TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 880 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 | 138 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 961.25 | 88.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 933.50 | 107.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.00
Historical price for 880 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 138, 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 88.8, 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 107.15, 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 880 PE | |||||||
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Delta: -0.03
Vega: 0.10
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 0.65 | -0.1 | 37.29 | 19 | -17 | 141 |
| 14 Sept | 961.25 | 1.3 | -0.15 | 26.78 | 40 | 5 | 164 |
| 17 Aug | 933.50 | 10 | -1 | 25.52 | 1 | 1 | 5 |
For Tata Chemicals Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.03
Historical price for 880 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 37.29, the open interest changed by -17 which decreased total open position to 141
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 26.78, the open interest changed by 5 which increased total open position to 164
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 10, which was -1 lower than the previous day. The implied volatity was 25.52, the open interest changed by 1 which increased total open position to 5
