 4.35, which was -2.95 lower than the previous day. The implied volatity was 31.68, the open interest changed by -77 which decreased total open position to 386


On 4 Jun TATACHEM was trading at 915.15. The strike last trading price was 7.2, which was -3.5 lower than the previous day. The implied volatity was 32.23, the open interest changed by 49 which increased total open position to 464


On 3 Jun TATACHEM was trading at 905.40. The strike last trading price was 10.7, which was -2.45 lower than the previous day. The implied volatity was 33.42, the open interest changed by 29 which increased total open position to 416


On 2 Jun TATACHEM was trading at 896.60. The strike last trading price was 13.05, which was -3.65 lower than the previous day. The implied volatity was 32.72, the open interest changed by 13 which increased total open position to 387


On 30 May TATACHEM was trading at 887.15. The strike last trading price was 16.75, which was 0.95 higher than the previous day. The implied volatity was 32.29, the open interest changed by 16 which increased total open position to 374


On 29 May TATACHEM was trading at 891.20. The strike last trading price was 15.9, which was -0.75 lower than the previous day. The implied volatity was 32.68, the open interest changed by 26 which increased total open position to 358


On 28 May TATACHEM was trading at 895.75. The strike last trading price was 16.65, which was -0.75 lower than the previous day. The implied volatity was 33.35, the open interest changed by 44 which increased total open position to 332


On 27 May TATACHEM was trading at 900.40. The strike last trading price was 17.2, which was -6.45 lower than the previous day. The implied volatity was 35.86, the open interest changed by 46 which increased total open position to 287


On 26 May TATACHEM was trading at 881.85. The strike last trading price was 23.5, which was -5.4 lower than the previous day. The implied volatity was 35.80, the open interest changed by 75 which increased total open position to 239


On 23 May TATACHEM was trading at 873.95. The strike last trading price was 28.7, which was -10.25 lower than the previous day. The implied volatity was 36.47, the open interest changed by 24 which increased total open position to 163


On 22 May TATACHEM was trading at 859.30. The strike last trading price was 38.95, which was 3.6 higher than the previous day. The implied volatity was 40.63, the open interest changed by 12 which increased total open position to 140


On 21 May TATACHEM was trading at 859.10. The strike last trading price was 36.4, which was -1.05 lower than the previous day. The implied volatity was 37.34, the open interest changed by 9 which increased total open position to 127


On 20 May TATACHEM was trading at 863.10. The strike last trading price was 37.45, which was 5.45 higher than the previous day. The implied volatity was 39.67, the open interest changed by 71 which increased total open position to 117


On 19 May TATACHEM was trading at 868.15. The strike last trading price was 31.95, which was -1.75 lower than the previous day. The implied volatity was 37.78, the open interest changed by 16 which increased total open position to 45


On 16 May TATACHEM was trading at 859.50. The strike last trading price was 34.5, which was -27.4 lower than the previous day. The implied volatity was 33.25, the open interest changed by 27 which increased total open position to 27


On 15 May TATACHEM was trading at 852.40. The strike last trading price was 61.9, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 14 May TATACHEM was trading at 838.60. The strike last trading price was 61.9, 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 May TATACHEM was trading at 836.80. The strike last trading price was 61.9, 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 May TATACHEM was trading at 848.75. The strike last trading price was 61.9, 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 9 May TATACHEM was trading at 817.30. The strike last trading price was 61.9, 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 8 May TATACHEM was trading at 808.70. The strike last trading price was 61.9, 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 May TATACHEM was trading at 826.20. The strike last trading price was 61.9, 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 May TATACHEM was trading at 816.60. The strike last trading price was 61.9, 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 2 May TATACHEM was trading at 835.10. The strike last trading price was 61.9, 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 30 Apr TATACHEM was trading at 837.30. The strike last trading price was 61.9, 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 29 Apr TATACHEM was trading at 857.20. The strike last trading price was 61.9, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 25 Apr TATACHEM was trading at 826.45. The strike last trading price was 61.9, 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 24 Apr TATACHEM was trading at 864.10. The strike last trading price was 61.9, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 23 Apr TATACHEM was trading at 857.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


On 22 Apr TATACHEM was trading at 851.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 17 Apr TATACHEM was trading at 848.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 16 Apr TATACHEM was trading at 847.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 15 Apr TATACHEM was trading at 846.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 11 Apr TATACHEM was trading at 832.25. The strike last trading price was 0, 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 9 Apr TATACHEM was trading at 811.50. The strike last trading price was 0, 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 8 Apr TATACHEM was trading at 811.35. The strike last trading price was 0, 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 Apr TATACHEM was trading at 800.50. The strike last trading price was 0, 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 Apr TATACHEM was trading at 812.40. The strike last trading price was 0, 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 3 Apr TATACHEM was trading at 849.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 2 Apr TATACHEM was trading at 851.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0


On 1 Apr TATACHEM was trading at 839.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0