TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
14 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 940 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 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1041.15 | 145.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1072.35 | 145.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1096.55 | 145.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1101.50 | 145.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1120.25 | 145.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 145.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1129.80 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1125.75 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1154.75 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1148.90 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1131.75 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1096.20 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1091.65 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1064.75 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1107.25 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 1124.85 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1143.30 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1189.00 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1104.50 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 145.3 | 145.30 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1133.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Chemicals Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 CE is -
Historical price for 940 CE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 145.3, 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 145.3, 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 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 145.3, 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 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, which was 145.30 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 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 3 Oct TATACHEM was trading at 1133.05. 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 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.16
Theta: -0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1058.55 | 1.1 | -0.65 | 36.13 | 10 | 3 | 83 |
| 13 Nov | 1041.15 | 1.75 | 0.85 | 34.89 | 111 | 54 | 81 |
| 12 Nov | 1072.35 | 0.9 | -0.40 | 34.59 | 10 | -2 | 27 |
| 11 Nov | 1096.55 | 1.3 | -0.15 | 40.71 | 12 | 6 | 30 |
| 8 Nov | 1101.50 | 1.45 | -0.05 | 39.29 | 24 | 5 | 25 |
| 7 Nov | 1120.25 | 1.5 | -0.10 | 42.10 | 7 | -2 | 19 |
| 6 Nov | 1150.55 | 1.6 | -0.35 | 46.63 | 3 | 1 | 21 |
| 5 Nov | 1129.80 | 1.95 | -0.60 | 43.73 | 20 | 6 | 21 |
| 4 Nov | 1125.75 | 2.55 | 0.05 | 45.12 | 45 | 16 | 16 |
| 1 Nov | 1154.75 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1148.90 | 2.5 | 0.00 | - | 0 | -2 | 0 |
| 30 Oct | 1131.75 | 2.5 | -2.10 | - | 2 | 0 | 2 |
| 29 Oct | 1096.20 | 4.6 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 1091.65 | 4.6 | -14.50 | - | 2 | 0 | 0 |
| 25 Oct | 1064.75 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1107.25 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1104.50 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1151.20 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1105.35 | 19.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 19.1 | 19.10 | - | 0 | 0 | 0 |
| 4 Oct | 1128.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 0 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 PE is -0.04
Historical price for 940 PE is as follows
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 36.13, the open interest changed by 3 which increased total open position to 83
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 1.75, which was 0.85 higher than the previous day. The implied volatity was 34.89, the open interest changed by 54 which increased total open position to 81
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 34.59, the open interest changed by -2 which decreased total open position to 27
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 40.71, the open interest changed by 6 which increased total open position to 30
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 39.29, the open interest changed by 5 which increased total open position to 25
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 42.10, the open interest changed by -2 which decreased total open position to 19
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 46.63, the open interest changed by 1 which increased total open position to 21
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 1.95, which was -0.60 lower than the previous day. The implied volatity was 43.73, the open interest changed by 6 which increased total open position to 21
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 45.12, the open interest changed by 16 which increased total open position to 16
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 2.5, 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 Oct TATACHEM was trading at 1148.90. The strike last trading price was 2.5, 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 2.5, which was -2.10 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 4.6, 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 4.6, which was -14.50 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 19.1, 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 19.1, 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 19.1, 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 19.1, 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 19.1, 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 19.1, 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 19.1, 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 19.1, 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 19.1, which was 19.10 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 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 3 Oct TATACHEM was trading at 1133.05. 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
