TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.49
Theta: -0.78
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 40.95 | 2.75 | 26.07 | 89 | -6 | 312 | |||||||||
| 14 Sept | 961.25 | 21.7 | -6.7 | 21.02 | 1,294 | 43 | 823 | |||||||||
|
|
||||||||||||||||
| 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 0.80
Historical price for 960 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 40.95, which was 2.75 higher than the previous day. The implied volatity was 26.07, the open interest changed by -6 which decreased total open position to 312
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 21.7, which was -6.7 lower than the previous day. The implied volatity was 21.02, the open interest changed by 43 which increased total open position to 823
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.49
Theta: -0.53
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 5.3 | -1.55 | 26.26 | 425 | -41 | 530 |
| 14 Sept | 961.25 | 17.25 | 2.5 | 24.32 | 512 | 90 | 412 |
| 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 -0.20
Historical price for 960 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 5.3, which was -1.55 lower than the previous day. The implied volatity was 26.26, the open interest changed by -41 which decreased total open position to 530
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 17.25, which was 2.5 higher than the previous day. The implied volatity was 24.32, the open interest changed by 90 which increased total open position to 412
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
