TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:33 AM IST
| TATASTEEL 26DEC2024 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.03
Theta: -0.08
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.42 | 20.15 | -1.70 | 44.82 | 6 | -4 | 253 | |||
| 11 Dec | 150.60 | 21.85 | 0.60 | 55.95 | 13 | -1 | 258 | |||
| 10 Dec | 150.32 | 21.25 | 0.75 | 44.73 | 21 | -8 | 257 | |||
| 9 Dec | 149.88 | 20.5 | 1.80 | 38.92 | 19 | -3 | 265 | |||
| 6 Dec | 148.29 | 18.7 | 1.15 | - | 6 | 0 | 265 | |||
| 5 Dec | 147.07 | 17.55 | 0.60 | - | 36 | -13 | 263 | |||
|
|
||||||||||
| 4 Dec | 145.85 | 16.95 | -0.45 | 31.84 | 69 | 11 | 276 | |||
| 3 Dec | 146.54 | 17.4 | -0.15 | - | 36 | -4 | 265 | |||
| 2 Dec | 146.41 | 17.55 | 1.50 | 32.58 | 32 | 7 | 270 | |||
| 29 Nov | 144.54 | 16.05 | 0.70 | 33.46 | 96 | 31 | 263 | |||
| 28 Nov | 143.39 | 15.35 | -0.70 | 32.90 | 93 | 13 | 233 | |||
| 27 Nov | 144.53 | 16.05 | 0.05 | 28.55 | 65 | 13 | 220 | |||
| 26 Nov | 144.47 | 16 | 0.35 | 30.04 | 76 | 60 | 207 | |||
| 25 Nov | 143.67 | 15.65 | 0.90 | 31.18 | 109 | 125 | 147 | |||
| 22 Nov | 142.78 | 14.75 | 2.00 | 31.71 | 48 | 39 | 61 | |||
| 21 Nov | 140.22 | 12.75 | 0.55 | 32.29 | 90 | 15 | 22 | |||
| 20 Nov | 139.46 | 12.2 | 0.00 | 29.18 | 9 | 7 | 7 | |||
| 19 Nov | 139.46 | 12.2 | -26.65 | 29.18 | 9 | 7 | 7 | |||
| 18 Nov | 141.21 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 137.98 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 139.17 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 144.17 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 145.01 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 147.57 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 153.62 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 38.85 | 38.85 | - | 0 | 0 | 0 | |||
| 31 Oct | 148.56 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 148.97 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 150.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 149.38 | 0 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 130 expiring on 26DEC2024
Delta for 130 CE is 0.95
Historical price for 130 CE is as follows
On 12 Dec TATASTEEL was trading at 149.42. The strike last trading price was 20.15, which was -1.70 lower than the previous day. The implied volatity was 44.82, the open interest changed by -4 which decreased total open position to 253
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 21.85, which was 0.60 higher than the previous day. The implied volatity was 55.95, the open interest changed by -1 which decreased total open position to 258
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 21.25, which was 0.75 higher than the previous day. The implied volatity was 44.73, the open interest changed by -8 which decreased total open position to 257
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 20.5, which was 1.80 higher than the previous day. The implied volatity was 38.92, the open interest changed by -3 which decreased total open position to 265
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 18.7, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 265
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 17.55, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 263
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 16.95, which was -0.45 lower than the previous day. The implied volatity was 31.84, the open interest changed by 11 which increased total open position to 276
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 17.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 265
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 17.55, which was 1.50 higher than the previous day. The implied volatity was 32.58, the open interest changed by 7 which increased total open position to 270
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 16.05, which was 0.70 higher than the previous day. The implied volatity was 33.46, the open interest changed by 31 which increased total open position to 263
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 15.35, which was -0.70 lower than the previous day. The implied volatity was 32.90, the open interest changed by 13 which increased total open position to 233
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 16.05, which was 0.05 higher than the previous day. The implied volatity was 28.55, the open interest changed by 13 which increased total open position to 220
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 16, which was 0.35 higher than the previous day. The implied volatity was 30.04, the open interest changed by 60 which increased total open position to 207
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 15.65, which was 0.90 higher than the previous day. The implied volatity was 31.18, the open interest changed by 125 which increased total open position to 147
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 14.75, which was 2.00 higher than the previous day. The implied volatity was 31.71, the open interest changed by 39 which increased total open position to 61
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 12.75, which was 0.55 higher than the previous day. The implied volatity was 32.29, the open interest changed by 15 which increased total open position to 22
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 29.18, the open interest changed by 7 which increased total open position to 7
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 12.2, which was -26.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 7 which increased total open position to 7
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 38.85, 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 38.85, 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 38.85, 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 38.85, 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 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 38.85, 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 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 38.85, 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 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 38.85, 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 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 38.85, 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 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 38.85, which was 38.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATASTEEL 26DEC2024 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.42 | 0.15 | 0.00 | 39.62 | 9 | -3 | 1,316 |
