TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 92.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 961.25 | 67.15 | -9 | 15.64 | 32 | -3 | 133 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 933.50 | 65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.00
Historical price for 900 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 92.25, 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 67.15, which was -9 lower than the previous day. The implied volatity was 15.64, the open interest changed by -3 which decreased total open position to 133
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 65, 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
| TATACHEM 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.14
Theta: -0.20
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 0.85 | -0.3 | 33.08 | 93 | 4 | 217 |
| 14 Sept | 961.25 | 2.55 | 0.1 | 25.54 | 186 | -13 | 245 |
| 17 Aug | 933.50 | 13 | -1.5 | 23.48 | 1 | 0 | 9 |
For Tata Chemicals Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.04
Historical price for 900 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 33.08, the open interest changed by 4 which increased total open position to 217
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 2.55, which was 0.1 higher than the previous day. The implied volatity was 25.54, the open interest changed by -13 which decreased total open position to 245
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 13, which was -1.5 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 9
