TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 116 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | - | - | - | 0 | 0 | 0 | |||
| 24 Apr | 141.52 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 23 Apr | 141.16 | 26.1 | 0 | - | 0 | 0 | 0 | |||
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| 22 Apr | 138.16 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 21 Apr | 139.18 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Apr | 137.14 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 16 Apr | 136.97 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 136.41 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 26.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 116 expiring on 29MAY2025
Delta for 116 CE is -
Historical price for 116 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 26.1, 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 26.1, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 26.1, 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 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 26.1, 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 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 26.1, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 26.1, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 26.1, 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 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 26.1, 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 26.1, 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 26.1, 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 26.1, 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 26.1, 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 Apr TATASTEEL was trading at 153.62. The strike last trading price was 26.1, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 26.1, 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 26.1, 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 19 Mar TATASTEEL was trading at 158.60. 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
On 17 Mar TATASTEEL was trading at 151.81. 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 29MAY2025 116 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.05
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 0.55 | 0.15 | 42.55 | 118 | 46 | 76 |
| 24 Apr | 141.52 | 0.4 | -0.05 | 42.31 | 8 | 0 | 30 |
| 23 Apr | 141.16 | 0.45 | -0.2 | 42.01 | 47 | -15 | 32 |
| 22 Apr | 138.16 | 0.65 | 0.1 | 41.94 | 20 | 12 | 46 |
| 21 Apr | 139.18 | 0.55 | -0.2 | 41.53 | 10 | 5 | 33 |
| 17 Apr | 137.14 | 0.75 | 0 | 40.21 | 2 | 0 | 28 |
| 16 Apr | 136.97 | 0.75 | -0.1 | 39.63 | 14 | 3 | 27 |
| 15 Apr | 136.41 | 0.8 | -2.45 | 39.43 | 21 | 21 | 21 |
| 11 Apr | 133.42 | 3.25 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 3.25 | -0.8 | 45.65 | 3 | 0 | 20 |
| 8 Apr | 130.28 | 4.05 | 0 | 0.00 | 0 | 7 | 0 |
| 7 Apr | 129.48 | 4.05 | 3.35 | 54.42 | 13 | 5 | 18 |
| 4 Apr | 140.39 | 0.7 | 0.55 | 38.41 | 15 | 3 | 12 |
| 3 Apr | 153.62 | 0.15 | -0.05 | 37.28 | 1 | 0 | 8 |
| 28 Mar | 154.24 | 0.2 | -0.15 | 37.45 | 7 | 1 | 5 |
| 20 Mar | 159.04 | 0.35 | -0.05 | 42.33 | 8 | -3 | 6 |
| 19 Mar | 158.60 | 0.4 | -0.2 | 42.77 | 1 | 0 | 9 |
| 17 Mar | 151.81 | 0.6 | -0.75 | 41.29 | 9 | 1 | 1 |
For Tata Steel Limited - strike price 116 expiring on 29MAY2025
Delta for 116 PE is -0.07
Historical price for 116 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 42.55, the open interest changed by 46 which increased total open position to 76
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 42.31, the open interest changed by 0 which decreased total open position to 30
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 42.01, the open interest changed by -15 which decreased total open position to 32
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 41.94, the open interest changed by 12 which increased total open position to 46
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 41.53, the open interest changed by 5 which increased total open position to 33
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 40.21, the open interest changed by 0 which decreased total open position to 28
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 39.63, the open interest changed by 3 which increased total open position to 27
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.8, which was -2.45 lower than the previous day. The implied volatity was 39.43, the open interest changed by 21 which increased total open position to 21
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 3.25, which was 0 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 Apr TATASTEEL was trading at 127.18. The strike last trading price was 3.25, which was -0.8 lower than the previous day. The implied volatity was 45.65, the open interest changed by 0 which decreased total open position to 20
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 4.05, which was 3.35 higher than the previous day. The implied volatity was 54.42, the open interest changed by 5 which increased total open position to 18
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.7, which was 0.55 higher than the previous day. The implied volatity was 38.41, the open interest changed by 3 which increased total open position to 12
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.28, the open interest changed by 0 which decreased total open position to 8
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 37.45, the open interest changed by 1 which increased total open position to 5
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 42.33, the open interest changed by -3 which decreased total open position to 6
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 42.77, the open interest changed by 0 which decreased total open position to 9
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 41.29, the open interest changed by 1 which increased total open position to 1
