TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.10
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 13.3 | -1.1 | 30.88 | 91 | 72 | 87 | |||
| 24 Apr | 141.52 | 14.4 | 0 | 0.00 | 0 | 4 | 0 | |||
| 23 Apr | 141.16 | 14.4 | 0.5 | - | 17 | 3 | 14 | |||
| 22 Apr | 138.16 | 13.9 | -0.3 | 38.01 | 14 | 9 | 12 | |||
| 21 Apr | 139.18 | 14.2 | 1 | 28.80 | 2 | 1 | 3 | |||
| 17 Apr | 137.14 | 13.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 136.97 | 13.2 | 1.85 | 34.01 | 1 | 0 | 2 | |||
| 15 Apr | 136.41 | 11.35 | 2.35 | 20.92 | 1 | 2 | 2 | |||
| 11 Apr | 133.42 | 9 | 0 | 0.00 | 0 | 2 | 0 | |||
| 9 Apr | 127.18 | 9 | -21.1 | 43.90 | 2 | 1 | 1 | |||
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| 8 Apr | 130.28 | 30.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 30.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 30.1 | 0 | - | 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 | |||
| 28 Mar | 154.24 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 127.5 expiring on 29MAY2025
Delta for 127.5 CE is 0.85
Historical price for 127.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 13.3, which was -1.1 lower than the previous day. The implied volatity was 30.88, the open interest changed by 72 which increased total open position to 87
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 14.4, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 14
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 13.9, which was -0.3 lower than the previous day. The implied volatity was 38.01, the open interest changed by 9 which increased total open position to 12
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 14.2, which was 1 higher than the previous day. The implied volatity was 28.80, the open interest changed by 1 which increased total open position to 3
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 13.2, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 13.2, which was 1.85 higher than the previous day. The implied volatity was 34.01, the open interest changed by 0 which decreased total open position to 2
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 11.35, which was 2.35 higher than the previous day. The implied volatity was 20.92, the open interest changed by 2 which increased total open position to 2
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 9, which was -21.1 lower than the previous day. The implied volatity was 43.90, the open interest changed by 1 which increased total open position to 1
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, 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 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 29MAY2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.12
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 2.05 | 0.8 | 39.65 | 234 | -4 | 135 |
| 24 Apr | 141.52 | 1.25 | -0.1 | 36.50 | 65 | 27 | 139 |
| 23 Apr | 141.16 | 1.35 | -0.95 | 35.95 | 109 | 52 | 110 |
| 22 Apr | 138.16 | 2.25 | 0.45 | 38.84 | 38 | 7 | 59 |
| 21 Apr | 139.18 | 1.75 | -0.7 | 36.84 | 161 | 22 | 43 |
| 17 Apr | 137.14 | 2.45 | -0.15 | 37.04 | 23 | 12 | 20 |
| 16 Apr | 136.97 | 2.95 | -0.15 | 39.88 | 12 | 7 | 8 |
| 15 Apr | 136.41 | 3.1 | 2.5 | 39.82 | 2 | 0 | 0 |
| 11 Apr | 133.42 | 0.6 | 0 | 5.29 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 0.6 | 0 | 1.30 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 0.6 | 0 | 3.03 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 0.6 | 0 | 3.12 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 0.6 | 0 | 8.93 | 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 |
| 28 Mar | 154.24 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 127.5 expiring on 29MAY2025
Delta for 127.5 PE is -0.21
Historical price for 127.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 2.05, which was 0.8 higher than the previous day. The implied volatity was 39.65, the open interest changed by -4 which decreased total open position to 135
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 36.50, the open interest changed by 27 which increased total open position to 139
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 35.95, the open interest changed by 52 which increased total open position to 110
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 38.84, the open interest changed by 7 which increased total open position to 59
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 1.75, which was -0.7 lower than the previous day. The implied volatity was 36.84, the open interest changed by 22 which increased total open position to 43
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 37.04, the open interest changed by 12 which increased total open position to 20
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 39.88, the open interest changed by 7 which increased total open position to 8
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 3.1, which was 2.5 higher than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 8.93, 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 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
