TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 117.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.03
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 16.8 | 4.85 | 49.13 | 25 | 1 | 27 | |||
| 9 Apr | 127.18 | 12.05 | -2.8 | 54.48 | 27 | 3 | 26 | |||
| 8 Apr | 130.28 | 14.85 | 0.15 | 60.85 | 53 | 4 | 23 | |||
| 7 Apr | 129.48 | 15 | -23.6 | 59.07 | 42 | 17 | 17 | |||
| 4 Apr | 140.39 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 153.12 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 117.5 expiring on 24APR2025
Delta for 117.5 CE is 0.93
Historical price for 117.5 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 16.8, which was 4.85 higher than the previous day. The implied volatity was 49.13, the open interest changed by 1 which increased total open position to 27
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 12.05, which was -2.8 lower than the previous day. The implied volatity was 54.48, the open interest changed by 3 which increased total open position to 26
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 14.85, which was 0.15 higher than the previous day. The implied volatity was 60.85, the open interest changed by 4 which increased total open position to 23
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 15, which was -23.6 lower than the previous day. The implied volatity was 59.07, the open interest changed by 17 which increased total open position to 17
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0, 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
| TATASTEEL 24APR2025 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 0.55 | -1.3 | 52.84 | 372 | 31 | 159 |
| 9 Apr | 127.18 | 1.8 | 0.4 | 55.59 | 263 | 58 | 128 |
| 8 Apr | 130.28 | 1.45 | -0.65 | 56.10 | 173 | 39 | 68 |
| 7 Apr | 129.48 | 2 | 1.95 | 62.32 | 29 | 9 | 9 |
| 4 Apr | 140.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 117.5 expiring on 24APR2025
Delta for 117.5 PE is -0.09
Historical price for 117.5 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.55, which was -1.3 lower than the previous day. The implied volatity was 52.84, the open interest changed by 31 which increased total open position to 159
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.8, which was 0.4 higher than the previous day. The implied volatity was 55.59, the open interest changed by 58 which increased total open position to 128
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 56.10, the open interest changed by 39 which increased total open position to 68
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 2, which was 1.95 higher than the previous day. The implied volatity was 62.32, the open interest changed by 9 which increased total open position to 9
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0, 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
