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TATASTEEL
Tata Steel Limited
133.42 6.24 (4.91%)

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Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 24APR2025 116 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 19.2 0 - 0 0 0
9 Apr 127.18 19.2 0 - 0 0 0
8 Apr 130.28 19.2 0 - 0 0 0
7 Apr 129.48 19.2 0 - 0 0 0
4 Apr 140.39 19.2 0 - 0 0 0
2 Apr 154.69 19.2 0 - 0 0 0
1 Apr 153.12 19.2 0 - 0 0 0
27 Mar 155.42 19.2 0 - 0 0 0
24 Mar 158.42 19.2 0 - 0 0 0
20 Mar 159.04 19.2 0 - 0 0 0
13 Mar 150.88 19.2 0 - 0 0 0
12 Mar 150.30 19.2 0 - 0 0 0
4 Mar 139.34 19.2 0 - 0 0 0
3 Mar 138.57 0 0 - 0 0 0

For Tata Steel Limited - strike price 116 expiring on 24APR2025

Delta for 116 CE is -

Historical price for 116 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 19.2, 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


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 19.2, 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


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 19.2, 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


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 19.2, 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


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 19.2, 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


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 19.2, 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


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 19.2, 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


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 19.2, 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


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 19.2, 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


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 19.2, 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


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 19.2, 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


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 19.2, 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


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 19.2, 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


On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 0, 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


TATASTEEL 24APR2025 116 PE
Delta: -0.07
Vega: 0.03
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 0.45 -1.1 53.94 433 10 272
9 Apr 127.18 1.6 0.4 57.61 351 -3 264
8 Apr 130.28 1.25 -0.7 57.33 589 -113 267
7 Apr 129.48 1.85 1.7 64.77 1,660 315 387
4 Apr 140.39 0.15 0.1 44.76 72 49 58
2 Apr 154.69 0.05 -0.05 50.51 2 0 10
1 Apr 153.12 0.1 0 52.91 1 10 10
27 Mar 155.42 0.1 -0.05 50.15 3 1 10
24 Mar 158.42 0.15 -0.05 53.30 2 0 9
20 Mar 159.04 0.2 0 - 1 0 8
13 Mar 150.88 0.2 -0.1 42.22 3 0 11
12 Mar 150.30 0.3 -0.35 44.34 5 4 11
4 Mar 139.34 0.65 -0.05 37.64 1 0 8
3 Mar 138.57 0.7 -1.45 37.23 8 1 1

For Tata Steel Limited - strike price 116 expiring on 24APR2025

Delta for 116 PE is -0.07

Historical price for 116 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.45, which was -1.1 lower than the previous day. The implied volatity was 53.94, the open interest changed by 10 which increased total open position to 272


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.6, which was 0.4 higher than the previous day. The implied volatity was 57.61, the open interest changed by -3 which decreased total open position to 264


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 57.33, the open interest changed by -113 which decreased total open position to 267


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.85, which was 1.7 higher than the previous day. The implied volatity was 64.77, the open interest changed by 315 which increased total open position to 387


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.15, which was 0.1 higher than the previous day. The implied volatity was 44.76, the open interest changed by 49 which increased total open position to 58


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 50.51, the open interest changed by 0 which decreased total open position to 10


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 52.91, the open interest changed by 10 which increased total open position to 10


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 50.15, the open interest changed by 1 which increased total open position to 10


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 53.30, the open interest changed by 0 which decreased total open position to 9


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 11


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 44.34, the open interest changed by 4 which increased total open position to 11


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 8


On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 0.7, which was -1.45 lower than the previous day. The implied volatity was 37.23, the open interest changed by 1 which increased total open position to 1