TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1080 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.27
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 2.15 | -0.2 | 33.21 | 468 | -31 | 506 | |||||||||
| 14 Sept | 961.25 | 1.45 | -0.7 | 30.30 | 35 | 15 | 22 | |||||||||
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| 17 Aug | 933.50 | 27.2 | 0 | 9.48 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.08
Historical price for 1080 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 33.21, the open interest changed by -31 which decreased total open position to 506
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 1.45, which was -0.7 lower than the previous day. The implied volatity was 30.30, the open interest changed by 15 which increased total open position to 22
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 1080 PE | |||||||
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Delta: -0.93
Vega: 0.23
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 85.55 | 7.7 | 31.20 | 38 | 5 | 21 |
| 14 Sept | 961.25 | 154.65 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 933.50 | 154.65 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.93
Historical price for 1080 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 85.55, which was 7.7 higher than the previous day. The implied volatity was 31.20, the open interest changed by 5 which increased total open position to 21
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 154.65, 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
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 154.65, 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
