TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.64
Theta: -0.94
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 27 | 2.3 | 26.40 | 584 | -35 | 428 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 961.25 | 13.15 | -6.45 | 21.92 | 2,445 | 467 | 1,009 | |||||||||
| 17 Aug | 933.50 | 56.9 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.65
Historical price for 980 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 27, which was 2.3 higher than the previous day. The implied volatity was 26.40, the open interest changed by -35 which decreased total open position to 428
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 13.15, which was -6.45 lower than the previous day. The implied volatity was 21.92, the open interest changed by 467 which increased total open position to 1009
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 56.9, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.64
Theta: -0.64
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 10.6 | -2.55 | 25.46 | 596 | -10 | 871 |
| 14 Sept | 961.25 | 28.35 | 5.35 | 24.95 | 199 | 49 | 362 |
| 17 Aug | 933.50 | 85.95 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.35
Historical price for 980 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 10.6, which was -2.55 lower than the previous day. The implied volatity was 25.46, the open interest changed by -10 which decreased total open position to 871
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 28.35, which was 5.35 higher than the previous day. The implied volatity was 24.95, the open interest changed by 49 which increased total open position to 362
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 85.95, 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
