TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.62
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 9.8 | 0.75 | 28.06 | 1,282 | -115 | 1,427 | |||||||||
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| 14 Sept | 961.25 | 4.85 | -2.75 | 24.79 | 406 | 56 | 246 | |||||||||
| 17 Aug | 933.50 | 10 | -32.85 | 25.16 | 2 | 2 | 1 | |||||||||
For Tata Chemicals Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.32
Historical price for 1020 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 9.8, which was 0.75 higher than the previous day. The implied volatity was 28.06, the open interest changed by -115 which decreased total open position to 1427
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 4.85, which was -2.75 lower than the previous day. The implied volatity was 24.79, the open interest changed by 56 which increased total open position to 246
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 10, which was -32.85 lower than the previous day. The implied volatity was 25.16, the open interest changed by 2 which increased total open position to 1
| TATACHEM 30SEP2025 1020 PE | |||||||
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Delta: -0.68
Vega: 0.61
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 33.6 | -4.1 | 27.60 | 95 | -25 | 187 |
| 14 Sept | 961.25 | 61.05 | -15.9 | 30.95 | 3 | 0 | 17 |
| 17 Aug | 933.50 | 79 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.68
Historical price for 1020 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 33.6, which was -4.1 lower than the previous day. The implied volatity was 27.60, the open interest changed by -25 which decreased total open position to 187
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 61.05, which was -15.9 lower than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 17
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 79, 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
