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[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited

149.67 -0.93 (-0.62%)

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Historical option data for TATASTEEL

12 Dec 2024 10:03 AM IST
TATASTEEL 26DEC2024 115 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 149.53 46.5 0.00 0.00 0 0 0
11 Dec 150.60 46.5 0.00 0.00 0 0 0
10 Dec 150.32 46.5 0.00 0.00 0 0 0
9 Dec 149.88 46.5 0.00 0.00 0 0 0
6 Dec 148.29 46.5 0.00 0.00 0 0 0
5 Dec 147.07 46.5 0.00 0.00 0 0 0
4 Dec 145.85 46.5 0.00 0.00 0 0 0
3 Dec 146.54 46.5 0.00 0.00 0 0 0
2 Dec 146.41 46.5 0.00 - 0 0 0
29 Nov 144.54 46.5 0.00 - 0 0 0
28 Nov 143.39 46.5 0.00 - 0 0 0
27 Nov 144.53 46.5 0.00 - 0 0 0
26 Nov 144.47 46.5 0.00 - 0 0 0
25 Nov 143.67 46.5 0.00 - 0 0 0
22 Nov 142.78 46.5 0.00 - 0 0 0
21 Nov 140.22 46.5 0.00 - 0 0 0
20 Nov 139.46 46.5 0.00 - 0 0 0
19 Nov 139.46 46.5 0.00 - 0 0 0
18 Nov 141.21 46.5 0.00 - 0 0 0
14 Nov 137.98 46.5 - 0 0 0


For Tata Steel Limited - strike price 115 expiring on 26DEC2024

Delta for 115 CE is 0.00

Historical price for 115 CE is as follows

On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 46.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 26DEC2024 115 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 149.53 0.05 0.00 - 12 0 142
11 Dec 150.60 0.05 0.00 - 27 -7 142
10 Dec 150.32 0.05 0.00 - 10 -1 149
9 Dec 149.88 0.05 0.00 - 60 -26 122
6 Dec 148.29 0.05 0.00 47.74 1 0 148
5 Dec 147.07 0.05 -0.05 45.67 21 13 148
4 Dec 145.85 0.1 0.05 47.57 3 1 133
3 Dec 146.54 0.05 0.00 43.03 12 6 132
2 Dec 146.41 0.05 -0.05 41.91 36 11 126
29 Nov 144.54 0.1 -0.10 41.67 63 50 115
28 Nov 143.39 0.2 0.05 44.90 33 18 64
27 Nov 144.53 0.15 0.00 43.11 30 19 47
26 Nov 144.47 0.15 0.00 42.20 20 13 27
25 Nov 143.67 0.15 -0.15 40.85 10 4 13
22 Nov 142.78 0.3 -0.10 43.01 2 0 9
21 Nov 140.22 0.4 0.20 42.14 4 2 7
20 Nov 139.46 0.2 0.00 35.48 3 1 4
19 Nov 139.46 0.2 0.00 35.48 3 0 4
18 Nov 141.21 0.2 -0.15 36.69 2 0 4
14 Nov 137.98 0.35 35.75 4 2 2


For Tata Steel Limited - strike price 115 expiring on 26DEC2024

Delta for 115 PE is -

Historical price for 115 PE is as follows

On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 142


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 149


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 122


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 148


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 45.67, the open interest changed by 13 which increased total open position to 148


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 47.57, the open interest changed by 1 which increased total open position to 133


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 43.03, the open interest changed by 6 which increased total open position to 132


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 41.91, the open interest changed by 11 which increased total open position to 126


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 41.67, the open interest changed by 50 which increased total open position to 115


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 44.90, the open interest changed by 18 which increased total open position to 64


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.11, the open interest changed by 19 which increased total open position to 47


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.20, the open interest changed by 13 which increased total open position to 27


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 40.85, the open interest changed by 4 which increased total open position to 13


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.01, the open interest changed by 0 which decreased total open position to 9


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 42.14, the open interest changed by 2 which increased total open position to 7


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.48, the open interest changed by 1 which increased total open position to 4


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.48, the open interest changed by 0 which decreased total open position to 4


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 4


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 35.75, the open interest changed by 2 which increased total open position to 2