TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
17 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 133 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.04
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 137.14 | 4.8 | -0.5 | 22.47 | 1,031 | -32 | 147 | |||
| 16 Apr | 136.97 | 5.3 | 0.05 | 31.62 | 721 | 3 | 182 | |||
| 15 Apr | 136.41 | 5.35 | 0.7 | 34.41 | 688 | -99 | 177 | |||
| 11 Apr | 133.42 | 4.55 | 1.55 | 40.57 | 2,909 | -37 | 276 | |||
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| 9 Apr | 127.18 | 3 | -1.1 | 49.10 | 1,253 | 44 | 314 | |||
| 8 Apr | 130.28 | 4.1 | -0.45 | 47.45 | 1,559 | 172 | 270 | |||
| 7 Apr | 129.48 | 4.8 | -5.1 | 51.57 | 221 | 86 | 90 | |||
| 4 Apr | 140.39 | 9.9 | -15.8 | 35.43 | 3 | 2 | 3 | |||
| 3 Apr | 153.62 | 25.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 25.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 25.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 25.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 25.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 25.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 25.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Mar | 158.42 | 25.7 | 14.35 | - | 1 | 0 | 0 | |||
| 21 Mar | 157.28 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 154.66 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 11.35 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 11.35 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 133 expiring on 24APR2025
Delta for 133 CE is 0.86
Historical price for 133 CE is as follows
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 4.8, which was -0.5 lower than the previous day. The implied volatity was 22.47, the open interest changed by -32 which decreased total open position to 147
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 5.3, which was 0.05 higher than the previous day. The implied volatity was 31.62, the open interest changed by 3 which increased total open position to 182
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 5.35, which was 0.7 higher than the previous day. The implied volatity was 34.41, the open interest changed by -99 which decreased total open position to 177
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.55, which was 1.55 higher than the previous day. The implied volatity was 40.57, the open interest changed by -37 which decreased total open position to 276
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 3, which was -1.1 lower than the previous day. The implied volatity was 49.10, the open interest changed by 44 which increased total open position to 314
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was 47.45, the open interest changed by 172 which increased total open position to 270
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 4.8, which was -5.1 lower than the previous day. The implied volatity was 51.57, the open interest changed by 86 which increased total open position to 90
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 9.9, which was -15.8 lower than the previous day. The implied volatity was 35.43, the open interest changed by 2 which increased total open position to 3
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 25.7, 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 25.7, 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 25.7, 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 25.7, 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 25.7, 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 25.7, 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 25.7, which was 0 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 25.7, which was 14.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 24APR2025 133 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 137.14 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 16 Apr | 136.97 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 15 Apr | 136.41 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 11 Apr | 133.42 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 4.2 | 0 | 16.30 | 0 | 0 | 0 |
| 27 Mar | 155.42 | 4.2 | 0 | 16.71 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 4.2 | 0 | 18.34 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 4.2 | 0 | 18.37 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 4.2 | 0 | 18.76 | 0 | 0 | 0 |
| 21 Mar | 157.28 | 4.2 | 0 | 16.51 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 4.2 | 0 | 18.38 | 0 | 0 | 0 |
| 19 Mar | 158.60 | 4.2 | 0 | 16.65 | 0 | 0 | 0 |
| 18 Mar | 154.66 | 4.2 | 0 | 15.04 | 0 | 0 | 0 |
| 17 Mar | 151.81 | 4.2 | 0 | 13.76 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 4.2 | 0 | 12.30 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 4.2 | 0 | 10.64 | 0 | 0 | 0 |
| 11 Mar | 150.75 | 4.2 | 0 | 10.69 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 4.2 | 0 | 11.69 | 0 | 0 | 0 |
| 7 Mar | 151.56 | 4.2 | 0 | 11.56 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 4.2 | 0 | 11.65 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 4.2 | 0 | 8.96 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 4.2 | 0 | 5.24 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 4.2 | 0 | 4.69 | 0 | 0 | 0 |
| 28 Feb | 137.20 | 4.2 | 0 | 3.92 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 133 expiring on 24APR2025
Delta for 133 PE is -0.00
Historical price for 133 PE is as follows
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, 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 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, 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 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, 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 4.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 18.34, the open interest changed by 0 which decreased total open position to 0
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.51, the open interest changed by 0 which decreased total open position to 0
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 0
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 16.65, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 15.04, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 13.76, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 12.30, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 11.69, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 11.56, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
