TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 990 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.68
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 993.60 | 20.95 | 1.6 | 26.09 | 1,426 | -54 | 297 | |||||||||
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| 14 Sept | 961.25 | 10.2 | -4.5 | 22.56 | 289 | 13 | 145 | |||||||||
| 17 Aug | 933.50 | 16.45 | -42.6 | 24.62 | 2 | 0 | 1 | |||||||||
For Tata Chemicals Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 CE is 0.56
Historical price for 990 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 20.95, which was 1.6 higher than the previous day. The implied volatity was 26.09, the open interest changed by -54 which decreased total open position to 297
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 10.2, which was -4.5 lower than the previous day. The implied volatity was 22.56, the open interest changed by 13 which increased total open position to 145
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 16.45, which was -42.6 lower than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 1
| TATACHEM 30SEP2025 990 PE | |||||||
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Delta: -0.44
Vega: 0.68
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 14.6 | -3.1 | 25.32 | 605 | -16 | 212 |
| 14 Sept | 961.25 | 36.75 | 5.3 | 27.52 | 23 | 9 | 19 |
| 17 Aug | 933.50 | 56.45 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 PE is -0.44
Historical price for 990 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 14.6, which was -3.1 lower than the previous day. The implied volatity was 25.32, the open interest changed by -16 which decreased total open position to 212
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 36.75, which was 5.3 higher than the previous day. The implied volatity was 27.52, the open interest changed by 9 which increased total open position to 19
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 56.45, 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
