TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
20 Dec 2024 04:12 PM IST
| TATASTEEL 26DEC2024 127.5 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 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 143.26 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 144.46 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 145.68 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 147.79 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 148.95 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 150.78 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 150.32 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 149.88 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 19.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 19.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 2 Dec | 146.41 | 19.3 | 0.60 | - | 6 | 2 | 7 | |||
| 29 Nov | 144.54 | 18.7 | -4.90 | 40.16 | 6 | 4 | 4 | |||
| 28 Nov | 143.39 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 144.53 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 144.47 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 143.67 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 142.78 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 140.22 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 139.46 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 139.46 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 141.21 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 137.98 | 23.6 | 23.60 | - | 0 | 0 | 0 | |||
| 13 Nov | 139.17 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 127.5 expiring on 26DEC2024
Delta for 127.5 CE is 0.00
Historical price for 127.5 CE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, 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 19.3, which was 0.00 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 19.3, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 18.7, which was -4.90 lower than the previous day. The implied volatity was 40.16, the open interest changed by 4 which increased total open position to 4
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 23.6, 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 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 23.6, 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 23.6, 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 23.6, 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 23.6, 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 23.6, 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 23.6, 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 23.6, 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 23.6, 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 23.6, which was 23.60 higher 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 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 26DEC2024 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.01
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 140.68 | 0.1 | 0.05 | 42.35 | 22 | -1 | 210 |
| 19 Dec | 143.26 | 0.05 | -0.05 | 40.58 | 25 | -4 | 211 |
| 18 Dec | 144.46 | 0.1 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 145.68 | 0.1 | 0.05 | 44.99 | 11 | -1 | 215 |
| 16 Dec | 147.79 | 0.05 | -0.05 | 41.98 | 5 | -4 | 217 |
| 13 Dec | 148.95 | 0.1 | 0.00 | 42.42 | 70 | 3 | 221 |
| 12 Dec | 150.78 | 0.1 | 0.00 | 43.23 | 26 | -3 | 218 |
| 11 Dec | 150.60 | 0.1 | 0.00 | 42.08 | 14 | -10 | 221 |
| 10 Dec | 150.32 | 0.1 | -0.05 | 40.48 | 69 | -1 | 192 |
| 9 Dec | 149.88 | 0.15 | 0.00 | 41.18 | 79 | -8 | 193 |
| 6 Dec | 148.29 | 0.15 | -0.05 | 36.09 | 20 | 2 | 201 |
| 5 Dec | 147.07 | 0.2 | 0.00 | 35.88 | 100 | -7 | 201 |
| 4 Dec | 145.85 | 0.2 | 0.00 | 33.57 | 353 | -18 | 211 |
| 3 Dec | 146.54 | 0.2 | -0.05 | 33.75 | 89 | 33 | 235 |
| 2 Dec | 146.41 | 0.25 | -0.05 | 34.27 | 239 | 91 | 207 |
| 29 Nov | 144.54 | 0.3 | -0.25 | 31.34 | 227 | 49 | 119 |
| 28 Nov | 143.39 | 0.55 | 0.05 | 34.46 | 87 | 6 | 70 |
| 27 Nov | 144.53 | 0.5 | -0.05 | 34.43 | 9 | 2 | 64 |
| 26 Nov | 144.47 | 0.55 | -0.15 | 34.44 | 10 | 7 | 60 |
| 25 Nov | 143.67 | 0.7 | -0.05 | 35.42 | 70 | 9 | 52 |
| 22 Nov | 142.78 | 0.75 | -0.40 | 32.91 | 79 | 11 | 54 |
| 21 Nov | 140.22 | 1.15 | -0.05 | 33.39 | 70 | 31 | 39 |
| 20 Nov | 139.46 | 1.2 | 0.00 | 32.46 | 6 | 4 | 8 |
| 19 Nov | 139.46 | 1.2 | 0.25 | 32.46 | 6 | 4 | 8 |
| 18 Nov | 141.21 | 0.95 | 0.10 | 31.84 | 4 | 3 | 4 |
| 14 Nov | 137.98 | 0.85 | 0.85 | 25.39 | 3 | 1 | 1 |
| 13 Nov | 139.17 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 127.5 expiring on 26DEC2024
Delta for 127.5 PE is -0.03
Historical price for 127.5 PE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 42.35, the open interest changed by -1 which decreased total open position to 210
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.58, the open interest changed by -4 which decreased total open position to 211
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 0.00, the open interest changed by -1 which decreased total open position to 0
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 44.99, the open interest changed by -1 which decreased total open position to 215
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 41.98, the open interest changed by -4 which decreased total open position to 217
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 42.42, the open interest changed by 3 which increased total open position to 221
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 43.23, the open interest changed by -3 which decreased total open position to 218
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 42.08, the open interest changed by -10 which decreased total open position to 221
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 40.48, the open interest changed by -1 which decreased total open position to 192
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 41.18, the open interest changed by -8 which decreased total open position to 193
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by 2 which increased total open position to 201
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.88, the open interest changed by -7 which decreased total open position to 201
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 33.57, the open interest changed by -18 which decreased total open position to 211
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.75, the open interest changed by 33 which increased total open position to 235
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 34.27, the open interest changed by 91 which increased total open position to 207
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 31.34, the open interest changed by 49 which increased total open position to 119
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 34.46, the open interest changed by 6 which increased total open position to 70
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.43, the open interest changed by 2 which increased total open position to 64
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 34.44, the open interest changed by 7 which increased total open position to 60
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 35.42, the open interest changed by 9 which increased total open position to 52
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 32.91, the open interest changed by 11 which increased total open position to 54
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 33.39, the open interest changed by 31 which increased total open position to 39
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 32.46, the open interest changed by 4 which increased total open position to 8
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 32.46, the open interest changed by 4 which increased total open position to 8
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 31.84, the open interest changed by 3 which increased total open position to 4
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 0.85, which was 0.85 higher than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 1
On 13 Nov TATASTEEL was trading at 139.17. 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
