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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 125 CE
Delta: 0.93
Vega: 0.05
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 15.45 -1.00 25.67 15 7 71
26 Dec 140.36 16.45 0.40 - 1 0 63
24 Dec 140.38 16.05 -2.25 - 61 45 63
23 Dec 141.71 18.3 -9.20 24.92 20 16 16
20 Dec 140.68 27.5 0.00 - 0 0 0
19 Dec 143.26 27.5 0.00 - 0 0 0
18 Dec 144.46 27.5 0.00 - 0 0 0
17 Dec 145.68 27.5 0.00 - 0 0 0
13 Dec 148.95 27.5 27.50 - 0 0 0
4 Nov 146.95 0 0.00 0 0 0

For Tata Steel Limited - strike price 125 expiring on 30JAN2025

Delta for 125 CE is 0.93

Historical price for 125 CE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 15.45, which was -1.00 lower than the previous day. The implied volatity was 25.67, the open interest changed by 7 which increased total open position to 71


On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 16.45, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63


On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 16.05, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 63


On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 18.3, which was -9.20 lower than the previous day. The implied volatity was 24.92, the open interest changed by 16 which increased total open position to 16


On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 27.5, 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 27.5, 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 Dec TATASTEEL was trading at 144.46. The strike last trading price was 27.5, 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 27.5, 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 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 27.5, which was 27.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov TATASTEEL was trading at 146.95. 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 30JAN2025 125 PE
Delta: -0.09
Vega: 0.07
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 0.5 -0.05 28.62 1,101 108 753
26 Dec 140.36 0.55 -0.05 31.06 565 24 650
24 Dec 140.38 0.6 0.00 31.38 588 307 625
23 Dec 141.71 0.6 -0.05 32.11 380 181 315
20 Dec 140.68 0.65 0.10 30.11 155 38 134
19 Dec 143.26 0.55 0.15 31.52 93 57 90
18 Dec 144.46 0.4 0.05 30.34 62 23 34
17 Dec 145.68 0.35 0.00 30.24 9 7 9
13 Dec 148.95 0.35 0.35 32.06 1 0 1
4 Nov 146.95 0 0.00 0 0 0

For Tata Steel Limited - strike price 125 expiring on 30JAN2025

Delta for 125 PE is -0.09

Historical price for 125 PE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 28.62, the open interest changed by 108 which increased total open position to 753


On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.06, the open interest changed by 24 which increased total open position to 650


On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.38, the open interest changed by 307 which increased total open position to 625


On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.11, the open interest changed by 181 which increased total open position to 315


On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 30.11, the open interest changed by 38 which increased total open position to 134


On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 31.52, the open interest changed by 57 which increased total open position to 90


On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.34, the open interest changed by 23 which increased total open position to 34


On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 30.24, the open interest changed by 7 which increased total open position to 9


On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 1


On 4 Nov TATASTEEL was trading at 146.95. 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