TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.13
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 9.4 | -0.80 | 27.69 | 4 | -3 | 43 | |||
| 26 Dec | 140.36 | 10.2 | -0.75 | 22.81 | 50 | 30 | 45 | |||
| 24 Dec | 140.38 | 10.95 | -0.80 | 26.08 | 18 | 11 | 13 | |||
| 23 Dec | 141.71 | 11.75 | -4.00 | 25.90 | 2 | 1 | 1 | |||
| 20 Dec | 140.68 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 143.26 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 144.46 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 145.68 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 147.79 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 148.95 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 150.78 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 150.32 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 149.88 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 146.41 | 15.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 15.75 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 132.5 expiring on 30JAN2025
Delta for 132.5 CE is 0.76
Historical price for 132.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 9.4, which was -0.80 lower than the previous day. The implied volatity was 27.69, the open interest changed by -3 which decreased total open position to 43
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 10.2, which was -0.75 lower than the previous day. The implied volatity was 22.81, the open interest changed by 30 which increased total open position to 45
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 10.95, which was -0.80 lower than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 13
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 11.75, which was -4.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 1 which increased total open position to 1
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 143.26. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 144.46. The strike last trading price was 15.75, 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 15.75, 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 148.95. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 150.78. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 150.60. The strike last trading price was 15.75, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 15.75, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 15.75, 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 15.75, 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 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 15.75, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 15.75, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 15.75, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 15.75, 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 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.13
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 1.5 | 0.10 | 26.13 | 787 | 114 | 459 |
| 26 Dec | 140.36 | 1.4 | 0.00 | 27.77 | 532 | 133 | 352 |
| 24 Dec | 140.38 | 1.4 | 0.10 | 27.62 | 257 | 90 | 219 |
| 23 Dec | 141.71 | 1.3 | -0.40 | 27.89 | 66 | -3 | 127 |
| 20 Dec | 140.68 | 1.7 | 0.45 | 28.03 | 143 | -24 | 130 |
| 19 Dec | 143.26 | 1.25 | 0.15 | 28.21 | 142 | 44 | 154 |
| 18 Dec | 144.46 | 1.1 | 0.05 | 28.50 | 105 | 40 | 109 |
| 17 Dec | 145.68 | 1.05 | 0.25 | 29.20 | 72 | 12 | 60 |
| 16 Dec | 147.79 | 0.8 | 0.05 | 28.97 | 31 | 29 | 47 |
| 13 Dec | 148.95 | 0.75 | 0.25 | 28.73 | 8 | 5 | 17 |
| 12 Dec | 150.78 | 0.5 | -0.40 | 27.23 | 1 | 0 | 11 |
| 11 Dec | 150.60 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 150.32 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 149.88 | 0.9 | 0.00 | 0.00 | 0 | 11 | 0 |
| 6 Dec | 148.29 | 0.9 | -2.30 | 27.87 | 11 | 0 | 0 |
| 5 Dec | 147.07 | 3.2 | 0.00 | 9.35 | 0 | 0 | 0 |
| 4 Dec | 145.85 | 3.2 | 0.00 | 8.66 | 0 | 0 | 0 |
| 3 Dec | 146.54 | 3.2 | 0.00 | 9.07 | 0 | 0 | 0 |
| 2 Dec | 146.41 | 3.2 | 0.00 | 8.53 | 0 | 0 | 0 |
| 29 Nov | 144.54 | 3.2 | 8.02 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 132.5 expiring on 30JAN2025
Delta for 132.5 PE is -0.23
Historical price for 132.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 26.13, the open interest changed by 114 which increased total open position to 459
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 27.77, the open interest changed by 133 which increased total open position to 352
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 27.62, the open interest changed by 90 which increased total open position to 219
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 27.89, the open interest changed by -3 which decreased total open position to 127
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 28.03, the open interest changed by -24 which decreased total open position to 130
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 28.21, the open interest changed by 44 which increased total open position to 154
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 28.50, the open interest changed by 40 which increased total open position to 109
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 29.20, the open interest changed by 12 which increased total open position to 60
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 28.97, the open interest changed by 29 which increased total open position to 47
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 28.73, the open interest changed by 5 which increased total open position to 17
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 27.23, the open interest changed by 0 which decreased total open position to 11
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.9, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.9, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.9, which was -2.30 lower than the previous day. The implied volatity was 27.87, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 9.35, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 8.66, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 9.07, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 8.53, 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 3.2, which was lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0
