TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.49
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 993.60 | 5.7 | 0.15 | 29.41 | 938 | -70 | 966 | |||||||||
| 14 Sept | 961.25 | 3.1 | -1.45 | 26.54 | 233 | 60 | 305 | |||||||||
| 17 Aug | 933.50 | 36.95 | 0 | 7.04 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.20
Historical price for 1040 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 5.7, which was 0.15 higher than the previous day. The implied volatity was 29.41, the open interest changed by -70 which decreased total open position to 966
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 60 which increased total open position to 305
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 36.95, which was 0 lower than the previous day. The implied volatity was 7.04, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.48
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 49.35 | -4.65 | 28.65 | 29 | -5 | 163 |
| 14 Sept | 961.25 | 66.35 | -3.45 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 933.50 | 125 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.80
Historical price for 1040 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 49.35, which was -4.65 lower than the previous day. The implied volatity was 28.65, the open interest changed by -5 which decreased total open position to 163
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 66.35, which was -3.45 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 125, 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
