TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
20 Dec 2024 04:12 PM IST
| TATASTEEL 26DEC2024 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 20 Dec | 140.68 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 143.26 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 144.46 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 145.68 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 147.79 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 148.95 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 150.78 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 150.32 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 149.88 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 21.2 | 0.45 | - | 2 | 0 | 8 | |||
| 29 Nov | 144.54 | 20.75 | 0.80 | 36.87 | 4 | 3 | 7 | |||
| 28 Nov | 143.39 | 19.95 | -23.45 | 34.92 | 4 | 2 | 2 | |||
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| 27 Nov | 144.53 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 144.47 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 143.67 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 142.78 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 140.22 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 139.46 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 139.46 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 141.21 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 137.98 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 139.17 | 43.4 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 125 expiring on 26DEC2024
Delta for 125 CE is 0.00
Historical price for 125 CE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 21.2, 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 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 21.2, 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 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 21.2, 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 21.2, 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 21.2, 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 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 21.2, 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 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 20.75, which was 0.80 higher than the previous day. The implied volatity was 36.87, the open interest changed by 3 which increased total open position to 7
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 19.95, which was -23.45 lower than the previous day. The implied volatity was 34.92, the open interest changed by 2 which increased total open position to 2
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, 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 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 43.4, 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 Nov TATASTEEL was trading at 139.17. The strike last trading price was 43.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 26DEC2024 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 140.68 | 0.05 | -0.05 | 44.14 | 181 | -53 | 359 |
| 19 Dec | 143.26 | 0.1 | 0.00 | 52.01 | 64 | 3 | 412 |
| 18 Dec | 144.46 | 0.1 | 0.00 | 51.21 | 26 | 5 | 409 |
| 17 Dec | 145.68 | 0.1 | 0.05 | 50.42 | 9 | -4 | 400 |
| 16 Dec | 147.79 | 0.05 | -0.05 | 46.69 | 8 | 0 | 405 |
| 13 Dec | 148.95 | 0.1 | 0.05 | 46.93 | 269 | -21 | 407 |
| 12 Dec | 150.78 | 0.05 | -0.05 | 43.02 | 80 | -3 | 428 |
| 11 Dec | 150.60 | 0.1 | 0.05 | 46.31 | 71 | -23 | 421 |
| 10 Dec | 150.32 | 0.05 | -0.10 | 40.34 | 155 | -34 | 444 |
| 9 Dec | 149.88 | 0.15 | 0.00 | 45.30 | 76 | 12 | 480 |
| 6 Dec | 148.29 | 0.15 | 0.00 | 39.92 | 59 | 8 | 469 |
| 5 Dec | 147.07 | 0.15 | -0.05 | 37.79 | 362 | 1 | 461 |
| 4 Dec | 145.85 | 0.2 | 0.05 | 37.40 | 302 | 6 | 466 |
| 3 Dec | 146.54 | 0.15 | -0.05 | 35.61 | 46 | 14 | 468 |
| 2 Dec | 146.41 | 0.2 | -0.10 | 36.47 | 531 | 49 | 454 |
| 29 Nov | 144.54 | 0.3 | -0.10 | 35.05 | 1,077 | 93 | 405 |
| 28 Nov | 143.39 | 0.4 | -0.05 | 35.66 | 232 | 29 | 313 |
| 27 Nov | 144.53 | 0.45 | 0.05 | 37.35 | 46 | 15 | 283 |
| 26 Nov | 144.47 | 0.4 | -0.05 | 35.52 | 53 | 34 | 266 |
| 25 Nov | 143.67 | 0.45 | -0.15 | 35.28 | 78 | 43 | 234 |
| 22 Nov | 142.78 | 0.6 | -0.30 | 34.67 | 145 | 21 | 212 |
| 21 Nov | 140.22 | 0.9 | 0.00 | 34.84 | 275 | 41 | 190 |
| 20 Nov | 139.46 | 0.9 | 0.00 | 33.05 | 123 | 6 | 150 |
| 19 Nov | 139.46 | 0.9 | 0.10 | 33.05 | 123 | 7 | 150 |
| 18 Nov | 141.21 | 0.8 | -0.40 | 33.97 | 143 | 57 | 141 |
| 14 Nov | 137.98 | 1.2 | 0.15 | 32.69 | 69 | 23 | 84 |
| 13 Nov | 139.17 | 1.05 | 32.88 | 89 | 60 | 60 | |
For Tata Steel Limited - strike price 125 expiring on 26DEC2024
Delta for 125 PE is -0.02
Historical price for 125 PE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.14, the open interest changed by -53 which decreased total open position to 359
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 52.01, the open interest changed by 3 which increased total open position to 412
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 51.21, the open interest changed by 5 which increased total open position to 409
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 50.42, the open interest changed by -4 which decreased total open position to 400
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 405
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 46.93, the open interest changed by -21 which decreased total open position to 407
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 43.02, the open interest changed by -3 which decreased total open position to 428
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 46.31, the open interest changed by -23 which decreased total open position to 421
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 40.34, the open interest changed by -34 which decreased total open position to 444
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.30, the open interest changed by 12 which increased total open position to 480
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 39.92, the open interest changed by 8 which increased total open position to 469
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.79, the open interest changed by 1 which increased total open position to 461
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 37.40, the open interest changed by 6 which increased total open position to 466
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.61, the open interest changed by 14 which increased total open position to 468
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 36.47, the open interest changed by 49 which increased total open position to 454
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 35.05, the open interest changed by 93 which increased total open position to 405
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.66, the open interest changed by 29 which increased total open position to 313
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 37.35, the open interest changed by 15 which increased total open position to 283
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.52, the open interest changed by 34 which increased total open position to 266
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.28, the open interest changed by 43 which increased total open position to 234
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 34.67, the open interest changed by 21 which increased total open position to 212
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 34.84, the open interest changed by 41 which increased total open position to 190
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.05, the open interest changed by 6 which increased total open position to 150
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 33.05, the open interest changed by 7 which increased total open position to 150
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 33.97, the open interest changed by 57 which increased total open position to 141
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 32.69, the open interest changed by 23 which increased total open position to 84
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was 32.88, the open interest changed by 60 which increased total open position to 60
