TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.27
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 67.65 | 3.9 | 29.24 | 66 | -14 | 160 | |||||||||
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| 14 Sept | 961.25 | 39.6 | -10.6 | 16.54 | 44 | 0 | 188 | |||||||||
| 17 Aug | 933.50 | 92.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 930 expiring on 30SEP2025
Delta for 930 CE is 0.92
Historical price for 930 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 67.65, which was 3.9 higher than the previous day. The implied volatity was 29.24, the open interest changed by -14 which decreased total open position to 160
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 39.6, which was -10.6 lower than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 188
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 92.35, 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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.27
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 2 | -0.7 | 29.23 | 113 | -30 | 258 |
| 14 Sept | 961.25 | 6.9 | 1.1 | 24.24 | 231 | -29 | 303 |
| 17 Aug | 933.50 | 30.35 | 0 | 1.52 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 930 expiring on 30SEP2025
Delta for 930 PE is -0.08
Historical price for 930 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 29.23, the open interest changed by -30 which decreased total open position to 258
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 6.9, which was 1.1 higher than the previous day. The implied volatity was 24.24, the open interest changed by -29 which decreased total open position to 303
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 30.35, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
