TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.05
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 133.42 | 14.6 | 4.5 | 49.71 | 213 | -44 | 313 | |||
| 9 Apr | 127.18 | 10.2 | -2.15 | 54.11 | 398 | 33 | 357 | |||
| 8 Apr | 130.28 | 12.35 | -0.25 | 53.09 | 262 | -41 | 323 | |||
| 7 Apr | 129.48 | 13 | -8.6 | 57.68 | 789 | 273 | 366 | |||
| 4 Apr | 140.39 | 21.6 | -14.15 | 42.83 | 18 | 4 | 90 | |||
| 3 Apr | 153.62 | 35.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 35.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 35.75 | 0 | 0.00 | 0 | 6 | 0 | |||
| 28 Mar | 154.24 | 35.75 | 0 | 0.00 | 0 | 6 | 0 | |||
| 27 Mar | 155.42 | 35.75 | -2.2 | - | 6 | 1 | 81 | |||
| 26 Mar | 155.81 | 37.95 | -0.9 | - | 4 | 2 | 78 | |||
| 25 Mar | 156.73 | 38.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 38.85 | 0 | 0.00 | 0 | 30 | 0 | |||
| 21 Mar | 157.28 | 38.85 | -0.3 | 59.24 | 30 | 26 | 72 | |||
| 20 Mar | 159.04 | 39.15 | 0.15 | - | 20 | 17 | 45 | |||
| 19 Mar | 158.60 | 39 | 4 | - | 7 | 6 | 27 | |||
| 18 Mar | 154.66 | 35 | 18.75 | - | 21 | 20 | 20 | |||
| 17 Mar | 151.81 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 138.69 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 137.00 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 137.07 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 140.76 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 138.04 | 16.25 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 134.47 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 134.04 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 138.31 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 120 expiring on 24APR2025
Delta for 120 CE is 0.89
Historical price for 120 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 14.6, which was 4.5 higher than the previous day. The implied volatity was 49.71, the open interest changed by -44 which decreased total open position to 313
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 10.2, which was -2.15 lower than the previous day. The implied volatity was 54.11, the open interest changed by 33 which increased total open position to 357
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 12.35, which was -0.25 lower than the previous day. The implied volatity was 53.09, the open interest changed by -41 which decreased total open position to 323
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 13, which was -8.6 lower than the previous day. The implied volatity was 57.68, the open interest changed by 273 which increased total open position to 366
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 21.6, which was -14.15 lower than the previous day. The implied volatity was 42.83, the open interest changed by 4 which increased total open position to 90
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 35.75, 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 35.75, 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 35.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 35.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 35.75, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 81
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 37.95, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 78
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 38.85, 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 38.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 38.85, which was -0.3 lower than the previous day. The implied volatity was 59.24, the open interest changed by 26 which increased total open position to 72
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 39.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 45
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 39, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 27
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 35, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 16.25, 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 16.25, 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 16.25, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 16.25, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 16.25, 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 Mar TATASTEEL was trading at 151.56. The strike last trading price was 16.25, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 16.25, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 16.25, 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 16.25, 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 16.25, 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 Feb TATASTEEL was trading at 137.20. The strike last trading price was 16.25, 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 Feb TATASTEEL was trading at 138.69. The strike last trading price was 16.25, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 16.25, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 16.25, 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 Feb TATASTEEL was trading at 140.76. The strike last trading price was 16.25, 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 Feb TATASTEEL was trading at 138.04. The strike last trading price was 16.25, 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 14 Feb TATASTEEL was trading at 134.47. 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 10 Feb TATASTEEL was trading at 134.04. 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 7 Feb TATASTEEL was trading at 138.31. 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 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.05
Theta: -0.09
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 0.75 | -1.7 | 50.67 | 4,190 | 314 | 1,941 |
| 9 Apr | 127.18 | 2.35 | 0.55 | 54.01 | 3,585 | -9 | 1,629 |
| 8 Apr | 130.28 | 1.95 | -0.8 | 55.31 | 3,793 | -158 | 1,647 |
| 7 Apr | 129.48 | 2.7 | 2.45 | 63.00 | 9,074 | 1,268 | 1,823 |
| 4 Apr | 140.39 | 0.3 | 0.25 | 43.63 | 1,149 | 381 | 524 |
| 3 Apr | 153.62 | 0.05 | 0 | 45.55 | 5 | 0 | 143 |
| 2 Apr | 154.69 | 0.05 | -0.05 | 45.51 | 5 | 0 | 143 |
| 1 Apr | 153.12 | 0.1 | 0.05 | 47.33 | 3 | 1 | 144 |
| 28 Mar | 154.24 | 0.05 | -0.05 | 40.52 | 25 | 14 | 143 |
| 27 Mar | 155.42 | 0.1 | -0.05 | 45.03 | 15 | 8 | 129 |
| 26 Mar | 155.81 | 0.15 | 0 | 46.84 | 6 | 2 | 120 |
| 25 Mar | 156.73 | 0.15 | 0 | 47.14 | 36 | 1 | 117 |
| 24 Mar | 158.42 | 0.15 | 0 | 48.30 | 16 | 2 | 106 |
| 21 Mar | 157.28 | 0.15 | 0.05 | 45.29 | 5 | 1 | 103 |
| 20 Mar | 159.04 | 0.1 | -0.05 | 43.46 | 16 | 0 | 102 |
