TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Nov 2024 04:12 PM IST
| TATACHEM 28NOV2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1045.10 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1068.25 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1068.25 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1058.95 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1058.55 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1041.15 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1072.35 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1096.55 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1101.50 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1120.25 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1150.55 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1129.80 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1125.75 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1154.75 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1148.90 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1131.75 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1096.20 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1091.65 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1064.75 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1107.25 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1124.85 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1143.30 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1189.00 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1073.85 | 161 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 1100.35 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1099.00 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1104.50 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1183.10 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1151.20 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1105.35 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1085.70 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1128.65 | 161 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1133.05 | 161 | 161.00 | - | 0 | 0 | 0 | |||
| 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 960 expiring on 28NOV2024
Delta for 960 CE is -
Historical price for 960 CE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 161, 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 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 161, 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 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 161, 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 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 161, 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 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 161, 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 161, 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 161, 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 161, 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 Nov TATACHEM was trading at 1101.50. The strike last trading price was 161, 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 Nov TATACHEM was trading at 1120.25. The strike last trading price was 161, 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 Nov TATACHEM was trading at 1150.55. The strike last trading price was 161, 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 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 161, 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 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 161, 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 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 161, 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 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 161, 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 161, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 161, 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 161, 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 161, 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 161, 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 161, 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 161, which was 161.00 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
| TATACHEM 28NOV2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.16
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1045.10 | 1.45 | 0.25 | 40.65 | 142 | -23 | 166 |
| 20 Nov | 1068.25 | 1.2 | 0.00 | 40.04 | 57 | -17 | 189 |
| 19 Nov | 1068.25 | 1.2 | -0.35 | 40.04 | 57 | -17 | 189 |
| 18 Nov | 1058.95 | 1.55 | -0.35 | 38.65 | 110 | -8 | 207 |
| 14 Nov | 1058.55 | 1.9 | -1.10 | 34.30 | 331 | 19 | 214 |
| 13 Nov | 1041.15 | 3 | 0.85 | 33.92 | 446 | 56 | 192 |
| 12 Nov | 1072.35 | 2.15 | 0.15 | 35.42 | 49 | 24 | 143 |
| 11 Nov | 1096.55 | 2 | -0.15 | 39.36 | 112 | 24 | 129 |
| 8 Nov | 1101.50 | 2.15 | -0.05 | 38.33 | 53 | 8 | 104 |
| 7 Nov | 1120.25 | 2.2 | 0.35 | 40.92 | 60 | 13 | 96 |
| 6 Nov | 1150.55 | 1.85 | -0.85 | 43.81 | 30 | 10 | 88 |
| 5 Nov | 1129.80 | 2.7 | -0.70 | 42.41 | 103 | -3 | 82 |
| 4 Nov | 1125.75 | 3.4 | 0.35 | 43.65 | 130 | 19 | 85 |
| 1 Nov | 1154.75 | 3.05 | 0.20 | 44.23 | 1 | 0 | 66 |
| 31 Oct | 1148.90 | 2.85 | -0.65 | - | 26 | 1 | 66 |
| 30 Oct | 1131.75 | 3.5 | -2.80 | - | 114 | 6 | 63 |
| 29 Oct | 1096.20 | 6.3 | -0.20 | - | 12 | -2 | 54 |
| 28 Oct | 1091.65 | 6.5 | -8.20 | - | 280 | 35 | 53 |
| 25 Oct | 1064.75 | 14.7 | 4.80 | - | 23 | 17 | 18 |
| 24 Oct | 1107.25 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1124.85 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1143.30 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1189.00 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1073.85 | 9.9 | 0.00 | - | 0 | 0 | 1 |
| 16 Oct | 1100.35 | 9.9 | 0.00 | - | 0 | 0 | 1 |
| 15 Oct | 1099.00 | 9.9 | 0.00 | - | 0 | 0 | 1 |
| 14 Oct | 1104.50 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1183.10 | 9.9 | 0.00 | - | 0 | 0 | 1 |
| 10 Oct | 1151.20 | 9.9 | 0.00 | - | 0 | 0 | 1 |
| 9 Oct | 1105.35 | 9.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1085.70 | 9.9 | 2.90 | - | 1 | 0 | 1 |
| 4 Oct | 1128.65 | 7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1133.05 | 7 | -23.45 | - | 0 | 0 | 0 |
| 10 Sept | 1062.85 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1056.65 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1081.25 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1084.15 | 30.45 | - | 0 | 0 | 0 | |
For Tata Chemicals Ltd - strike price 960 expiring on 28NOV2024
Delta for 960 PE is -0.06
Historical price for 960 PE is as follows
On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 40.65, the open interest changed by -23 which decreased total open position to 166
On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 40.04, the open interest changed by -17 which decreased total open position to 189
On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 40.04, the open interest changed by -17 which decreased total open position to 189
On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 38.65, the open interest changed by -8 which decreased total open position to 207
On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 1.9, which was -1.10 lower than the previous day. The implied volatity was 34.30, the open interest changed by 19 which increased total open position to 214
On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 3, which was 0.85 higher than the previous day. The implied volatity was 33.92, the open interest changed by 56 which increased total open position to 192
On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 35.42, the open interest changed by 24 which increased total open position to 143
On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 39.36, the open interest changed by 24 which increased total open position to 129
On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 38.33, the open interest changed by 8 which increased total open position to 104
On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 40.92, the open interest changed by 13 which increased total open position to 96
On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 43.81, the open interest changed by 10 which increased total open position to 88
On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 2.7, which was -0.70 lower than the previous day. The implied volatity was 42.41, the open interest changed by -3 which decreased total open position to 82
On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 3.4, which was 0.35 higher than the previous day. The implied volatity was 43.65, the open interest changed by 19 which increased total open position to 85
On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 3.05, which was 0.20 higher than the previous day. The implied volatity was 44.23, the open interest changed by 0 which decreased total open position to 66
On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 2.85, 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 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 3.5, which was -2.80 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 6.3, which was -0.20 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 6.5, which was -8.20 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 14.7, which was 4.80 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 9.9, 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 9.9, 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 9.9, 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 9.9, 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 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 9.9, 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 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 9.9, 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 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 9.9, 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 9.9, 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 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 9.9, 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 9.9, 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 9.9, 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 9.9, which was 2.90 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 7, 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 7, which was -23.45 lower 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 30.45, 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 30.45, 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 30.45, 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 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
