TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.10
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 3.5 | 1.15 | 39.69 | 9,490 | -368 | 2,393 | |||
| 9 Apr | 127.18 | 2.4 | -0.85 | 49.11 | 7,035 | 790 | 2,769 | |||
| 8 Apr | 130.28 | 3.25 | -0.5 | 46.55 | 6,032 | 909 | 1,944 | |||
| 7 Apr | 129.48 | 3.9 | -4.25 | 50.49 | 5,194 | 842 | 1,039 | |||
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| 4 Apr | 140.39 | 8.25 | -12.4 | 33.58 | 260 | 95 | 197 | |||
| 3 Apr | 153.62 | 20.65 | 0 | 49.01 | 2 | -1 | 102 | |||
| 2 Apr | 154.69 | 20.65 | 0 | 0.00 | 0 | -1 | 0 | |||
| 1 Apr | 153.12 | 20.65 | 0.05 | 52.61 | 1 | 2 | 104 | |||
| 28 Mar | 154.24 | 20.6 | -1.15 | 38.18 | 12 | 0 | 102 | |||
| 27 Mar | 155.42 | 21.75 | -0.25 | 34.47 | 6 | 3 | 101 | |||
| 26 Mar | 155.81 | 21.9 | -1.4 | 40.32 | 16 | 14 | 100 | |||
| 25 Mar | 156.73 | 23.3 | -1 | 43.40 | 71 | 67 | 85 | |||
| 24 Mar | 158.42 | 24.3 | 0.3 | - | 12 | 10 | 17 | |||
| 21 Mar | 157.28 | 24 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 24 | 0.4 | - | 1 | 0 | 7 | |||
| 19 Mar | 158.60 | 23.6 | 5.6 | - | 1 | 0 | 7 | |||
| 18 Mar | 154.66 | 18 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 18 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 18 | 0.8 | 26.59 | 1 | 0 | 7 | |||
| 12 Mar | 150.30 | 17.2 | 0.2 | 21.29 | 2 | 0 | 7 | |||
| 11 Mar | 150.75 | 17 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 17 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 17 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 150.44 | 17 | 4.4 | 22.93 | 2 | 0 | 6 | |||
| 5 Mar | 146.10 | 12.6 | 3.2 | 13.08 | 5 | -2 | 7 | |||
| 4 Mar | 139.34 | 9.4 | 0.65 | 28.60 | 6 | 2 | 9 | |||
| 3 Mar | 138.57 | 8.75 | 1.45 | 28.00 | 10 | 3 | 9 | |||
| 28 Feb | 137.20 | 7.3 | -2.85 | 22.85 | 7 | 4 | 4 | |||
For Tata Steel Limited - strike price 135 expiring on 24APR2025
Delta for 135 CE is 0.47
Historical price for 135 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 3.5, which was 1.15 higher than the previous day. The implied volatity was 39.69, the open interest changed by -368 which decreased total open position to 2393
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 49.11, the open interest changed by 790 which increased total open position to 2769
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 46.55, the open interest changed by 909 which increased total open position to 1944
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 3.9, which was -4.25 lower than the previous day. The implied volatity was 50.49, the open interest changed by 842 which increased total open position to 1039
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 8.25, which was -12.4 lower than the previous day. The implied volatity was 33.58, the open interest changed by 95 which increased total open position to 197
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 49.01, the open interest changed by -1 which decreased total open position to 102
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 20.65, which was 0.05 higher than the previous day. The implied volatity was 52.61, the open interest changed by 2 which increased total open position to 104
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 20.6, which was -1.15 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 102
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 21.75, which was -0.25 lower than the previous day. The implied volatity was 34.47, the open interest changed by 3 which increased total open position to 101
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 21.9, which was -1.4 lower than the previous day. The implied volatity was 40.32, the open interest changed by 14 which increased total open position to 100
