TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:03 AM IST
| TATASTEEL 26DEC2024 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.53 | 31.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 31.3 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 10 Dec | 150.32 | 31.3 | 4.10 | - | 3 | -2 | 55 | |||
| 9 Dec | 149.88 | 27.2 | 2.15 | - | 1 | 0 | 57 | |||
| 6 Dec | 148.29 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 146.54 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 143.39 | 25.05 | -0.50 | 45.64 | 1 | 0 | 57 | |||
| 27 Nov | 144.53 | 25.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 144.47 | 25.55 | 0.05 | 37.68 | 7 | 1 | 57 | |||
| 25 Nov | 143.67 | 25.5 | 1.80 | 45.93 | 12 | 20 | 54 | |||
| 22 Nov | 142.78 | 23.7 | 1.55 | 25.84 | 24 | 22 | 56 | |||
| 21 Nov | 140.22 | 22.15 | -25.90 | 44.31 | 34 | 32 | 32 | |||
| 20 Nov | 139.46 | 48.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 139.46 | 48.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 141.21 | 48.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 137.98 | 48.05 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 120 expiring on 26DEC2024
Delta for 120 CE is 0.00
Historical price for 120 CE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 31.3, which was 0.00 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 31.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 31.3, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 55
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 27.2, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 25.05, which was 0.00 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 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 25.05, which was 0.00 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 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 25.05, which was 0.00 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 25.05, which was 0.00 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 Dec TATASTEEL was trading at 146.41. The strike last trading price was 25.05, which was 0.00 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 25.05, which was 0.00 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 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 25.05, which was -0.50 lower than the previous day. The implied volatity was 45.64, the open interest changed by 0 which decreased total open position to 57
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 25.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 25.55, which was 0.05 higher than the previous day. The implied volatity was 37.68, the open interest changed by 1 which increased total open position to 57
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 25.5, which was 1.80 higher than the previous day. The implied volatity was 45.93, the open interest changed by 20 which increased total open position to 54
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 23.7, which was 1.55 higher than the previous day. The implied volatity was 25.84, the open interest changed by 22 which increased total open position to 56
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 22.15, which was -25.90 lower than the previous day. The implied volatity was 44.31, the open interest changed by 32 which increased total open position to 32
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 48.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 48.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 48.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 48.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 26DEC2024 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.53 | 0.05 | 0.00 | 49.62 | 12 | -3 | 395 |
| 11 Dec | 150.60 | 0.05 | 0.00 | 49.75 | 172 | -132 | 407 |
| 10 Dec | 150.32 | 0.05 | -0.05 | 47.90 | 18 | -6 | 540 |
| 9 Dec | 149.88 | 0.1 | 0.05 | 50.39 | 45 | -19 | 545 |
| 6 Dec | 148.29 | 0.05 | -0.05 | 40.80 | 74 | 2 | 565 |
| 5 Dec | 147.07 | 0.1 | -0.05 | 42.59 | 43 | 13 | 564 |
| 4 Dec | 145.85 | 0.15 | 0.05 | 42.97 | 99 | 15 | 550 |
| 3 Dec | 146.54 | 0.1 | -0.05 | 40.21 | 290 | 19 | 535 |
| 2 Dec | 146.41 | 0.15 | 0.00 | 41.78 | 155 | 15 | 516 |
| 29 Nov | 144.54 | 0.15 | -0.10 | 37.44 | 528 | 190 | 501 |
| 28 Nov | 143.39 | 0.25 | -0.05 | 39.41 | 133 | 81 | 310 |
| 27 Nov | 144.53 | 0.3 | 0.00 | 41.35 | 152 | 26 | 228 |
| 26 Nov | 144.47 | 0.3 | 0.00 | 40.45 | 36 | 13 | 200 |
| 25 Nov | 143.67 | 0.3 | -0.10 | 39.22 | 42 | 80 | 186 |
| 22 Nov | 142.78 | 0.4 | -0.20 | 38.43 | 130 | 65 | 171 |
| 21 Nov | 140.22 | 0.6 | 0.00 | 38.55 | 102 | 39 | 102 |
| 20 Nov | 139.46 | 0.6 | 0.00 | 36.75 | 69 | 26 | 58 |
| 19 Nov | 139.46 | 0.6 | 0.15 | 36.75 | 69 | 21 | 58 |
| 18 Nov | 141.21 | 0.45 | -0.15 | 36.00 | 33 | 3 | 35 |
| 14 Nov | 137.98 | 0.6 | 33.36 | 41 | 32 | 32 | |
For Tata Steel Limited - strike price 120 expiring on 26DEC2024
Delta for 120 PE is -0.01
Historical price for 120 PE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 49.62, the open interest changed by -3 which decreased total open position to 395
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 49.75, the open interest changed by -132 which decreased total open position to 407
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 47.90, the open interest changed by -6 which decreased total open position to 540
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 50.39, the open interest changed by -19 which decreased total open position to 545
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.80, the open interest changed by 2 which increased total open position to 565
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.59, the open interest changed by 13 which increased total open position to 564
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 42.97, the open interest changed by 15 which increased total open position to 550
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 40.21, the open interest changed by 19 which increased total open position to 535
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.78, the open interest changed by 15 which increased total open position to 516
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 37.44, the open interest changed by 190 which increased total open position to 501
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.41, the open interest changed by 81 which increased total open position to 310
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 41.35, the open interest changed by 26 which increased total open position to 228
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.45, the open interest changed by 13 which increased total open position to 200
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.22, the open interest changed by 80 which increased total open position to 186
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 38.43, the open interest changed by 65 which increased total open position to 171
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 38.55, the open interest changed by 39 which increased total open position to 102
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.75, the open interest changed by 26 which increased total open position to 58
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 36.75, the open interest changed by 21 which increased total open position to 58
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.00, the open interest changed by 3 which increased total open position to 35
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 33.36, the open interest changed by 32 which increased total open position to 32
