TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.69
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 15.7 | 0.8 | 25.71 | 3,449 | -170 | 2,137 | |||||||||
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| 14 Sept | 961.25 | 7.6 | -4.25 | 22.80 | 1,951 | 55 | 1,024 | |||||||||
| 17 Aug | 933.50 | 14.1 | -1.65 | 24.90 | 35 | 16 | 53 | |||||||||
For Tata Chemicals Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.47
Historical price for 1000 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 15.7, which was 0.8 higher than the previous day. The implied volatity was 25.71, the open interest changed by -170 which decreased total open position to 2137
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 7.6, which was -4.25 lower than the previous day. The implied volatity was 22.80, the open interest changed by 55 which increased total open position to 1024
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 14.1, which was -1.65 lower than the previous day. The implied volatity was 24.90, the open interest changed by 16 which increased total open position to 53
| TATACHEM 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.69
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 19.5 | -3.9 | 25.18 | 467 | 10 | 1,026 |
| 14 Sept | 961.25 | 45.9 | 9.5 | 30.55 | 60 | 5 | 302 |
| 17 Aug | 933.50 | 63 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.53
Historical price for 1000 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 19.5, which was -3.9 lower than the previous day. The implied volatity was 25.18, the open interest changed by 10 which increased total open position to 1026
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 45.9, which was 9.5 higher than the previous day. The implied volatity was 30.55, the open interest changed by 5 which increased total open position to 302
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
