TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 890 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 | 80 | 0.6 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 961.25 | 80 | 0.6 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 933.50 | 119.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 890 expiring on 30SEP2025
Delta for 890 CE is 0.00
Historical price for 890 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 80, which was 0.6 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 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 80, which was 0.6 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 119.9, 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 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 961.25 | 2 | 0.2 | 26.74 | 27 | 7 | 113 |
| 17 Aug | 933.50 | 18.35 | 0 | 4.73 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 890 expiring on 30SEP2025
Delta for 890 PE is 0.00
Historical price for 890 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 0.8, 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 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 26.74, the open interest changed by 7 which increased total open position to 113
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 18.35, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
