TATACHEM
TATACHEM — on this desk since 2 Jan 2006.
Prices before Wed 4 Mar 2020 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
No option rows on this session.
No move could be read from the options for this session.
Open interest
No read: price or open interest did not move enough to say.
This stock has no settled cases of this class yet.
Basis, rollover and the ban
No basis on this session.
Not in the F&O ban this session.
Implied volatility
No move could be read from the options for this session; over the sessions the desk holds it ranged 1.6–8.5%.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Tue 30 Sep | no read | — | — | |
| Mon 29 Sep | no read | — | — | |
| Fri 26 Sep | long unwind | 1.6% | 0.08% | |
| Thu 25 Sep | long unwind | 1.8% | -0.01% | |
| Wed 24 Sep | short cover | 2.3% | 0.13% | |
| Tue 23 Sep | short build | 2.6% | 0.21% | |
| Mon 22 Sep | long unwind | 3.0% | 0.18% | |
| Fri 19 Sep | long build | 3.5% | 0.22% | |
| Thu 18 Sep | long unwind | 3.7% | 0.21% | |
| Wed 17 Sep | long build | 4.2% | 0.55% | |
| Tue 16 Sep | long build | 4.1% | 0.52% | |
| Mon 15 Sep | short cover | 4.2% | 0.53% | |
| Fri 12 Sep | short build | 4.2% | 0.24% | |
| Thu 11 Sep | long build | 4.5% | 0.62% | |
| Wed 10 Sep | short cover | 4.2% | 0.40% | |
| Tue 9 Sep | short cover | 4.3% | 0.28% | |
| Mon 8 Sep | short cover | 4.4% | 0.39% | |
| Fri 5 Sep | long unwind | 4.6% | 0.27% | |
| Thu 4 Sep | long unwind | 4.7% | 0.22% | |
| Wed 3 Sep | short cover | 4.8% | 0.62% |
After a name entered or left the ban
- This stock, on entering the ban: 5 of 9 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 5 of 9 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 550 to 650 on 25 Apr 2025; contracts either side are compared in shares, not lots.