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Related Pages for TATASTEEL
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TATASTEEL
Tata Steel Limited
138.91 -1.45 (-1.03%)

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Historical option data for TATASTEEL

27 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 30JAN2025 120 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 21.5 0.00 0.00 0 3 0
26 Dec 140.36 21.5 0.70 - 6 2 7
24 Dec 140.38 20.8 -10.95 - 5 1 1
23 Dec 141.71 31.75 0.00 - 0 0 0
20 Dec 140.68 31.75 0.00 - 0 0 0
19 Dec 143.26 31.75 - 0 0 0

For Tata Steel Limited - strike price 120 expiring on 30JAN2025

Delta for 120 CE is 0.00

Historical price for 120 CE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 21.5, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7


On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 20.8, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 31.75, 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 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 31.75, 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 Dec TATASTEEL was trading at 143.26. The strike last trading price was 31.75, 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 30JAN2025 120 PE
Delta: -0.04
Vega: 0.04
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 0.25 -0.05 30.98 456 73 289
26 Dec 140.36 0.3 -0.05 33.58 244 34 216
24 Dec 140.38 0.35 0.00 34.14 179 93 181
23 Dec 141.71 0.35 -0.05 34.70 105 61 88
20 Dec 140.68 0.4 0.05 33.09 38 23 25
19 Dec 143.26 0.35 34.51 2 1 1

For Tata Steel Limited - strike price 120 expiring on 30JAN2025

Delta for 120 PE is -0.04

Historical price for 120 PE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 30.98, the open interest changed by 73 which increased total open position to 289


On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.58, the open interest changed by 34 which increased total open position to 216


On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.14, the open interest changed by 93 which increased total open position to 181


On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.70, the open interest changed by 61 which increased total open position to 88


On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.09, the open interest changed by 23 which increased total open position to 25


On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 34.51, the open interest changed by 1 which increased total open position to 1