TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.42
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 993.60 | 4.35 | -0.2 | 30.16 | 1,094 | 2 | 2,841 | |||||||||
| 14 Sept | 961.25 | 2.6 | -1.05 | 27.68 | 323 | 4 | 168 | |||||||||
| 17 Aug | 933.50 | 9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.16
Historical price for 1050 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 4.35, which was -0.2 lower than the previous day. The implied volatity was 30.16, the open interest changed by 2 which increased total open position to 2841
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 168
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 9, 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
| TATACHEM 30SEP2025 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.46
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 59.7 | -3.75 | 33.22 | 61 | -9 | 158 |
| 14 Sept | 961.25 | 90.6 | -6.2 | 39.50 | 13 | 3 | 11 |
| 17 Aug | 933.50 | 92.1 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.81
Historical price for 1050 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 59.7, which was -3.75 lower than the previous day. The implied volatity was 33.22, the open interest changed by -9 which decreased total open position to 158
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 90.6, which was -6.2 lower than the previous day. The implied volatity was 39.50, the open interest changed by 3 which increased total open position to 11
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 92.1, 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
