TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
20 Dec 2024 04:12 PM IST
| TATASTEEL 26DEC2024 132.5 CE | ||||||||||
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Delta: 0.92
Vega: 0.03
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 140.68 | 8.4 | -2.25 | 34.08 | 23 | 17 | 59 | |||
| 19 Dec | 143.26 | 10.65 | -1.65 | - | 2 | -1 | 41 | |||
| 18 Dec | 144.46 | 12.3 | -3.70 | - | 1 | 0 | 43 | |||
| 17 Dec | 145.68 | 16 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 147.79 | 16 | 1.75 | 44.60 | 1 | 0 | 42 | |||
| 13 Dec | 148.95 | 14.25 | -3.30 | - | 2 | -1 | 42 | |||
| 12 Dec | 150.78 | 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 | |||
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| 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 0.92
Historical price for 132.5 CE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 8.4, which was -2.25 lower than the previous day. The implied volatity was 34.08, the open interest changed by 17 which increased total open position to 59
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 10.65, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 41
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 12.3, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 16, 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 16, which was 1.75 higher than the previous day. The implied volatity was 44.60, the open interest changed by 0 which decreased total open position to 42
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 14.25, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42
On 12 Dec TATASTEEL was trading at 150.78. 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: -0.06
Vega: 0.02
Theta: -0.05
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 140.68 | 0.15 | 0.05 | 30.75 | 175 | -18 | 200 |
| 19 Dec | 143.26 | 0.1 | -0.05 | 32.63 | 335 | -20 | 227 |
| 18 Dec | 144.46 | 0.15 | 0.00 | 36.31 | 327 | 28 | 247 |
| 17 Dec | 145.68 | 0.15 | 0.05 | 36.62 | 107 | 5 | 218 |
| 16 Dec | 147.79 | 0.1 | -0.05 | 36.20 | 102 | -19 | 213 |
| 13 Dec | 148.95 | 0.15 | 0.00 | 36.00 | 289 | -19 | 230 |
| 12 Dec | 150.78 | 0.15 | -0.05 | 37.48 | 4 | -1 | 250 |
| 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 -0.06
Historical price for 132.5 PE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 30.75, the open interest changed by -18 which decreased total open position to 200
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 32.63, the open interest changed by -20 which decreased total open position to 227
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 36.31, the open interest changed by 28 which increased total open position to 247
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.62, the open interest changed by 5 which increased total open position to 218
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.20, the open interest changed by -19 which decreased total open position to 213
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 36.00, the open interest changed by -19 which decreased total open position to 230
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.48, the open interest changed by -1 which decreased total open position to 250
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
