TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 128 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 154.66 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 138.69 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 137.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 137.07 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 21 Feb | 140.76 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 138.04 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 134.47 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 134.04 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 138.31 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 132.97 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 128 expiring on 24APR2025
Delta for 128 CE is -
Historical price for 128 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 11.2, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 11.2, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 11.2, 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 11.2, 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 11.2, 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 11.2, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 11.2, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 11.2, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 11.2, 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 11.2, 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 11.2, 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 11.2, 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 11.2, 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 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 11.2, 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 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 11.2, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 11.2, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 11.2, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 11.2, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 11.2, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 11.2, 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 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 11.2, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 11.2, 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 Mar TATASTEEL was trading at 151.56. The strike last trading price was 11.2, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 11.2, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 11.2, 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 Mar TATASTEEL was trading at 139.34. The strike last trading price was 11.2, 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 Mar TATASTEEL was trading at 138.57. The strike last trading price was 11.2, 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 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 11.2, 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 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 0, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 0, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 0, 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 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 0, 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 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 0, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 0, 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 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, 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 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 0, 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
| TATASTEEL 24APR2025 128 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.08
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 2 | -3.4 | 44.13 | 962 | -55 | 545 |
| 9 Apr | 127.18 | 5.4 | 1.35 | 51.81 | 750 | 77 | 599 |
| 8 Apr | 130.28 | 4.2 | -0.95 | 50.29 | 1,035 | 9 | 525 |
| 7 Apr | 129.48 | 4.95 | 4.15 | 56.38 | 1,719 | 251 | 527 |
| 4 Apr | 140.39 | 0.8 | 0.75 | 38.30 | 616 | 183 | 280 |
| 3 Apr | 153.62 | 0.05 | 0 | 35.12 | 3 | 0 | 95 |
| 2 Apr | 154.69 | 0.05 | -0.05 | 35.18 | 22 | 3 | 95 |
| 1 Apr | 153.12 | 0.1 | -0.4 | 36.40 | 99 | 90 | 90 |
| 28 Mar | 154.24 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 155.42 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 157.28 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 158.60 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 154.66 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 151.81 | 0.5 | -2 | 37.35 | 1 | 0 | 1 |
| 13 Mar | 150.88 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 150.75 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 151.56 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 137.20 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 138.69 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 137.00 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 137.07 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 140.76 | 2.5 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Feb | 138.04 | 2.5 | -3.45 | 32.11 | 1 | 0 | 0 |
| 14 Feb | 134.47 | 5.95 | 0 | 5.11 | 0 | 0 | 0 |
| 10 Feb | 134.04 | 5.95 | 0 | 4.87 | 0 | 0 | 0 |
| 7 Feb | 138.31 | 5.95 | 0 | 6.76 | 0 | 0 | 0 |
| 1 Feb | 132.97 | 0 | 0 | 4.28 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 128 expiring on 24APR2025
Delta for 128 PE is -0.28
Historical price for 128 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 2, which was -3.4 lower than the previous day. The implied volatity was 44.13, the open interest changed by -55 which decreased total open position to 545
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 5.4, which was 1.35 higher than the previous day. The implied volatity was 51.81, the open interest changed by 77 which increased total open position to 599
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.2, which was -0.95 lower than the previous day. The implied volatity was 50.29, the open interest changed by 9 which increased total open position to 525
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 4.95, which was 4.15 higher than the previous day. The implied volatity was 56.38, the open interest changed by 251 which increased total open position to 527
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.8, which was 0.75 higher than the previous day. The implied volatity was 38.30, the open interest changed by 183 which increased total open position to 280
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 35.12, the open interest changed by 0 which decreased total open position to 95
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 35.18, the open interest changed by 3 which increased total open position to 95
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.1, which was -0.4 lower than the previous day. The implied volatity was 36.40, the open interest changed by 90 which increased total open position to 90
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.5, 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.5, 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.5, 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 0.5, 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.5, 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 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 0.5, 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 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.5, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 0.5, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 0.5, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.5, which was -2 lower than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 1
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 2.5, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 2.5, 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 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 2.5, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 2.5, 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 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 2.5, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 2.5, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 2.5, 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 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 2.5, 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 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 2.5, 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 Feb TATASTEEL was trading at 137.20. The strike last trading price was 2.5, 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 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 2.5, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 2.5, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 2.5, 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 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 2.5, which was -3.45 lower than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
