TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 12:32 PM IST
| TATASTEEL 29MAY2025 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.12
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 139.47 | 12.3 | -1.7 | 32.24 | 252 | 13 | 353 | |||
| 24 Apr | 141.52 | 14.05 | 0.4 | 33.31 | 163 | 10 | 341 | |||
| 23 Apr | 141.16 | 13.4 | 1.55 | 32.26 | 314 | 65 | 329 | |||
| 22 Apr | 138.16 | 11.75 | -0.9 | 35.48 | 247 | 48 | 265 | |||
| 21 Apr | 139.18 | 12.75 | 1.85 | 33.52 | 155 | 18 | 215 | |||
| 17 Apr | 137.14 | 10.95 | -0.15 | 30.75 | 207 | 36 | 196 | |||
| 16 Apr | 136.97 | 11.1 | 0.1 | 31.91 | 128 | 12 | 159 | |||
| 15 Apr | 136.41 | 11.15 | 1.3 | 33.58 | 129 | 18 | 147 | |||
| 11 Apr | 133.42 | 9.8 | 2.15 | 36.53 | 170 | -11 | 129 | |||
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| 9 Apr | 127.18 | 7.65 | -1.3 | 42.88 | 114 | 31 | 141 | |||
| 8 Apr | 130.28 | 8.95 | -0.3 | 41.53 | 126 | 7 | 109 | |||
| 7 Apr | 129.48 | 9.5 | -5 | 43.30 | 353 | 96 | 102 | |||
| 4 Apr | 140.39 | 14.5 | -16.5 | 30.21 | 7 | 6 | 6 | |||
| 3 Apr | 153.62 | 31 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 31 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 31 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 31 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 31 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 31 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 31 | 0 | 0.00 | 0 | -2 | 0 | |||
| 20 Mar | 159.04 | 31 | -3.7 | - | 2 | -1 | 1 | |||
| 19 Mar | 158.60 | 34.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 154.66 | 34.7 | 29 | 72.48 | 1 | 0 | 1 | |||
| 17 Mar | 151.81 | 5.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Mar | 150.88 | 5.7 | -9.9 | - | 1 | 0 | 0 | |||
| 5 Mar | 146.10 | 15.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 15.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 15.6 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 130 expiring on 29MAY2025
Delta for 130 CE is 0.81
Historical price for 130 CE is as follows
On 25 Apr TATASTEEL was trading at 139.47. The strike last trading price was 12.3, which was -1.7 lower than the previous day. The implied volatity was 32.24, the open interest changed by 13 which increased total open position to 353
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 14.05, which was 0.4 higher than the previous day. The implied volatity was 33.31, the open interest changed by 10 which increased total open position to 341
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 13.4, which was 1.55 higher than the previous day. The implied volatity was 32.26, the open interest changed by 65 which increased total open position to 329
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 11.75, which was -0.9 lower than the previous day. The implied volatity was 35.48, the open interest changed by 48 which increased total open position to 265
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 12.75, which was 1.85 higher than the previous day. The implied volatity was 33.52, the open interest changed by 18 which increased total open position to 215
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 10.95, which was -0.15 lower than the previous day. The implied volatity was 30.75, the open interest changed by 36 which increased total open position to 196
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 11.1, which was 0.1 higher than the previous day. The implied volatity was 31.91, the open interest changed by 12 which increased total open position to 159
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 11.15, which was 1.3 higher than the previous day. The implied volatity was 33.58, the open interest changed by 18 which increased total open position to 147
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 9.8, which was 2.15 higher than the previous day. The implied volatity was 36.53, the open interest changed by -11 which decreased total open position to 129
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 7.65, which was -1.3 lower than the previous day. The implied volatity was 42.88, the open interest changed by 31 which increased total open position to 141
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 8.95, which was -0.3 lower than the previous day. The implied volatity was 41.53, the open interest changed by 7 which increased total open position to 109
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 9.5, which was -5 lower than the previous day. The implied volatity was 43.30, the open interest changed by 96 which increased total open position to 102
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 14.5, which was -16.5 lower than the previous day. The implied volatity was 30.21, the open interest changed by 6 which increased total open position to 6
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 31, 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 31, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 31, 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 31, 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 31, 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 31, 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 31, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 31, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 34.7, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 34.7, which was 29 higher than the previous day. The implied volatity was 72.48, the open interest changed by 0 which decreased total open position to 1
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 5.7, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5.7, which was -9.9 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 15.6, 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 15.6, 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 15.6, 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 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.13
