TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.05
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 17.45 | 3.35 | 27.66 | 98 | 75 | 75 | |||
| 24 Apr | 141.52 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Apr | 141.16 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 138.16 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 21 Apr | 139.18 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 137.14 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 136.97 | 14.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 136.41 | 14.1 | 0 | 0.00 | 0 | -2 | 0 | |||
| 11 Apr | 133.42 | 14.1 | 0.4 | 32.12 | 2 | 0 | 2 | |||
| 9 Apr | 127.18 | 13.7 | 0 | 0.00 | 0 | 2 | 0 | |||
| 8 Apr | 130.28 | 13.7 | -21.05 | 44.26 | 2 | 0 | 0 | |||
| 7 Apr | 129.48 | 34.75 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 122.5 expiring on 29MAY2025
Delta for 122.5 CE is 0.95
Historical price for 122.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 17.45, which was 3.35 higher than the previous day. The implied volatity was 27.66, the open interest changed by 75 which increased total open position to 75
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 14.1, 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 14.1, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 14.1, 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 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 14.1, 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 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 14.1, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 14.1, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 14.1, which was 0.4 higher than the previous day. The implied volatity was 32.12, the open interest changed by 0 which decreased total open position to 2
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 13.7, which was -21.05 lower than the previous day. The implied volatity was 44.26, 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 34.75, 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 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 3 Apr TATASTEEL was trading at 153.62. 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 28 Mar TATASTEEL was trading at 154.24. 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 29MAY2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.09
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 1.2 | 0.45 | 40.91 | 168 | 33 | 162 |
| 24 Apr | 141.52 | 0.75 | -0.05 | 38.77 | 42 | -2 | 131 |
| 23 Apr | 141.16 | 0.8 | -0.5 | 38.02 | 142 | 54 | 131 |
| 22 Apr | 138.16 | 1.3 | 0.25 | 39.63 | 33 | 10 | 76 |
| 21 Apr | 139.18 | 1 | -0.4 | 38.01 | 89 | 63 | 65 |
| 17 Apr | 137.14 | 1.4 | 1.1 | 37.43 | 3 | 1 | 1 |
| 16 Apr | 136.97 | 0.3 | 0 | 10.76 | 0 | 0 | 0 |
| 15 Apr | 136.41 | 0.3 | 0 | 10.47 | 0 | 0 | 0 |
| 11 Apr | 133.42 | 0.3 | 0 | 8.47 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 0.3 | 0 | 4.66 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 0.3 | 0 | 6.33 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 0.3 | 0 | 6.38 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 122.5 expiring on 29MAY2025
Delta for 122.5 PE is -0.13
Historical price for 122.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 40.91, the open interest changed by 33 which increased total open position to 162
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 38.77, the open interest changed by -2 which decreased total open position to 131
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 38.02, the open interest changed by 54 which increased total open position to 131
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 39.63, the open interest changed by 10 which increased total open position to 76
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 38.01, the open interest changed by 63 which increased total open position to 65
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 1.4, which was 1.1 higher than the previous day. The implied volatity was 37.43, the open interest changed by 1 which increased total open position to 1
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 10.47, 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 0.3, which was 0 lower than the previous day. The implied volatity was 8.47, 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 0.3, which was 0 lower than the previous day. The implied volatity was 4.66, 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 0.3, which was 0 lower than the previous day. The implied volatity was 6.33, 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 0.3, which was 0 lower than the previous day. The implied volatity was 6.38, 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 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 3 Apr TATASTEEL was trading at 153.62. 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 28 Mar TATASTEEL was trading at 154.24. 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
