TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 128 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | - | - | - | 0 | 0 | 0 | |||
| 24 Apr | 141.52 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 23 Apr | 141.16 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 22 Apr | 138.16 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Apr | 139.18 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Apr | 137.14 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 16 Apr | 136.97 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 15 Apr | 136.41 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 16.9 | 0 | - | 0 | 0 | 0 | |||
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| 28 Mar | 154.24 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 16.9 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 128 expiring on 29MAY2025
Delta for 128 CE is -
Historical price for 128 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 16.9, 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 16.9, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 16.9, 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 Apr TATASTEEL was trading at 139.18. The strike last trading price was 16.9, 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 Apr TATASTEEL was trading at 137.14. The strike last trading price was 16.9, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 16.9, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 16.9, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 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 4 Mar TATASTEEL was trading at 139.34. 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 29MAY2025 128 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 | 2.15 | 0.85 | 39.47 | 586 | 20 | 210 |
| 24 Apr | 141.52 | 1.35 | -0.1 | 36.62 | 223 | 41 | 190 |
| 23 Apr | 141.16 | 1.45 | -0.95 | 36.01 | 247 | 92 | 146 |
| 22 Apr | 138.16 | 2.35 | 0.4 | 38.62 | 27 | 7 | 53 |
| 21 Apr | 139.18 | 1.95 | -0.55 | 37.57 | 38 | 0 | 44 |
| 17 Apr | 137.14 | 2.5 | -0.1 | 36.45 | 37 | 17 | 43 |
| 16 Apr | 136.97 | 2.6 | -0.3 | 36.54 | 36 | 18 | 25 |
| 15 Apr | 136.41 | 2.85 | -1.75 | 37.20 | 8 | 2 | 6 |
| 11 Apr | 133.42 | 4.6 | -0.1 | 40.74 | 3 | 0 | 4 |
| 9 Apr | 127.18 | 4.7 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 4.7 | -3.3 | 33.69 | 2 | 0 | 4 |
| 7 Apr | 129.48 | 8 | 7.55 | 51.35 | 5 | 2 | 4 |
| 4 Apr | 140.39 | 0.45 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 0.45 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 0.45 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 0.45 | -3.5 | 31.25 | 3 | 0 | 0 |
| 21 Mar | 157.28 | 3.95 | 0 | 15.22 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 3.95 | 0 | 15.72 | 0 | 0 | 0 |
| 19 Mar | 158.60 | 0 | 0 | 15.47 | 0 | 0 | 0 |
| 17 Mar | 151.81 | 0 | 0 | 12.11 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 0 | 0 | 9.72 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 0 | 0 | 7.03 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 128 expiring on 29MAY2025
Delta for 128 PE is -0.21
Historical price for 128 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 2.15, which was 0.85 higher than the previous day. The implied volatity was 39.47, the open interest changed by 20 which increased total open position to 210
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 36.62, the open interest changed by 41 which increased total open position to 190
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 36.01, the open interest changed by 92 which increased total open position to 146
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 2.35, which was 0.4 higher than the previous day. The implied volatity was 38.62, the open interest changed by 7 which increased total open position to 53
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 37.57, the open interest changed by 0 which decreased total open position to 44
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 2.5, which was -0.1 lower than the previous day. The implied volatity was 36.45, the open interest changed by 17 which increased total open position to 43
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 2.6, which was -0.3 lower than the previous day. The implied volatity was 36.54, the open interest changed by 18 which increased total open position to 25
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 2.85, which was -1.75 lower than the previous day. The implied volatity was 37.20, the open interest changed by 2 which increased total open position to 6
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.6, which was -0.1 lower than the previous day. The implied volatity was 40.74, the open interest changed by 0 which decreased total open position to 4
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 4.7, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.7, which was -3.3 lower than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 4
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 8, which was 7.55 higher than the previous day. The implied volatity was 51.35, the open interest changed by 2 which increased total open position to 4
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.45, 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 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.45, 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 0.45, 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 0.45, which was -3.5 lower than the previous day. The implied volatity was 31.25, 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 3.95, which was 0 lower than the previous day. The implied volatity was 15.22, 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 3.95, which was 0 lower than the previous day. The implied volatity was 15.72, 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, which was 0 lower than the previous day. The implied volatity was 15.47, 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, which was 0 lower than the previous day. The implied volatity was 12.11, 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 0, which was 0 lower than the previous day. The implied volatity was 9.72, 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 0, which was 0 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0
