TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1058.55 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1041.15 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1072.35 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1096.55 | 190.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1101.50 | 190.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1120.25 | 190.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 190.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1129.80 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1125.75 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1154.75 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1148.90 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1131.75 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1096.20 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1091.65 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1064.75 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1107.25 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1143.30 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1189.00 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1104.50 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 190.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1133.05 | 190.3 | 190.30 | - | 0 | 0 | 0 | |||
| 10 Sept | 1062.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Sept | 1056.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1081.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1084.15 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 920 expiring on 28NOV2024
Delta for 920 CE is -
Historical price for 920 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 190.3, 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 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 190.3, 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 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 190.3, 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 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 190.3, 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 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 190.3, 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 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 190.3, 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 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 190.3, 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 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 190.3, 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 Nov TATACHEM was trading at 1125.75. The strike last trading price was 190.3, 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 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 190.3, 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 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 190.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 190.3, which was 190.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept TATACHEM was trading at 1062.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept TATACHEM was trading at 1056.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept TATACHEM was trading at 1081.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept TATACHEM was trading at 1084.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACHEM 28NOV2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.12
Theta: -0.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1058.55 | 0.8 | -0.35 | 38.62 | 159 | -2 | 265 |
| 13 Nov | 1041.15 | 1.15 | 0.05 | 37.25 | 157 | -17 | 264 |
| 12 Nov | 1072.35 | 1.1 | 0.15 | 40.33 | 1 | 0 | 281 |
| 11 Nov | 1096.55 | 0.95 | -0.05 | 42.95 | 53 | -3 | 281 |
| 8 Nov | 1101.50 | 1 | -0.05 | 41.23 | 60 | 7 | 284 |
| 7 Nov | 1120.25 | 1.05 | -0.10 | 43.50 | 79 | 10 | 277 |
| 6 Nov | 1150.55 | 1.15 | -0.30 | 47.92 | 125 | 15 | 283 |
| 5 Nov | 1129.80 | 1.45 | -0.35 | 45.33 | 142 | 53 | 268 |
| 4 Nov | 1125.75 | 1.8 | -0.20 | 46.10 | 250 | 85 | 215 |
| 1 Nov | 1154.75 | 2 | 0.25 | 48.08 | 1 | 0 | 130 |
| 31 Oct | 1148.90 | 1.75 | -0.50 | - | 88 | 38 | 131 |
| 30 Oct | 1131.75 | 2.25 | -1.65 | - | 66 | 24 | 93 |
| 29 Oct | 1096.20 | 3.9 | -0.10 | - | 149 | 34 | 68 |
| 28 Oct | 1091.65 | 4 | -4.25 | - | 53 | -5 | 33 |
| 25 Oct | 1064.75 | 8.25 | 4.00 | - | 64 | 13 | 38 |
| 24 Oct | 1107.25 | 4.25 | 0.85 | - | 100 | 3 | 25 |
| 23 Oct | 1124.85 | 3.4 | -2.05 | - | 74 | -2 | 17 |
| 22 Oct | 1143.30 | 5.45 | 2.45 | - | 119 | 3 | 19 |
| 21 Oct | 1189.00 | 3 | -1.35 | - | 21 | -13 | 24 |
| 14 Oct | 1104.50 | 4.35 | 1.35 | - | 121 | 14 | 17 |
| 10 Oct | 1151.20 | 3 | -0.65 | - | 1 | 0 | 4 |
| 9 Oct | 1105.35 | 3.65 | -0.60 | - | 35 | 1 | 4 |
| 8 Oct | 1085.70 | 4.25 | 0.05 | - | 31 | 3 | 5 |
| 4 Oct | 1128.65 | 4.2 | 3.20 | - | 2 | 0 | 1 |
| 3 Oct | 1133.05 | 1 | 1.00 | - | 2 | 1 | 1 |
| 10 Sept | 1062.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1056.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1081.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1084.15 | 0 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 920 expiring on 28NOV2024
Delta for 920 PE is -0.03
Historical price for 920 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 38.62, the open interest changed by -2 which decreased total open position to 265
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 37.25, the open interest changed by -17 which decreased total open position to 264
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 40.33, the open interest changed by 0 which decreased total open position to 281
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 42.95, the open interest changed by -3 which decreased total open position to 281
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 41.23, the open interest changed by 7 which increased total open position to 284
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 43.50, the open interest changed by 10 which increased total open position to 277
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 47.92, the open interest changed by 15 which increased total open position to 283
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 45.33, the open interest changed by 53 which increased total open position to 268
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 46.10, the open interest changed by 85 which increased total open position to 215
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 48.08, the open interest changed by 0 which decreased total open position to 130
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 4, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 8.25, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 4.25, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 3.4, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 5.45, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 4.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 3.65, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 4.2, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 1, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept TATACHEM was trading at 1062.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept TATACHEM was trading at 1056.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept TATACHEM was trading at 1081.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept TATACHEM was trading at 1084.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
