TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 127.5 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 140.36 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 140.38 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 141.71 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Dec | 140.68 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 143.26 | 19.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 144.46 | 19.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 145.68 | 19.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 148.95 | 19.5 | 0.00 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 127.5 expiring on 30JAN2025
Delta for 127.5 CE is -
Historical price for 127.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 19.5, 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 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 19.5, 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 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 19.5, 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 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 19.5, 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 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.09
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 0.75 | 0.00 | 27.99 | 324 | 119 | 279 |
| 26 Dec | 140.36 | 0.75 | 0.00 | 29.89 | 288 | 97 | 158 |
| 24 Dec | 140.38 | 0.75 | 0.00 | 29.58 | 98 | 40 | 61 |
| 23 Dec | 141.71 | 0.75 | -1.25 | 30.41 | 30 | 20 | 20 |
| 20 Dec | 140.68 | 2 | 0.00 | 9.56 | 0 | 0 | 0 |
| 19 Dec | 143.26 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 144.46 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 145.68 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 148.95 | 2 | 0.00 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 127.5 expiring on 30JAN2025
Delta for 127.5 PE is -0.12
Historical price for 127.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 27.99, the open interest changed by 119 which increased total open position to 279
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 29.89, the open interest changed by 97 which increased total open position to 158
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by 40 which increased total open position to 61
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.75, which was -1.25 lower than the previous day. The implied volatity was 30.41, the open interest changed by 20 which increased total open position to 20
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 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 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 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 2, 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