| 11 Dec | 150.60 | 0.15 | 0.00 | 40.72 | 285 | -29 | 1,319 |
| 10 Dec | 150.32 | 0.15 | -0.05 | 39.10 | 669 | -75 | 1,353 |
| 9 Dec | 149.88 | 0.2 | 0.00 | 39.07 | 331 | -10 | 1,428 |
| 6 Dec | 148.29 | 0.2 | -0.05 | 34.07 | 921 | 46 | 1,420 |
| 5 Dec | 147.07 | 0.25 | -0.05 | 33.48 | 968 | 17 | 1,384 |
| 4 Dec | 145.85 | 0.3 | 0.00 | 32.36 | 1,150 | 82 | 1,372 |
| 3 Dec | 146.54 | 0.3 | -0.05 | 32.67 | 1,825 | 51 | 1,292 |
| 2 Dec | 146.41 | 0.35 | -0.15 | 32.84 | 1,273 | 24 | 1,246 |
| 29 Nov | 144.54 | 0.5 | -0.25 | 31.28 | 1,861 | 164 | 1,241 |
| 28 Nov | 143.39 | 0.75 | 0.05 | 33.21 | 824 | 84 | 1,114 |
| 27 Nov | 144.53 | 0.7 | -0.10 | 33.47 | 478 | 156 | 1,030 |
| 26 Nov | 144.47 | 0.8 | -0.05 | 33.96 | 238 | 96 | 874 |
| 25 Nov | 143.67 | 0.85 | -0.15 | 33.30 | 551 | 246 | 777 |
| 22 Nov | 142.78 | 1 | -0.55 | 31.77 | 547 | 69 | 600 |
| 21 Nov | 140.22 | 1.55 | -0.05 | 32.63 | 696 | 163 | 529 |
| 20 Nov | 139.46 | 1.6 | 0.00 | 31.17 | 375 | 51 | 367 |
| 19 Nov | 139.46 | 1.6 | 0.25 | 31.17 | 375 | 52 | 367 |
| 18 Nov | 141.21 | 1.35 | -0.65 | 31.62 | 506 | 125 | 314 |
| 14 Nov | 137.98 | 2 | 0.30 | 30.62 | 206 | 48 | 188 |
| 13 Nov | 139.17 | 1.7 | 0.60 | 30.47 | 268 | 15 | 139 |
| 12 Nov | 144.17 | 1.1 | 0.10 | 31.06 | 48 | 22 | 124 |
| 11 Nov | 145.01 | 1 | 0.05 | 31.50 | 100 | 60 | 99 |
| 8 Nov | 147.57 | 0.95 | 0.15 | 32.38 | 26 | 18 | 39 |
| 7 Nov | 150.95 | 0.8 | 0.00 | 34.58 | 31 | 11 | 21 |
| 6 Nov | 153.62 | 0.8 | -0.25 | 36.73 | 6 | 2 | 9 |
| 5 Nov | 152.29 | 1.05 | 0.05 | 37.77 | 7 | 2 | 7 |
| 31 Oct | 148.56 | 1 | 0.00 | - | 1 | 0 | 4 |
| 30 Oct | 148.97 | 1 | -0.35 | - | 1 | 0 | 4 |
| 29 Oct | 150.06 | 1.35 | -0.75 | - | 1 | 0 | 3 |
| 28 Oct | 149.38 | 2.1 | - | 2 | 2 | 2 | |
For Tata Steel Limited - strike price 130 expiring on 26DEC2024
Delta for 130 PE is -0.03
Historical price for 130 PE is as follows
On 12 Dec TATASTEEL was trading at 149.42. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 39.62, the open interest changed by -3 which decreased total open position to 1316
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.72, the open interest changed by -29 which decreased total open position to 1319
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.10, the open interest changed by -75 which decreased total open position to 1353
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 39.07, the open interest changed by -10 which decreased total open position to 1428
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.07, the open interest changed by 46 which increased total open position to 1420
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.48, the open interest changed by 17 which increased total open position to 1384
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.36, the open interest changed by 82 which increased total open position to 1372
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by 51 which increased total open position to 1292
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 32.84, the open interest changed by 24 which increased total open position to 1246
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 31.28, the open interest changed by 164 which increased total open position to 1241
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 33.21, the open interest changed by 84 which increased total open position to 1114
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 33.47, the open interest changed by 156 which increased total open position to 1030
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.96, the open interest changed by 96 which increased total open position to 874
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 33.30, the open interest changed by 246 which increased total open position to 777
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 31.77, the open interest changed by 69 which increased total open position to 600
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 32.63, the open interest changed by 163 which increased total open position to 529
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 31.17, the open interest changed by 51 which increased total open position to 367
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 31.17, the open interest changed by 52 which increased total open position to 367
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 31.62, the open interest changed by 125 which increased total open position to 314
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was 30.62, the open interest changed by 48 which increased total open position to 188
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.7, which was 0.60 higher than the previous day. The implied volatity was 30.47, the open interest changed by 15 which increased total open position to 139
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 31.06, the open interest changed by 22 which increased total open position to 124
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 31.50, the open interest changed by 60 which increased total open position to 99
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 32.38, the open interest changed by 18 which increased total open position to 39
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 34.58, the open interest changed by 11 which increased total open position to 21
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 36.73, the open interest changed by 2 which increased total open position to 9
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 37.77, the open interest changed by 2 which increased total open position to 7
On 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