| 19 Mar | 158.60 | 0.15 | 0 | 45.12 | 7 | 2 | 103 |
| 18 Mar | 154.66 | 0.15 | -0.1 | 41.32 | 10 | 4 | 101 |
| 17 Mar | 151.81 | 0.25 | 0 | 42.19 | 9 | 3 | 97 |
| 13 Mar | 150.88 | 0.25 | -0.05 | 39.10 | 27 | -3 | 96 |
| 12 Mar | 150.30 | 0.3 | -0.05 | 39.63 | 19 | 4 | 99 |
| 11 Mar | 150.75 | 0.3 | 0 | 39.69 | 4 | 1 | 95 |
| 10 Mar | 151.05 | 0.3 | -0.05 | 39.13 | 20 | -6 | 99 |
| 7 Mar | 151.56 | 0.35 | 0 | 39.85 | 26 | -15 | 105 |
| 6 Mar | 150.44 | 0.35 | -0.2 | 38.03 | 52 | 16 | 120 |
| 5 Mar | 146.10 | 0.55 | -0.3 | 37.45 | 28 | 14 | 104 |
| 4 Mar | 139.34 | 0.8 | -0.2 | 34.37 | 91 | 64 | 89 |
| 3 Mar | 138.57 | 1 | -0.2 | 35.21 | 29 | 15 | 23 |
| 28 Feb | 137.20 | 1.2 | 0.4 | 34.96 | 2 | 1 | 8 |
| 27 Feb | 138.69 | 0.8 | -0.2 | 32.46 | 2 | 1 | 7 |
| 26 Feb | 137.00 | 1 | -0.25 | 32.20 | 1 | 1 | 5 |
| 25 Feb | 137.07 | 1 | -0.25 | 32.20 | 1 | 0 | 5 |
| 21 Feb | 140.76 | 1.25 | 0 | 37.30 | 1 | 0 | 5 |
| 20 Feb | 138.04 | 1.25 | -0.75 | 34.67 | 1 | 0 | 4 |
| 14 Feb | 134.47 | 2 | 0 | 34.38 | 2 | 1 | 3 |
| 10 Feb | 134.04 | 2 | 0.6 | 33.49 | 1 | 0 | 1 |
| 7 Feb | 138.31 | 1.4 | -1.75 | 33.13 | 3 | 1 | 1 |
For Tata Steel Limited - strike price 120 expiring on 24APR2025
Delta for 120 PE is -0.12
Historical price for 120 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.75, which was -1.7 lower than the previous day. The implied volatity was 50.67, the open interest changed by 314 which increased total open position to 1941
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 54.01, the open interest changed by -9 which decreased total open position to 1629
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.95, which was -0.8 lower than the previous day. The implied volatity was 55.31, the open interest changed by -158 which decreased total open position to 1647
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 2.7, which was 2.45 higher than the previous day. The implied volatity was 63.00, the open interest changed by 1268 which increased total open position to 1823
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.3, which was 0.25 higher than the previous day. The implied volatity was 43.63, the open interest changed by 381 which increased total open position to 524
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 45.55, the open interest changed by 0 which decreased total open position to 143
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 45.51, the open interest changed by 0 which decreased total open position to 143
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 47.33, the open interest changed by 1 which increased total open position to 144
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.52, the open interest changed by 14 which increased total open position to 143
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 45.03, the open interest changed by 8 which increased total open position to 129
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 46.84, the open interest changed by 2 which increased total open position to 120
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 47.14, the open interest changed by 1 which increased total open position to 117
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 48.30, the open interest changed by 2 which increased total open position to 106
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 45.29, the open interest changed by 1 which increased total open position to 103
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.46, the open interest changed by 0 which decreased total open position to 102
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 45.12, the open interest changed by 2 which increased total open position to 103
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 41.32, the open interest changed by 4 which increased total open position to 101
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 42.19, the open interest changed by 3 which increased total open position to 97
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.10, the open interest changed by -3 which decreased total open position to 96
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.63, the open interest changed by 4 which increased total open position to 99
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 39.69, the open interest changed by 1 which increased total open position to 95
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.13, the open interest changed by -6 which decreased total open position to 99
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 39.85, the open interest changed by -15 which decreased total open position to 105
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 38.03, the open interest changed by 16 which increased total open position to 120
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 37.45, the open interest changed by 14 which increased total open position to 104
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 34.37, the open interest changed by 64 which increased total open position to 89
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 35.21, the open interest changed by 15 which increased total open position to 23
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 1.2, which was 0.4 higher than the previous day. The implied volatity was 34.96, the open interest changed by 1 which increased total open position to 8
On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 32.46, the open interest changed by 1 which increased total open position to 7
On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 32.20, the open interest changed by 1 which increased total open position to 5
On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 32.20, the open interest changed by 0 which decreased total open position to 5
On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 5
On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 34.67, the open interest changed by 0 which decreased total open position to 4
On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 34.38, the open interest changed by 1 which increased total open position to 3
On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 2, which was 0.6 higher than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 1
On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 1.4, which was -1.75 lower than the previous day. The implied volatity was 33.13, the open interest changed by 1 which increased total open position to 1
