TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
24 Jan 2025 04:12 PM IST
TATACHEM 30JAN2025 900 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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24 Jan | 956.90 | 55.55 | -22.45 | - | 54 | 36 | 51 | |||
23 Jan | 975.45 | 78 | 18.50 | 43.21 | 46 | 0 | 16 | |||
22 Jan | 954.05 | 59.5 | -4.95 | 47.01 | 13 | 3 | 17 | |||
21 Jan | 960.05 | 64.45 | -6.10 | 33.05 | 15 | 3 | 13 | |||
20 Jan | 971.40 | 70.55 | -10.70 | - | 9 | 3 | 10 | |||
17 Jan | 975.35 | 81.25 | 1.25 | 37.73 | 20 | -7 | 8 | |||
16 Jan | 972.45 | 80 | 9.00 | 26.47 | 11 | 0 | 14 | |||
15 Jan | 961.95 | 71 | -5.95 | 30.33 | 4 | 0 | 13 | |||
14 Jan | 965.50 | 76.95 | 17.00 | 36.97 | 19 | -2 | 13 | |||
13 Jan | 949.60 | 59.95 | -163.40 | 29.55 | 25 | 14 | 14 | |||
10 Jan | 977.75 | 223.35 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 1014.85 | 223.35 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 1003.70 | 223.35 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 1012.20 | 223.35 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 991.25 | 223.35 | 223.35 | - | 0 | 0 | 0 | |||
3 Jan | 1027.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Jan | 1031.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Jan | 1038.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Dec | 1052.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
30 Dec | 1031.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Dec | 1046.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
26 Dec | 1057.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
24 Dec | 1067.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
23 Dec | 1034.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
20 Dec | 1028.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 1059.55 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 900 expiring on 30JAN2025
Delta for 900 CE is -
Historical price for 900 CE is as follows
On 24 Jan TATACHEM was trading at 956.90. The strike last trading price was 55.55, which was -22.45 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 51
On 23 Jan TATACHEM was trading at 975.45. The strike last trading price was 78, which was 18.50 higher than the previous day. The implied volatity was 43.21, the open interest changed by 0 which decreased total open position to 16
On 22 Jan TATACHEM was trading at 954.05. The strike last trading price was 59.5, which was -4.95 lower than the previous day. The implied volatity was 47.01, the open interest changed by 3 which increased total open position to 17
On 21 Jan TATACHEM was trading at 960.05. The strike last trading price was 64.45, which was -6.10 lower than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 13
On 20 Jan TATACHEM was trading at 971.40. The strike last trading price was 70.55, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 17 Jan TATACHEM was trading at 975.35. The strike last trading price was 81.25, which was 1.25 higher than the previous day. The implied volatity was 37.73, the open interest changed by -7 which decreased total open position to 8
On 16 Jan TATACHEM was trading at 972.45. The strike last trading price was 80, which was 9.00 higher than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 14
On 15 Jan TATACHEM was trading at 961.95. The strike last trading price was 71, which was -5.95 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 13
On 14 Jan TATACHEM was trading at 965.50. The strike last trading price was 76.95, which was 17.00 higher than the previous day. The implied volatity was 36.97, the open interest changed by -2 which decreased total open position to 13
On 13 Jan TATACHEM was trading at 949.60. The strike last trading price was 59.95, which was -163.40 lower than the previous day. The implied volatity was 29.55, the open interest changed by 14 which increased total open position to 14
On 10 Jan TATACHEM was trading at 977.75. The strike last trading price was 223.35, 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 9 Jan TATACHEM was trading at 1014.85. The strike last trading price was 223.35, 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 8 Jan TATACHEM was trading at 1003.70. The strike last trading price was 223.35, 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 7 Jan TATACHEM was trading at 1012.20. The strike last trading price was 223.35, 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 6 Jan TATACHEM was trading at 991.25. The strike last trading price was 223.35, which was 223.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan TATACHEM was trading at 1027.90. The strike last trading price was 0, 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 Jan TATACHEM was trading at 1031.45. The strike last trading price was 0, 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 1 Jan TATACHEM was trading at 1038.40. The strike last trading price was 0, 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 31 Dec TATACHEM was trading at 1052.20. The strike last trading price was 0, 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 30 Dec TATACHEM was trading at 1031.80. The strike last trading price was 0, 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 27 Dec TATACHEM was trading at 1046.35. The strike last trading price was 0, 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 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 0, 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 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 0, 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 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 0, 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 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 0, 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 19 Dec TATACHEM was trading at 1059.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
TATACHEM 30JAN2025 900 PE | |||||||
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Delta: -0.09
Vega: 0.20
Theta: -0.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 956.90 | 2 | -0.7 | 37.60 | 510 | -69 | 526 |
23 Jan | 975.45 | 2.65 | -2.15 | 44.95 | 1,555 | 128 | 595 |
