TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
17 Aug 2025 12:56 AM IST
| TATACHEM 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 933.50 | 65.2 | 0 | 1.27 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.00
Historical price for 960 CE is as follows
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 65.2, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 960 PE | |||||||
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Delta: -0.54
Vega: 1.33
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 933.50 | 44 | 5 | 27.43 | 1 | 0 | 1 |
For Tata Chemicals Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.54
Historical price for 960 PE is as follows
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 44, which was 5 higher than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 1
