TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.15
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 993.60 | 1.1 | -0.1 | 38.40 | 343 | 11 | 590 | |||||||||
For Tata Chemicals Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.04
Historical price for 1120 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 38.40, the open interest changed by 11 which increased total open position to 590
| TATACHEM 30SEP2025 1120 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 | 186.45 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 186.45, 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
