TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:13 AM IST
| TATASTEEL 26DEC2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.40 | 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 | |||
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| 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 149.40. 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: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.40 | 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 149.40. 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
