TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.07
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 10.2 | 3.45 | 45.03 | 894 | -110 | 572 | |||
| 9 Apr | 127.18 | 6.75 | -1.9 | 51.03 | 2,245 | 291 | 686 | |||
| 8 Apr | 130.28 | 8.6 | -0.4 | 50.29 | 578 | -6 | 395 | |||
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| 7 Apr | 129.48 | 9.25 | -10.45 | 54.02 | 3,041 | 334 | 402 | |||
| 4 Apr | 140.39 | 19.7 | -15.1 | 75.61 | 9 | 1 | 70 | |||
| 3 Apr | 153.62 | 34.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 34.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 34.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 34.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 34.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 34.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 34.8 | 0 | 0.00 | 0 | 9 | 0 | |||
| 24 Mar | 158.42 | 34.8 | 1.35 | 51.25 | 9 | 8 | 68 | |||
| 21 Mar | 157.28 | 33.5 | -0.5 | - | 16 | 15 | 59 | |||
| 20 Mar | 159.04 | 34 | 0 | 0.00 | 0 | 44 | 0 | |||
| 19 Mar | 158.60 | 34 | 19.25 | - | 44 | 41 | 41 | |||
| 18 Mar | 154.66 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 14.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 14.75 | -2.2 | - | 2 | 1 | 1 | |||
| 28 Feb | 137.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 125 expiring on 24APR2025
Delta for 125 CE is 0.80
Historical price for 125 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 10.2, which was 3.45 higher than the previous day. The implied volatity was 45.03, the open interest changed by -110 which decreased total open position to 572
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 6.75, which was -1.9 lower than the previous day. The implied volatity was 51.03, the open interest changed by 291 which increased total open position to 686
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 8.6, which was -0.4 lower than the previous day. The implied volatity was 50.29, the open interest changed by -6 which decreased total open position to 395
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 9.25, which was -10.45 lower than the previous day. The implied volatity was 54.02, the open interest changed by 334 which increased total open position to 402
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 19.7, which was -15.1 lower than the previous day. The implied volatity was 75.61, the open interest changed by 1 which increased total open position to 70
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 34.8, 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 34.8, 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 34.8, 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 34.8, 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 34.8, 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 34.8, 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 34.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 34.8, which was 1.35 higher than the previous day. The implied volatity was 51.25, the open interest changed by 8 which increased total open position to 68
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 33.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 59
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 44 which increased total open position to 0
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 34, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 14.75, 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 Mar TATASTEEL was trading at 151.81. The strike last trading price was 14.75, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 14.75, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 14.75, 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 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 14.75, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 14.75, 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 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 14.75, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 14.75, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 14.75, 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 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 14.75, 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 Mar TATASTEEL was trading at 138.57. The strike last trading price was 14.75, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 28 Feb TATASTEEL was trading at 137.20. 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 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.07
Theta: -0.11
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 1.3 | -2.8 | 45.24 | 4,001 | 144 | 1,412 |
| 9 Apr | 127.18 | 4 | 1 | 52.16 | 5,138 | 232 | 1,265 |
| 8 Apr | 130.28 | 3.15 | -0.95 | 51.80 | 4,451 | -334 | 1,025 |
| 7 Apr | 129.48 | 4 | 3.5 | 59.21 | 7,368 | 917 | 1,367 |
| 4 Apr | 140.39 | 0.55 | 0.5 | 40.20 | 1,313 | 295 | 450 |
| 3 Apr | 153.62 | 0.05 | 0 | 38.82 | 19 | 0 | 155 |
| 2 Apr | 154.69 | 0.05 | -0.05 | 38.99 | 6 | 0 | 155 |
| 1 Apr | 153.12 | 0.1 | 0 | 40.53 | 45 | 17 | 155 |
| 28 Mar | 154.24 | 0.1 | -0.05 | 38.31 | 185 | 125 | 138 |
| 27 Mar | 155.42 | 0.15 | -0.05 | 41.43 | 10 | 3 | 12 |
| 26 Mar | 155.81 | 0.2 | -0.05 | 42.62 | 1 | 0 | 9 |
| 25 Mar | 156.73 | 0.25 | 0.2 | 45.41 | 2 | 0 | 9 |
| 24 Mar | 158.42 | 0.05 | -0.25 | 36.18 | 3 | 1 | 8 |
| 21 Mar | 157.28 | 0.3 | 0.15 | 44.62 | 3 | 1 | 7 |
| 20 Mar | 159.04 | 0.15 | -0.35 | 40.45 | 4 | 0 | 6 |
| 19 Mar | 158.60 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 154.66 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 151.81 | 0.5 | 0 | 41.65 | 1 | 0 | 6 |
| 13 Mar | 150.88 | 0.5 | 0.05 | 38.70 | 5 | 0 | 5 |
| 12 Mar | 150.30 | 0.45 | -0.05 | 36.98 | 3 | 0 | 6 |
| 11 Mar | 150.75 | 0.5 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 151.05 | 0.5 | -0.35 | 37.30 | 5 | 6 | 6 |
| 7 Mar | 151.56 | 0.85 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 0.85 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 0.85 | -0.9 | 36.11 | 4 | 1 | 6 |
| 4 Mar | 139.34 | 1.75 | 0 | 0.00 | 0 | 5 | 0 |
| 3 Mar | 138.57 | 1.75 | -0.15 | 34.53 | 10 | 4 | 4 |
| 28 Feb | 137.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 125 expiring on 24APR2025
Delta for 125 PE is -0.20
Historical price for 125 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.3, which was -2.8 lower than the previous day. The implied volatity was 45.24, the open interest changed by 144 which increased total open position to 1412
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 52.16, the open interest changed by 232 which increased total open position to 1265
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 51.80, the open interest changed by -334 which decreased total open position to 1025
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 4, which was 3.5 higher than the previous day. The implied volatity was 59.21, the open interest changed by 917 which increased total open position to 1367
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.55, which was 0.5 higher than the previous day. The implied volatity was 40.20, the open interest changed by 295 which increased total open position to 450
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 155
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 155
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 40.53, the open interest changed by 17 which increased total open position to 155
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.31, the open interest changed by 125 which increased total open position to 138
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.43, the open interest changed by 3 which increased total open position to 12
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.62, the open interest changed by 0 which decreased total open position to 9
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 0.25, which was 0.2 higher than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 9
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.05, which was -0.25 lower than the previous day. The implied volatity was 36.18, the open interest changed by 1 which increased total open position to 8
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 44.62, the open interest changed by 1 which increased total open position to 7
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was 40.45, the open interest changed by 0 which decreased total open position to 6
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 0.5, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 0.5, 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 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 41.65, the open interest changed by 0 which decreased total open position to 6
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 5
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 6
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.5, which was 0 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 37.30, the open interest changed by 6 which increased total open position to 6
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.85, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0.85, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 36.11, the open interest changed by 1 which increased total open position to 6
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 1.75, which was 0 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 Mar TATASTEEL was trading at 138.57. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 34.53, the open interest changed by 4 which increased total open position to 4
On 28 Feb TATASTEEL was trading at 137.20. 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
