TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.25
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 993.60 | 57.1 | 2.15 | 23.60 | 69 | -4 | 208 | |||||||||
| 14 Sept | 961.25 | 34.25 | -4.8 | 20.74 | 130 | -10 | 235 | |||||||||
| 17 Aug | 933.50 | 74.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.92
Historical price for 940 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 57.1, which was 2.15 higher than the previous day. The implied volatity was 23.60, the open interest changed by -4 which decreased total open position to 208
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 34.25, which was -4.8 lower than the previous day. The implied volatity was 20.74, the open interest changed by -10 which decreased total open position to 235
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 74.3, 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 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.33
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 2.65 | -1 | 27.85 | 360 | -8 | 331 |
| 14 Sept | 961.25 | 9.8 | 1.75 | 24.49 | 279 | -31 | 297 |
| 17 Aug | 933.50 | 64 | 0 | 0.60 | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.11
Historical price for 940 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 2.65, which was -1 lower than the previous day. The implied volatity was 27.85, the open interest changed by -8 which decreased total open position to 331
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 9.8, which was 1.75 higher than the previous day. The implied volatity was 24.49, the open interest changed by -31 which decreased total open position to 297
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
