TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 115 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Dec | 140.36 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 140.38 | 36.25 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 115 expiring on 30JAN2025
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 36.25, 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 Dec TATASTEEL was trading at 140.36. The strike last trading price was 36.25, 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 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 36.25, 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 30JAN2025 115 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 0.05 | -0.20 | 29.22 | 366 | 256 | 260 |
| 26 Dec | 140.36 | 0.25 | -0.05 | 38.98 | 2 | 1 | 3 |
| 24 Dec | 140.38 | 0.3 | 39.61 | 2 | 1 | 1 | |
For Tata Steel Limited - strike price 115 expiring on 30JAN2025
Delta for 115 PE is -0.01
Historical price for 115 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.05, which was -0.20 lower than the previous day. The implied volatity was 29.22, the open interest changed by 256 which increased total open position to 260
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 38.98, the open interest changed by 1 which increased total open position to 3
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 39.61, the open interest changed by 1 which increased total open position to 1
