TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 970 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.58
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 33.75 | 2.5 | 26.54 | 103 | -24 | 187 | |||||||||
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| 14 Sept | 961.25 | 17.1 | -6.85 | 21.59 | 1,715 | 80 | 489 | |||||||||
| 17 Aug | 933.50 | 69.05 | 0 | 1.95 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 CE is 0.72
Historical price for 970 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 33.75, which was 2.5 higher than the previous day. The implied volatity was 26.54, the open interest changed by -24 which decreased total open position to 187
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 17.1, which was -6.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 80 which increased total open position to 489
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 69.05, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.57
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 7.4 | -2.15 | 25.52 | 277 | -48 | 299 |
| 14 Sept | 961.25 | 22.45 | 2.75 | 24.66 | 485 | 39 | 185 |
| 17 Aug | 933.50 | 46.65 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -0.27
Historical price for 970 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 7.4, which was -2.15 lower than the previous day. The implied volatity was 25.52, the open interest changed by -48 which decreased total open position to 299
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 22.45, which was 2.75 higher than the previous day. The implied volatity was 24.66, the open interest changed by 39 which increased total open position to 185
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 46.65, 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
