TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1090 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.23
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 1.8 | -0.05 | 34.55 | 81 | 39 | 89 | |||||||||
| 14 Sept | 961.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 933.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 CE is 0.07
Historical price for 1090 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 34.55, the open interest changed by 39 which increased total open position to 89
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 0, 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 0, 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 1090 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 120.65 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 961.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 933.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 PE is -
Historical price for 1090 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 120.65, 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 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 0, 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 0, 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