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 139.47 | 2.2 | 0.55 | 37.47 | 1,528 | 32 | 811 |
| 24 Apr | 141.52 | 1.65 | -0.15 | 35.79 | 988 | 53 | 774 |
| 23 Apr | 141.16 | 1.85 | -1.1 | 35.84 | 1,278 | 193 | 734 |
| 22 Apr | 138.16 | 2.85 | 0.45 | 38.17 | 799 | 115 | 545 |
| 21 Apr | 139.18 | 2.35 | -0.7 | 36.86 | 575 | 90 | 430 |
| 17 Apr | 137.14 | 2.95 | -0.1 | 35.56 | 286 | 64 | 339 |
| 16 Apr | 136.97 | 3 | -0.45 | 35.29 | 332 | 32 | 273 |
| 15 Apr | 136.41 | 3.3 | -1.8 | 36.12 | 222 | 43 | 241 |
| 11 Apr | 133.42 | 4.9 | -4.15 | 38.01 | 224 | 50 | 198 |
| 9 Apr | 127.18 | 9 | 1.55 | 45.37 | 87 | 27 | 146 |
| 8 Apr | 130.28 | 7.45 | -0.8 | 43.38 | 76 | 2 | 119 |
| 7 Apr | 129.48 | 8.15 | 5.6 | 47.02 | 208 | -22 | 120 |
| 4 Apr | 140.39 | 2.5 | 2.05 | 34.14 | 282 | 104 | 143 |
| 3 Apr | 153.62 | 0.45 | -0.1 | 30.52 | 2 | 1 | 39 |
| 2 Apr | 154.69 | 0.55 | -0.05 | 32.50 | 12 | 0 | 32 |
| 1 Apr | 153.12 | 0.6 | 0.05 | 31.58 | 17 | 9 | 32 |
| 28 Mar | 154.24 | 0.55 | 0 | 30.66 | 5 | 1 | 23 |
| 27 Mar | 155.42 | 0.55 | 0.05 | 31.52 | 5 | 2 | 22 |
| 24 Mar | 158.42 | 0.5 | -0.1 | 32.43 | 2 | 1 | 20 |
| 21 Mar | 157.28 | 0.6 | 0 | 32.23 | 3 | 2 | 18 |
| 20 Mar | 159.04 | 0.6 | -0.6 | 33.44 | 11 | 4 | 10 |
| 19 Mar | 158.60 | 1.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 154.66 | 1.2 | 0 | 0.00 | 0 | 4 | 0 |
| 17 Mar | 151.81 | 1.2 | 0.15 | 33.32 | 4 | 0 | 2 |
| 13 Mar | 150.88 | 1.05 | -1.45 | 30.30 | 1 | 0 | 1 |
| 5 Mar | 146.10 | 2.5 | -2.1 | 34.58 | 1 | 0 | 0 |
| 4 Mar | 139.34 | 4.6 | 0 | 5.75 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 4.6 | 0 | 5.38 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 130 expiring on 29MAY2025
Delta for 130 PE is -0.23
Historical price for 130 PE is as follows
On 25 Apr TATASTEEL was trading at 139.47. The strike last trading price was 2.2, which was 0.55 higher than the previous day. The implied volatity was 37.47, the open interest changed by 32 which increased total open position to 811
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 35.79, the open interest changed by 53 which increased total open position to 774
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.85, which was -1.1 lower than the previous day. The implied volatity was 35.84, the open interest changed by 193 which increased total open position to 734
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 2.85, which was 0.45 higher than the previous day. The implied volatity was 38.17, the open interest changed by 115 which increased total open position to 545
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 2.35, which was -0.7 lower than the previous day. The implied volatity was 36.86, the open interest changed by 90 which increased total open position to 430
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 35.56, the open interest changed by 64 which increased total open position to 339
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 35.29, the open interest changed by 32 which increased total open position to 273
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 3.3, which was -1.8 lower than the previous day. The implied volatity was 36.12, the open interest changed by 43 which increased total open position to 241
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.9, which was -4.15 lower than the previous day. The implied volatity was 38.01, the open interest changed by 50 which increased total open position to 198
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 9, which was 1.55 higher than the previous day. The implied volatity was 45.37, the open interest changed by 27 which increased total open position to 146
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 7.45, which was -0.8 lower than the previous day. The implied volatity was 43.38, the open interest changed by 2 which increased total open position to 119
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 8.15, which was 5.6 higher than the previous day. The implied volatity was 47.02, the open interest changed by -22 which decreased total open position to 120
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.5, which was 2.05 higher than the previous day. The implied volatity was 34.14, the open interest changed by 104 which increased total open position to 143
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 39
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 32.50, the open interest changed by 0 which decreased total open position to 32
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 31.58, the open interest changed by 9 which increased total open position to 32
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 30.66, the open interest changed by 1 which increased total open position to 23
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.52, the open interest changed by 2 which increased total open position to 22
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 32.43, the open interest changed by 1 which increased total open position to 20
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 32.23, the open interest changed by 2 which increased total open position to 18
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.6, which was -0.6 lower than the previous day. The implied volatity was 33.44, the open interest changed by 4 which increased total open position to 10
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 1.2, 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 1.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 2
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 1
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 2.5, which was -2.1 lower than the previous day. The implied volatity was 34.58, 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 4.6, which was 0 lower than the previous day. The implied volatity was 5.75, 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 4.6, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
