TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
15 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 118 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 15 Apr | 136.41 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 118 expiring on 24APR2025
Delta for 118 CE is -
Historical price for 118 CE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 118 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 136.41 | 0.15 | -0.45 | 52.89 | 238 | -3 | 292 |
| 11 Apr | 133.42 | 0.55 | -1.4 | 51.53 | 516 | -6 | 295 |
| 9 Apr | 127.18 | 1.9 | 0.45 | 55.27 | 498 | 12 | 302 |
| 8 Apr | 130.28 | 1.55 | -0.75 | 56.07 | 504 | -15 | 289 |
| 7 Apr | 129.48 | 2.3 | 2.15 | 64.59 | 1,419 | 250 | 304 |
| 4 Apr | 140.39 | 0.15 | 0.1 | 41.50 | 57 | 50 | 52 |
| 3 Apr | 153.62 | 0.05 | -0.05 | 48.62 | 2 | 0 | 2 |
| 2 Apr | 154.69 | 0.1 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 0.1 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 155.42 | 2.6 | 0 | 30.00 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 2.6 | 0 | 30.00 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 2.6 | 0 | 27.81 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 2.6 | 0 | 22.44 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 2.6 | 0 | 21.99 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 2.6 | 0 | 14.52 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 2.6 | 0 | 14.03 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 118 expiring on 24APR2025
Delta for 118 PE is -0.03
Historical price for 118 PE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.15, which was -0.45 lower than the previous day. The implied volatity was 52.89, the open interest changed by -3 which decreased total open position to 292
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.55, which was -1.4 lower than the previous day. The implied volatity was 51.53, the open interest changed by -6 which decreased total open position to 295
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 55.27, the open interest changed by 12 which increased total open position to 302
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 56.07, the open interest changed by -15 which decreased total open position to 289
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 2.3, which was 2.15 higher than the previous day. The implied volatity was 64.59, the open interest changed by 250 which increased total open position to 304
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 41.50, the open interest changed by 50 which increased total open position to 52
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 48.62, the open interest changed by 0 which decreased total open position to 2
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.1, 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 0.1, 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 30.00, 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 2.6, which was 0 lower than the previous day. The implied volatity was 30.00, 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 2.6, which was 0 lower than the previous day. The implied volatity was 27.81, 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 2.6, which was 0 lower than the previous day. The implied volatity was 22.44, 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 2.6, which was 0 lower than the previous day. The implied volatity was 21.99, 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 2.6, which was 0 lower than the previous day. The implied volatity was 14.52, 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 2.6, which was 0 lower than the previous day. The implied volatity was 14.03, the open interest changed by 0 which decreased total open position to 0
