TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0.56
Theta: -0.79
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 7.45 | 0.35 | 28.66 | 948 | -57 | 715 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 961.25 | 3.85 | -2.1 | 25.64 | 163 | 43 | 168 | |||||||||
| 17 Aug | 933.50 | 42.2 | 0 | 6.38 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.26
Historical price for 1030 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 7.45, which was 0.35 higher than the previous day. The implied volatity was 28.66, the open interest changed by -57 which decreased total open position to 715
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 3.85, which was -2.1 lower than the previous day. The implied volatity was 25.64, the open interest changed by 43 which increased total open position to 168
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 42.2, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.56
Theta: -0.54
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 41.9 | -3.65 | 29.37 | 86 | -18 | 98 |
| 14 Sept | 961.25 | 64.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 933.50 | 79.2 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is -0.74
Historical price for 1030 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 41.9, which was -3.65 lower than the previous day. The implied volatity was 29.37, the open interest changed by -18 which decreased total open position to 98
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 64.15, 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
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 79.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
