TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.10
Theta: -0.07
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 11.05 | -1.35 | 25.19 | 71 | 18 | 308 | |||
| 26 Dec | 140.36 | 12.4 | -0.60 | 23.75 | 195 | 97 | 290 | |||
| 24 Dec | 140.38 | 13 | -1.00 | 26.18 | 204 | 47 | 193 | |||
| 23 Dec | 141.71 | 14 | 1.10 | 27.68 | 87 | 52 | 145 | |||
| 20 Dec | 140.68 | 12.9 | -2.75 | 26.49 | 65 | 44 | 93 | |||
| 19 Dec | 143.26 | 15.65 | -0.75 | 29.98 | 37 | 17 | 49 | |||
|
|
||||||||||
| 18 Dec | 144.46 | 16.4 | -1.60 | 23.27 | 35 | 30 | 32 | |||
| 17 Dec | 145.68 | 18 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 147.79 | 18 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 148.95 | 18 | -5.05 | - | 1 | 0 | 1 | |||
| 12 Dec | 150.78 | 23.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 150.60 | 23.05 | 7.50 | 31.68 | 1 | 0 | 0 | |||
| 10 Dec | 150.32 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 149.88 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 139.17 | 15.55 | 5.65 | 32.02 | 1 | 0 | 1 | |||
| 7 Nov | 150.95 | 9.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 9.9 | 9.90 | - | 1 | 0 | 0 | |||
| 4 Nov | 146.95 | 0 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 130 expiring on 30JAN2025
Delta for 130 CE is 0.85
Historical price for 130 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 11.05, which was -1.35 lower than the previous day. The implied volatity was 25.19, the open interest changed by 18 which increased total open position to 308
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 12.4, which was -0.60 lower than the previous day. The implied volatity was 23.75, the open interest changed by 97 which increased total open position to 290
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 13, which was -1.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by 47 which increased total open position to 193
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 14, which was 1.10 higher than the previous day. The implied volatity was 27.68, the open interest changed by 52 which increased total open position to 145
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 12.9, which was -2.75 lower than the previous day. The implied volatity was 26.49, the open interest changed by 44 which increased total open position to 93
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 15.65, which was -0.75 lower than the previous day. The implied volatity was 29.98, the open interest changed by 17 which increased total open position to 49
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 16.4, which was -1.60 lower than the previous day. The implied volatity was 23.27, the open interest changed by 30 which increased total open position to 32
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 18, which was 0.00 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 18, which was 0.00 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 Dec TATASTEEL was trading at 148.95. The strike last trading price was 18, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 23.05, which was 0.00 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 23.05, which was 7.50 higher than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 15.55, which was 0.00 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 15.55, which was 0.00 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 15.55, which was 0.00 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 15.55, which was 0.00 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 15.55, which was 0.00 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 Dec TATASTEEL was trading at 146.54. The strike last trading price was 15.55, which was 0.00 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 Dec TATASTEEL was trading at 146.41. The strike last trading price was 15.55, which was 0.00 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 15.55, which was 0.00 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 15.55, which was 5.65 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 1
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 9.9, which was 0.00 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 Nov TATASTEEL was trading at 152.29. The strike last trading price was 9.9, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 0, 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 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.11
Theta: -0.04
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 1.05 | 0.00 | 26.89 | 1,540 | 256 | 1,608 |
| 26 Dec | 140.36 | 1.05 | 0.00 | 29.04 | 1,097 | 324 | 1,352 |
| 24 Dec | 140.38 | 1.05 | 0.00 | 28.80 | 979 | 180 | 1,027 |
| 23 Dec | 141.71 | 1.05 | -0.20 | 29.75 | 748 | 343 | 850 |
| 20 Dec | 140.68 | 1.25 | 0.35 | 28.71 | 751 | 225 | 511 |
| 19 Dec | 143.26 | 0.9 | 0.15 | 28.78 | 280 | 33 | 286 |
| 18 Dec | 144.46 | 0.75 | 0.10 | 28.60 | 270 | 9 | 253 |
| 17 Dec | 145.68 | 0.65 | 0.05 | 28.44 | 62 | 13 | 239 |
| 16 Dec | 147.79 | 0.6 | 0.10 | 29.85 | 36 | 17 | 225 |
| 13 Dec | 148.95 | 0.5 | 0.05 | 28.71 | 127 | 0 | 209 |
| 12 Dec | 150.78 | 0.45 | 0.00 | 29.24 | 40 | 2 | 209 |
| 11 Dec | 150.60 | 0.45 | -0.05 | 29.21 | 44 | 17 | 207 |
| 10 Dec | 150.32 | 0.5 | -0.05 | 29.44 | 42 | -9 | 191 |
| 9 Dec | 149.88 | 0.55 | -0.10 | 29.23 | 56 | 21 | 199 |
| 6 Dec | 148.29 | 0.65 | -0.20 | 28.25 | 70 | 33 | 178 |
| 5 Dec | 147.07 | 0.85 | -0.05 | 29.18 | 20 | 1 | 144 |
| 4 Dec | 145.85 | 0.9 | 0.05 | 28.22 | 58 | 30 | 143 |
| 3 Dec | 146.54 | 0.85 | -0.20 | 28.25 | 59 | 44 | 112 |
| 2 Dec | 146.41 | 1.05 | -0.25 | 29.62 | 41 | 29 | 68 |
| 29 Nov | 144.54 | 1.3 | -1.30 | 29.07 | 57 | 37 | 38 |
| 13 Nov | 139.17 | 2.6 | 0.00 | 6.57 | 0 | 0 | 0 |
| 7 Nov | 150.95 | 2.6 | 0.00 | 10.65 | 0 | 0 | 0 |
| 5 Nov | 152.29 | 2.6 | 0.00 | 11.07 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 2.6 | 9.19 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 130 expiring on 30JAN2025
Delta for 130 PE is -0.17
Historical price for 130 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 26.89, the open interest changed by 256 which increased total open position to 1608
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by 324 which increased total open position to 1352
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 28.80, the open interest changed by 180 which increased total open position to 1027
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 29.75, the open interest changed by 343 which increased total open position to 850
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 28.71, the open interest changed by 225 which increased total open position to 511
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 28.78, the open interest changed by 33 which increased total open position to 286
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 28.60, the open interest changed by 9 which increased total open position to 253
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 28.44, the open interest changed by 13 which increased total open position to 239
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 29.85, the open interest changed by 17 which increased total open position to 225
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 209
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 209
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.21, the open interest changed by 17 which increased total open position to 207
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 29.44, the open interest changed by -9 which decreased total open position to 191
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 29.23, the open interest changed by 21 which increased total open position to 199
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 28.25, the open interest changed by 33 which increased total open position to 178
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 29.18, the open interest changed by 1 which increased total open position to 144
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 28.22, the open interest changed by 30 which increased total open position to 143
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 28.25, the open interest changed by 44 which increased total open position to 112
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by 29 which increased total open position to 68
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 1.3, which was -1.30 lower than the previous day. The implied volatity was 29.07, the open interest changed by 37 which increased total open position to 38
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 2.6, which was 0.00 lower than the previous day. The implied volatity was 10.65, 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 2.6, which was 0.00 lower than the previous day. The implied volatity was 11.07, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
