TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 134 CE | ||||||||||
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Delta: 0.74
Vega: 0.14
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 7.9 | 24.55 | 13 | 10 | 10 | ||||
For Tata Steel Limited - strike price 134 expiring on 30JAN2025
Delta for 134 CE is 0.74
Historical price for 134 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was 24.55, the open interest changed by 10 which increased total open position to 10
| TATASTEEL 30JAN2025 134 PE | |||||||
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Delta: -0.27
Vega: 0.14
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 1.9 | 26.08 | 133 | 73 | 73 | |
For Tata Steel Limited - strike price 134 expiring on 30JAN2025
Delta for 134 PE is -0.27
Historical price for 134 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 26.08, the open interest changed by 73 which increased total open position to 73
