TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.06
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 12.25 | 3.9 | 45.50 | 190 | 10 | 93 | |||
| 9 Apr | 127.18 | 8.25 | -2.3 | 50.98 | 143 | 41 | 84 | |||
| 8 Apr | 130.28 | 10.3 | -0.55 | 50.45 | 133 | 6 | 43 | |||
| 7 Apr | 129.48 | 11.05 | -22.6 | 55.66 | 85 | 37 | 37 | |||
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| 4 Apr | 140.39 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 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 24APR2025
Delta for 122.5 CE is 0.86
Historical price for 122.5 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 12.25, which was 3.9 higher than the previous day. The implied volatity was 45.50, the open interest changed by 10 which increased total open position to 93
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 8.25, which was -2.3 lower than the previous day. The implied volatity was 50.98, the open interest changed by 41 which increased total open position to 84
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 10.3, which was -0.55 lower than the previous day. The implied volatity was 50.45, the open interest changed by 6 which increased total open position to 43
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 11.05, which was -22.6 lower than the previous day. The implied volatity was 55.66, the open interest changed by 37 which increased total open position to 37
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 2 Apr TATASTEEL was trading at 154.69. 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 1 Apr TATASTEEL was trading at 153.12. 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 24APR2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.06
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 1 | -2.15 | 48.20 | 1,017 | 89 | 310 |
| 9 Apr | 127.18 | 3.1 | 0.75 | 53.16 | 1,150 | 58 | 223 |
| 8 Apr | 130.28 | 2.45 | -0.9 | 53.13 | 743 | -47 | 163 |
| 7 Apr | 129.48 | 3.3 | 3.25 | 61.15 | 333 | 210 | 210 |
| 4 Apr | 140.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 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 24APR2025
Delta for 122.5 PE is -0.15
Historical price for 122.5 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1, which was -2.15 lower than the previous day. The implied volatity was 48.20, the open interest changed by 89 which increased total open position to 310
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 3.1, which was 0.75 higher than the previous day. The implied volatity was 53.16, the open interest changed by 58 which increased total open position to 223
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 2.45, which was -0.9 lower than the previous day. The implied volatity was 53.13, the open interest changed by -47 which decreased total open position to 163
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 3.3, which was 3.25 higher than the previous day. The implied volatity was 61.15, the open interest changed by 210 which increased total open position to 210
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 2 Apr TATASTEEL was trading at 154.69. 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 1 Apr TATASTEEL was trading at 153.12. 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