22 Jan | 954.05 | 4.8 | 1.00 | 39.36 | 1,267 | 79 | 416 |
21 Jan | 960.05 | 3.8 | 0.50 | 38.54 | 475 | -56 | 336 |
20 Jan | 971.40 | 3.3 | -0.75 | 39.52 | 418 | 17 | 392 |
17 Jan | 975.35 | 4.05 | 0.20 | 37.73 | 463 | 91 | 373 |
16 Jan | 972.45 | 3.85 | -1.50 | 36.36 | 259 | -14 | 284 |
15 Jan | 961.95 | 5.35 | -0.35 | 35.28 | 681 | -5 | 301 |
14 Jan | 965.50 | 5.7 | -3.00 | 35.89 | 677 | -45 | 304 |
13 Jan | 949.60 | 8.7 | 3.75 | 35.02 | 898 | 118 | 347 |
10 Jan | 977.75 | 4.95 | 2.55 | 35.15 | 966 | 46 | 230 |
9 Jan | 1014.85 | 2.4 | -0.25 | 35.21 | 754 | -4 | 187 |
8 Jan | 1003.70 | 2.65 | -0.15 | 32.96 | 283 | 36 | 190 |
7 Jan | 1012.20 | 2.8 | -2.45 | 33.94 | 723 | -280 | 158 |
6 Jan | 991.25 | 5.25 | 5.25 | 34.94 | 751 | 411 | 411 |
3 Jan | 1027.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 1031.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 1038.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 1052.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 1031.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Dec | 1046.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Dec | 1057.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
24 Dec | 1067.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
23 Dec | 1034.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Dec | 1028.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 1059.55 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 900 expiring on 30JAN2025
Delta for 900 PE is -0.09
Historical price for 900 PE is as follows
On 24 Jan TATACHEM was trading at 956.90. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 37.60, the open interest changed by -69 which decreased total open position to 526
On 23 Jan TATACHEM was trading at 975.45. The strike last trading price was 2.65, which was -2.15 lower than the previous day. The implied volatity was 44.95, the open interest changed by 128 which increased total open position to 595
On 22 Jan TATACHEM was trading at 954.05. The strike last trading price was 4.8, which was 1.00 higher than the previous day. The implied volatity was 39.36, the open interest changed by 79 which increased total open position to 416
On 21 Jan TATACHEM was trading at 960.05. The strike last trading price was 3.8, which was 0.50 higher than the previous day. The implied volatity was 38.54, the open interest changed by -56 which decreased total open position to 336
On 20 Jan TATACHEM was trading at 971.40. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 39.52, the open interest changed by 17 which increased total open position to 392
On 17 Jan TATACHEM was trading at 975.35. The strike last trading price was 4.05, which was 0.20 higher than the previous day. The implied volatity was 37.73, the open interest changed by 91 which increased total open position to 373
On 16 Jan TATACHEM was trading at 972.45. The strike last trading price was 3.85, which was -1.50 lower than the previous day. The implied volatity was 36.36, the open interest changed by -14 which decreased total open position to 284
On 15 Jan TATACHEM was trading at 961.95. The strike last trading price was 5.35, which was -0.35 lower than the previous day. The implied volatity was 35.28, the open interest changed by -5 which decreased total open position to 301
On 14 Jan TATACHEM was trading at 965.50. The strike last trading price was 5.7, which was -3.00 lower than the previous day. The implied volatity was 35.89, the open interest changed by -45 which decreased total open position to 304
On 13 Jan TATACHEM was trading at 949.60. The strike last trading price was 8.7, which was 3.75 higher than the previous day. The implied volatity was 35.02, the open interest changed by 118 which increased total open position to 347
On 10 Jan TATACHEM was trading at 977.75. The strike last trading price was 4.95, which was 2.55 higher than the previous day. The implied volatity was 35.15, the open interest changed by 46 which increased total open position to 230
On 9 Jan TATACHEM was trading at 1014.85. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 35.21, the open interest changed by -4 which decreased total open position to 187
On 8 Jan TATACHEM was trading at 1003.70. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 32.96, the open interest changed by 36 which increased total open position to 190
On 7 Jan TATACHEM was trading at 1012.20. The strike last trading price was 2.8, which was -2.45 lower than the previous day. The implied volatity was 33.94, the open interest changed by -280 which decreased total open position to 158
On 6 Jan TATACHEM was trading at 991.25. The strike last trading price was 5.25, which was 5.25 higher than the previous day. The implied volatity was 34.94, the open interest changed by 411 which increased total open position to 411
On 3 Jan TATACHEM was trading at 1027.90. The strike last trading price was 0, 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 Jan TATACHEM was trading at 1031.45. The strike last trading price was 0, 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 1 Jan TATACHEM was trading at 1038.40. The strike last trading price was 0, 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 31 Dec TATACHEM was trading at 1052.20. The strike last trading price was 0, 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 30 Dec TATACHEM was trading at 1031.80. The strike last trading price was 0, 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 27 Dec TATACHEM was trading at 1046.35. The strike last trading price was 0, 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 26 Dec TATACHEM was trading at 1057.65. The strike last trading price was 0, 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 24 Dec TATACHEM was trading at 1067.60. The strike last trading price was 0, 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 23 Dec TATACHEM was trading at 1034.25. The strike last trading price was 0, 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 20 Dec TATACHEM was trading at 1028.85. The strike last trading price was 0, 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 19 Dec TATACHEM was trading at 1059.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0