TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.20
Theta: -0.50
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 993.60 | 76.9 | 3.75 | 29.48 | 57 | 10 | 118 | |||||||||
| 14 Sept | 961.25 | 47.5 | -4.9 | 13.11 | 20 | -1 | 100 | |||||||||
| 17 Aug | 933.50 | 84.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.94
Historical price for 920 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 76.9, which was 3.75 higher than the previous day. The implied volatity was 29.48, the open interest changed by 10 which increased total open position to 118
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 47.5, which was -4.9 lower than the previous day. The implied volatity was 13.11, the open interest changed by -1 which decreased total open position to 100
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 84.35, 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.23
Theta: -0.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 1.65 | -0.35 | 31.21 | 34 | 3 | 267 |
| 14 Sept | 961.25 | 4.95 | 0.45 | 24.53 | 139 | -7 | 172 |
| 17 Aug | 933.50 | 20 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.07
Historical price for 920 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 31.21, the open interest changed by 3 which increased total open position to 267
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 4.95, which was 0.45 higher than the previous day. The implied volatity was 24.53, the open interest changed by -7 which decreased total open position to 172
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 20, 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
