TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.14
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 9.6 | -2.35 | 31.52 | 57 | 15 | 49 | |||
| 24 Apr | 141.52 | 12 | 0.4 | 32.34 | 25 | 8 | 35 | |||
| 23 Apr | 141.16 | 11.5 | 1.35 | 32.27 | 23 | 4 | 25 | |||
| 22 Apr | 138.16 | 10 | -0.9 | 35.08 | 41 | -1 | 21 | |||
| 21 Apr | 139.18 | 10.95 | 1.35 | 33.51 | 26 | 8 | 22 | |||
| 17 Apr | 137.14 | 9.6 | 0 | 32.84 | 46 | 8 | 14 | |||
| 16 Apr | 136.97 | 9.6 | 0.15 | 32.89 | 5 | 2 | 5 | |||
| 15 Apr | 136.41 | 9.5 | -16.15 | 33.37 | 7 | 4 | 4 | |||
| 11 Apr | 133.42 | 25.65 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 25.65 | 0 | 2.40 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 25.65 | 0 | 0.48 | 0 | 0 | 0 | |||
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| 7 Apr | 129.48 | 25.65 | 0 | 0.34 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 25.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 132.5 expiring on 29MAY2025
Delta for 132.5 CE is 0.73
Historical price for 132.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 9.6, which was -2.35 lower than the previous day. The implied volatity was 31.52, the open interest changed by 15 which increased total open position to 49
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 12, which was 0.4 higher than the previous day. The implied volatity was 32.34, the open interest changed by 8 which increased total open position to 35
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 11.5, which was 1.35 higher than the previous day. The implied volatity was 32.27, the open interest changed by 4 which increased total open position to 25
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 10, which was -0.9 lower than the previous day. The implied volatity was 35.08, the open interest changed by -1 which decreased total open position to 21
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 10.95, which was 1.35 higher than the previous day. The implied volatity was 33.51, the open interest changed by 8 which increased total open position to 22
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 9.6, which was 0 lower than the previous day. The implied volatity was 32.84, the open interest changed by 8 which increased total open position to 14
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 9.6, which was 0.15 higher than the previous day. The implied volatity was 32.89, the open interest changed by 2 which increased total open position to 5
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 9.5, which was -16.15 lower than the previous day. The implied volatity was 33.37, the open interest changed by 4 which increased total open position to 4
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 25.65, 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 25.65, which was 0 lower than the previous day. The implied volatity was 2.40, 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 25.65, which was 0 lower than the previous day. The implied volatity was 0.48, 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 25.65, which was 0 lower than the previous day. The implied volatity was 0.34, 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 25.65, 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 0, 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, 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 0, 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, 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
| TATASTEEL 29MAY2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.15
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 3.3 | 1.2 | 38.24 | 450 | 48 | 261 |
| 24 Apr | 141.52 | 2.2 | -0.2 | 35.45 | 323 | 33 | 213 |
| 23 Apr | 141.16 | 2.45 | -1.3 | 35.56 | 279 | 37 | 178 |
| 22 Apr | 138.16 | 3.75 | 0.65 | 38.66 | 161 | 26 | 141 |
| 21 Apr | 139.18 | 3.05 | -0.8 | 36.67 | 135 | 47 | 115 |
| 17 Apr | 137.14 | 3.85 | -0.05 | 35.87 | 45 | 10 | 68 |
| 16 Apr | 136.97 | 3.85 | -0.3 | 35.26 | 52 | 23 | 51 |
| 15 Apr | 136.41 | 4.1 | -4.15 | 35.60 | 40 | 27 | 27 |
| 11 Apr | 133.42 | 8.25 | 7.15 | 49.98 | 1 | 0 | 0 |
| 9 Apr | 127.18 | 1.1 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 1.1 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 1.1 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 1.1 | 0 | 6.15 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 132.5 expiring on 29MAY2025
Delta for 132.5 PE is -0.30
Historical price for 132.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 3.3, which was 1.2 higher than the previous day. The implied volatity was 38.24, the open interest changed by 48 which increased total open position to 261
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 35.45, the open interest changed by 33 which increased total open position to 213
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 2.45, which was -1.3 lower than the previous day. The implied volatity was 35.56, the open interest changed by 37 which increased total open position to 178
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 38.66, the open interest changed by 26 which increased total open position to 141
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 3.05, which was -0.8 lower than the previous day. The implied volatity was 36.67, the open interest changed by 47 which increased total open position to 115
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 3.85, which was -0.05 lower than the previous day. The implied volatity was 35.87, the open interest changed by 10 which increased total open position to 68
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 3.85, which was -0.3 lower than the previous day. The implied volatity was 35.26, the open interest changed by 23 which increased total open position to 51
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.1, which was -4.15 lower than the previous day. The implied volatity was 35.60, the open interest changed by 27 which increased total open position to 27
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 8.25, which was 7.15 higher than the previous day. The implied volatity was 49.98, 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 1.1, 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 1.1, 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 1.1, 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 1.1, which was 0 lower than the previous day. The implied volatity was 6.15, 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, 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, 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 0, 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, 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
