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[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited

149.35 -1.25 (-0.83%)

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Historical option data for TATASTEEL

12 Dec 2024 10:13 AM IST
TATASTEEL 26DEC2024 132.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 149.40 17.55 0.00 0.00 0 0 0
11 Dec 150.60 17.55 0.00 0.00 0 0 0
10 Dec 150.32 17.55 0.00 0.00 0 2 0
9 Dec 149.88 17.55 0.85 - 9 4 45
6 Dec 148.29 16.7 1.20 34.56 10 3 42
5 Dec 147.07 15.5 1.05 25.89 25 2 39
4 Dec 145.85 14.45 -0.60 27.48 35 16 37
3 Dec 146.54 15.05 -0.05 23.75 14 2 20
2 Dec 146.41 15.1 0.75 29.30 27 11 18
29 Nov 144.54 14.35 1.60 38.13 8 2 4
28 Nov 143.39 12.75 0.00 0.00 0 2 0
27 Nov 144.53 12.75 -6.70 - 2 1 1
26 Nov 144.47 19.45 0.00 - 0 0 0
25 Nov 143.67 19.45 0.00 - 0 0 0
22 Nov 142.78 19.45 0.00 - 0 0 0
21 Nov 140.22 19.45 0.00 - 0 0 0
20 Nov 139.46 19.45 0.00 - 0 0 0
19 Nov 139.46 19.45 0.00 - 0 0 0
18 Nov 141.21 19.45 0.00 - 0 0 0
14 Nov 137.98 19.45 0.00 - 0 0 0
13 Nov 139.17 19.45 0.00 - 0 0 0
12 Nov 144.17 19.45 0.00 - 0 0 0
11 Nov 145.01 19.45 0.00 - 0 0 0
8 Nov 147.57 19.45 0.00 - 0 0 0
7 Nov 150.95 19.45 0.00 - 0 0 0
6 Nov 153.62 19.45 0.00 - 0 0 0
5 Nov 152.29 19.45 - 0 0 0


For Tata Steel Limited - strike price 132.5 expiring on 26DEC2024

Delta for 132.5 CE is 0.00

Historical price for 132.5 CE is as follows

On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 17.55, 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 17.55, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 17.55, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 45


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 16.7, which was 1.20 higher than the previous day. The implied volatity was 34.56, the open interest changed by 3 which increased total open position to 42


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 15.5, which was 1.05 higher than the previous day. The implied volatity was 25.89, the open interest changed by 2 which increased total open position to 39


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 14.45, which was -0.60 lower than the previous day. The implied volatity was 27.48, the open interest changed by 16 which increased total open position to 37


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 15.05, which was -0.05 lower than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 20


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 15.1, which was 0.75 higher than the previous day. The implied volatity was 29.30, the open interest changed by 11 which increased total open position to 18


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 14.35, which was 1.60 higher than the previous day. The implied volatity was 38.13, the open interest changed by 2 which increased total open position to 4


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 12.75, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 19.45, 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 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 19.45, 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 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 19.45, 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 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 19.45, 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 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 19.45, 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 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 19.45, 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 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 19.45, 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 19.45, 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 19.45, 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 19.45, 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 19.45, 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 19.45, 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 19.45, 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 19.45, 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 19.45, 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 26DEC2024 132.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 149.40 0.2 0.00 0.00 0 -48 0
11 Dec 150.60 0.2 0.00 38.44 154 -48 251
10 Dec 150.32 0.2 0.00 36.86 160 -9 299
9 Dec 149.88 0.2 -0.05 34.83 373 6 308
6 Dec 148.29 0.25 -0.05 31.54 381 19 301
5 Dec 147.07 0.3 -0.10 30.69 454 21 282
4 Dec 145.85 0.4 0.05 30.32 429 -3 261
3 Dec 146.54 0.35 -0.10 29.77 437 72 274
2 Dec 146.41 0.45 -0.20 30.73 326 25 201
29 Nov 144.54 0.65 -0.35 29.36 324 63 177
28 Nov 143.39 1 0.15 31.77 271 30 115
27 Nov 144.53 0.85 -0.15 31.17 84 24 85
26 Nov 144.47 1 -0.10 32.01 29 18 62
25 Nov 143.67 1.1 -0.20 31.78 70 14 43
22 Nov 142.78 1.3 -0.70 30.39 32 5 34
21 Nov 140.22 2 0.00 31.43 53 13 29
20 Nov 139.46 2 0.00 29.98 45 11 17
19 Nov 139.46 2 0.25 29.98 45 12 17
18 Nov 141.21 1.75 -0.15 30.51 7 5 5
14 Nov 137.98 1.9 0.00 5.09 0 0 0
13 Nov 139.17 1.9 0.00 6.06 0 0 0
12 Nov 144.17 1.9 0.00 8.45 0 0 0
11 Nov 145.01 1.9 0.00 8.98 0 0 0
8 Nov 147.57 1.9 0.00 10.14 0 0 0
7 Nov 150.95 1.9 0.00 11.45 0 0 0
6 Nov 153.62 1.9 0.00 12.57 0 0 0
5 Nov 152.29 1.9 11.92 0 0 0


For Tata Steel Limited - strike price 132.5 expiring on 26DEC2024

Delta for 132.5 PE is 0.00

Historical price for 132.5 PE is as follows

On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -48 which decreased total open position to 0


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 38.44, the open interest changed by -48 which decreased total open position to 251


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 36.86, the open interest changed by -9 which decreased total open position to 299


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.83, the open interest changed by 6 which increased total open position to 308


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.54, the open interest changed by 19 which increased total open position to 301


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 30.69, the open interest changed by 21 which increased total open position to 282


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.32, the open interest changed by -3 which decreased total open position to 261


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 29.77, the open interest changed by 72 which increased total open position to 274


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 30.73, the open interest changed by 25 which increased total open position to 201


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 29.36, the open interest changed by 63 which increased total open position to 177


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 31.77, the open interest changed by 30 which increased total open position to 115


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 31.17, the open interest changed by 24 which increased total open position to 85


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 32.01, the open interest changed by 18 which increased total open position to 62


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 31.78, the open interest changed by 14 which increased total open position to 43


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 30.39, the open interest changed by 5 which increased total open position to 34


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 13 which increased total open position to 29


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 29.98, the open interest changed by 11 which increased total open position to 17


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 29.98, the open interest changed by 12 which increased total open position to 17


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 30.51, the open interest changed by 5 which increased total open position to 5


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 1.9, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 1.9, which was 0.00 lower than the previous day. The implied volatity was 8.45, 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 1.9, which was 0.00 lower than the previous day. The implied volatity was 8.98, 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 1.9, which was 0.00 lower than the previous day. The implied volatity was 10.14, 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 1.9, which was 0.00 lower than the previous day. The implied volatity was 11.45, 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 1.9, which was 0.00 lower than the previous day. The implied volatity was 12.57, 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 1.9, which was lower than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 0