TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:23 AM IST
| TATASTEEL 26DEC2024 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | 149.45 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 150.32 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 149.88 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 2 Dec | 146.41 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 143.39 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 144.53 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 144.47 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 143.67 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 142.78 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 140.22 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 139.46 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 139.46 | 28 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 141.21 | 28 | 28.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 137.98 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 122.5 expiring on 26DEC2024
Delta for 122.5 CE is 0.00
Historical price for 122.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.45. The strike last trading price was 28, 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 28, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 28, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 28, 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 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 28, 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 28, 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 28, 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 28, 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 28, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 28, 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 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 28, 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 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 28, 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 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 28, 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 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 28, 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 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 28, 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 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 28, 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 Nov TATASTEEL was trading at 139.46. The strike last trading price was 28, 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 28, 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 28, which was 28.00 higher 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 0, which was 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 26DEC2024 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.45 | 0.1 | 0.05 | 50.13 | 6 | 2 | 66 |
| 11 Dec | 150.60 | 0.05 | -0.05 | 45.81 | 69 | 7 | 64 |
| 10 Dec | 150.32 | 0.1 | 0.00 | 48.61 | 3 | 0 | 57 |
| 9 Dec | 149.88 | 0.1 | -0.05 | 46.37 | 38 | -13 | 52 |
| 6 Dec | 148.29 | 0.15 | 0.05 | 43.98 | 14 | 1 | 64 |
| 5 Dec | 147.07 | 0.1 | 0.00 | 38.97 | 3 | 2 | 64 |
| 4 Dec | 145.85 | 0.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 3 Dec | 146.54 | 0.1 | -0.05 | 36.73 | 22 | 6 | 63 |
| 2 Dec | 146.41 | 0.15 | -0.05 | 38.18 | 32 | 8 | 51 |
| 29 Nov | 144.54 | 0.2 | -0.15 | 35.83 | 116 | 27 | 43 |
| 28 Nov | 143.39 | 0.35 | 0.00 | 38.38 | 13 | 11 | 15 |
| 27 Nov | 144.53 | 0.35 | -0.25 | 39.09 | 4 | 2 | 2 |
| 26 Nov | 144.47 | 0.6 | 0.00 | 18.35 | 0 | 0 | 0 |
| 25 Nov | 143.67 | 0.6 | 0.00 | 16.19 | 0 | 0 | 0 |
| 22 Nov | 142.78 | 0.6 | 0.00 | 15.68 | 0 | 0 | 0 |
| 21 Nov | 140.22 | 0.6 | 0.00 | 14.19 | 0 | 0 | 0 |
| 20 Nov | 139.46 | 0.6 | 0.00 | 13.55 | 0 | 0 | 0 |
| 19 Nov | 139.46 | 0.6 | 0.00 | 13.55 | 0 | 0 | 0 |
| 18 Nov | 141.21 | 0.6 | 0.60 | 14.47 | 0 | 0 | 0 |
| 14 Nov | 137.98 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 122.5 expiring on 26DEC2024
Delta for 122.5 PE is -0.02
Historical price for 122.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.45. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 50.13, the open interest changed by 2 which increased total open position to 66
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 45.81, the open interest changed by 7 which increased total open position to 64
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 48.61, the open interest changed by 0 which decreased total open position to 57
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 46.37, the open interest changed by -13 which decreased total open position to 52
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 43.98, the open interest changed by 1 which increased total open position to 64
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 38.97, the open interest changed by 2 which increased total open position to 64
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
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 36.73, the open interest changed by 6 which increased total open position to 63
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.18, the open interest changed by 8 which increased total open position to 51
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 35.83, the open interest changed by 27 which increased total open position to 43
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.38, the open interest changed by 11 which increased total open position to 15
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 39.09, the open interest changed by 2 which increased total open position to 2
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 16.19, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 0
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 14.19, the open interest changed by 0 which decreased total open position to 0
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 13.55, 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 0.6, which was 0.00 lower than the previous day. The implied volatity was 13.55, 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 0.6, which was 0.60 higher than the previous day. The implied volatity was 14.47, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
