TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 870 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 95.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 961.25 | 95.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 933.50 | 135.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.00
Historical price for 870 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 95.85, 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 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 95.85, 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 135.2, 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
| TATACHEM 30SEP2025 870 PE | |||||||
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Delta: -0.02
Vega: 0.09
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 0.6 | -0.2 | 39.66 | 35 | -22 | 40 |
| 14 Sept | 961.25 | 1.25 | 0.1 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 933.50 | 13.8 | 0 | 6.35 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 870 expiring on 30SEP2025
Delta for 870 PE is -0.02
Historical price for 870 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 39.66, the open interest changed by -22 which decreased total open position to 40
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 1.25, which was 0.1 higher 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 13.8, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
