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[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited

138.91 -1.45 (-1.03%)

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Historical option data for TATASTEEL

27 Dec 2024 04:12 PM IST
TATASTEEL 30JAN2025 129 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 13.75 - 0 0 0


For Tata Steel Limited - strike price 129 expiring on 30JAN2025

Delta for 129 CE is -

Historical price for 129 CE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 30JAN2025 129 PE
Delta: -0.15
Vega: 0.10
Theta: -0.03
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 0.95 27.65 151 97 97


For Tata Steel Limited - strike price 129 expiring on 30JAN2025

Delta for 129 PE is -0.15

Historical price for 129 PE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was 27.65, the open interest changed by 97 which increased total open position to 97