TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.20
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 1.45 | -0.15 | 35.52 | 785 | -54 | 1,278 | |||||||||
| 14 Sept | 961.25 | 1.05 | -0.35 | 32.20 | 278 | 9 | 507 | |||||||||
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| 17 Aug | 933.50 | 3 | -1.5 | 28.02 | 6 | 3 | 8 | |||||||||
For Tata Chemicals Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.06
Historical price for 1100 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 35.52, the open interest changed by -54 which decreased total open position to 1278
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 32.20, the open interest changed by 9 which increased total open position to 507
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 3, which was -1.5 lower than the previous day. The implied volatity was 28.02, the open interest changed by 3 which increased total open position to 8
| TATACHEM 30SEP2025 1100 PE | |||||||
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Delta: -0.92
Vega: 0.25
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 106.1 | 10.5 | 39.17 | 2 | 0 | 74 |
| 14 Sept | 961.25 | 135.55 | -24.25 | 42.17 | 2 | 0 | 47 |
| 17 Aug | 933.50 | 145.5 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.92
Historical price for 1100 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 106.1, which was 10.5 higher than the previous day. The implied volatity was 39.17, the open interest changed by 0 which decreased total open position to 74
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 135.55, which was -24.25 lower than the previous day. The implied volatity was 42.17, the open interest changed by 0 which decreased total open position to 47
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 145.5, 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
