TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 132 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 27 Dec | 138.91 | 11.5 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 132 expiring on 30JAN2025
Delta for 132 CE is -
Historical price for 132 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 11.5, 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 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.12
Theta: -0.04
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 1.4 | 26.29 | 206 | 117 | 117 | |
For Tata Steel Limited - strike price 132 expiring on 30JAN2025
Delta for 132 PE is -0.21
Historical price for 132 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 26.29, the open interest changed by 117 which increased total open position to 117
