TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 950 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.41
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 49.7 | 3.4 | 27.60 | 131 | -27 | 335 | |||||||||
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| 14 Sept | 961.25 | 27.25 | -7.3 | 20.50 | 412 | -14 | 436 | |||||||||
| 17 Aug | 933.50 | 80.15 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.84
Historical price for 950 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 49.7, which was 3.4 higher than the previous day. The implied volatity was 27.60, the open interest changed by -27 which decreased total open position to 335
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 27.25, which was -7.3 lower than the previous day. The implied volatity was 20.50, the open interest changed by -14 which decreased total open position to 436
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 80.15, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.41
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 3.8 | -1.35 | 27.13 | 386 | -8 | 636 |
| 14 Sept | 961.25 | 12.8 | 1.85 | 23.95 | 291 | 27 | 331 |
| 17 Aug | 933.50 | 38 | 5 | 27.04 | 3 | -2 | 4 |
For Tata Chemicals Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 PE is -0.15
Historical price for 950 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 27.13, the open interest changed by -8 which decreased total open position to 636
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 12.8, which was 1.85 higher than the previous day. The implied volatity was 23.95, the open interest changed by 27 which increased total open position to 331
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 38, which was 5 higher than the previous day. The implied volatity was 27.04, the open interest changed by -2 which decreased total open position to 4
