TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 910 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 | 97.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 961.25 | 60.2 | -11.95 | 24.24 | 12 | -3 | 25 | |||||||||
| 17 Aug | 933.50 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 910 expiring on 30SEP2025
Delta for 910 CE is 0.00
Historical price for 910 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 97.4, 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 60.2, which was -11.95 lower than the previous day. The implied volatity was 24.24, the open interest changed by -3 which decreased total open position to 25
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 105.6, 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 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.17
Theta: -0.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 1.1 | -0.5 | 31.65 | 117 | -61 | 222 |
| 14 Sept | 961.25 | 3.5 | 0.2 | 24.86 | 108 | 26 | 128 |
| 17 Aug | 933.50 | 23.8 | 0 | 3.08 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -0.05
Historical price for 910 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 31.65, the open interest changed by -61 which decreased total open position to 222
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 3.5, which was 0.2 higher than the previous day. The implied volatity was 24.86, the open interest changed by 26 which increased total open position to 128
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 23.8, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
