TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.10
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 133.42 | 4.9 | 1.75 | 41.43 | 3,238 | -81 | 488 | |||
| 9 Apr | 127.18 | 3.15 | -1.15 | 48.93 | 2,035 | 84 | 570 | |||
| 8 Apr | 130.28 | 4.3 | -0.5 | 47.38 | 2,833 | 150 | 486 | |||
| 7 Apr | 129.48 | 5 | -5.1 | 51.46 | 1,772 | 310 | 335 | |||
| 4 Apr | 140.39 | 10.2 | -13.65 | 34.56 | 51 | 22 | 22 | |||
| 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 24APR2025
Delta for 132.5 CE is 0.57
Historical price for 132.5 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.9, which was 1.75 higher than the previous day. The implied volatity was 41.43, the open interest changed by -81 which decreased total open position to 488
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 48.93, the open interest changed by 84 which increased total open position to 570
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.3, which was -0.5 lower than the previous day. The implied volatity was 47.38, the open interest changed by 150 which increased total open position to 486
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 5, which was -5.1 lower than the previous day. The implied volatity was 51.46, the open interest changed by 310 which increased total open position to 335
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 10.2, which was -13.65 lower than the previous day. The implied volatity was 34.56, the open interest changed by 22 which increased total open position to 22
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 24APR2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.10
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 3.4 | -4.55 | 40.83 | 2,692 | 287 | 586 |
| 9 Apr | 127.18 | 7.85 | 1.7 | 49.88 | 351 | -4 | 299 |
| 8 Apr | 130.28 | 6.3 | -1 | 48.58 | 1,110 | 189 | 304 |
| 7 Apr | 129.48 | 7.05 | 5.55 | 54.73 | 297 | -7 | 115 |
| 4 Apr | 140.39 | 1.5 | 1.25 | 36.64 | 268 | 122 | 122 |
| 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 24APR2025
Delta for 132.5 PE is -0.43
Historical price for 132.5 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 3.4, which was -4.55 lower than the previous day. The implied volatity was 40.83, the open interest changed by 287 which increased total open position to 586
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 7.85, which was 1.7 higher than the previous day. The implied volatity was 49.88, the open interest changed by -4 which decreased total open position to 299
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 6.3, which was -1 lower than the previous day. The implied volatity was 48.58, the open interest changed by 189 which increased total open position to 304
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 7.05, which was 5.55 higher than the previous day. The implied volatity was 54.73, the open interest changed by -7 which decreased total open position to 115
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1.5, which was 1.25 higher than the previous day. The implied volatity was 36.64, the open interest changed by 122 which increased total open position to 122
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
