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

956.9 -18.55 (-1.90%)

Back to Option Chain


Historical option data for TATACHEM

24 Jan 2025 04:12 PM IST
TATACHEM 30JAN2025 900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.09
Vega: 0.20
Theta: -0.61
Gamma: 0.00
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