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 23.3, which was -1 lower than the previous day. The implied volatity was 43.40, the open interest changed by 67 which increased total open position to 85
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 24.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 17
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 24, 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 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 24, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 23.6, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 18, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 18, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 18, which was 0.8 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 7
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 17.2, which was 0.2 higher than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 7
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 17, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 17, 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 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 17, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 17, which was 4.4 higher than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 6
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 12.6, which was 3.2 higher than the previous day. The implied volatity was 13.08, the open interest changed by -2 which decreased total open position to 7
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 9.4, which was 0.65 higher than the previous day. The implied volatity was 28.60, the open interest changed by 2 which increased total open position to 9
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 8.75, which was 1.45 higher than the previous day. The implied volatity was 28.00, the open interest changed by 3 which increased total open position to 9
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 7.3, which was -2.85 lower than the previous day. The implied volatity was 22.85, the open interest changed by 4 which increased total open position to 4
| TATASTEEL 24APR2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.10
Theta: -0.13
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 4.6 | -5.05 | 40.19 | 2,045 | 145 | 694 |
| 9 Apr | 127.18 | 9.55 | 2 | 49.70 | 318 | 15 | 549 |
| 8 Apr | 130.28 | 7.7 | -1.25 | 47.41 | 1,036 | 30 | 534 |
| 7 Apr | 129.48 | 8.6 | 6.45 | 55.31 | 1,854 | -412 | 502 |
| 4 Apr | 140.39 | 2.1 | 1.85 | 35.95 | 3,793 | 544 | 932 |
| 3 Apr | 153.62 | 0.2 | -0.05 | 33.14 | 112 | -9 | 386 |
| 2 Apr | 154.69 | 0.25 | -0.05 | 35.12 | 433 | 0 | 397 |
| 1 Apr | 153.12 | 0.3 | -0.05 | 33.72 | 537 | 33 | 397 |
| 28 Mar | 154.24 | 0.35 | 0 | 33.26 | 222 | 55 | 364 |
| 27 Mar | 155.42 | 0.3 | -0.05 | 33.21 | 220 | 43 | 308 |
| 26 Mar | 155.81 | 0.4 | 0 | 34.43 | 185 | 37 | 265 |
| 25 Mar | 156.73 | 0.4 | 0.05 | 35.24 | 80 | 44 | 227 |
| 24 Mar | 158.42 | 0.35 | -0.05 | 35.87 | 81 | 8 | 182 |
| 21 Mar | 157.28 | 0.4 | 0 | 34.13 | 30 | -5 | 179 |
| 20 Mar | 159.04 | 0.35 | -0.1 | 34.66 | 42 | 5 | 185 |
| 19 Mar | 158.60 | 0.45 | -0.15 | 35.62 | 63 | 19 | 179 |
| 18 Mar | 154.66 | 0.6 | -0.3 | 33.44 | 118 | 48 | 160 |
| 17 Mar | 151.81 | 0.85 | -0.35 | 33.24 | 30 | 3 | 114 |
| 13 Mar | 150.88 | 1.2 | 0 | 33.75 | 18 | 7 | 111 |
| 12 Mar | 150.30 | 1.2 | -0.05 | 32.90 | 31 | 8 | 105 |
| 11 Mar | 150.75 | 1.25 | 0 | 33.67 | 38 | -11 | 97 |
| 10 Mar | 151.05 | 1.3 | 0.1 | 33.57 | 62 | 9 | 107 |
| 7 Mar | 151.56 | 1.2 | -0.15 | 32.76 | 53 | 19 | 98 |
| 6 Mar | 150.44 | 1.35 | -0.7 | 31.74 | 121 | 24 | 96 |
| 5 Mar | 146.10 | 2.1 | -1.4 | 31.81 | 86 | 42 | 70 |
| 4 Mar | 139.34 | 3.5 | -0.5 | 30.01 | 28 | 8 | 26 |
| 3 Mar | 138.57 | 4.05 | -0.4 | 30.97 | 19 | 12 | 18 |
| 28 Feb | 137.20 | 4.45 | -0.55 | 30.24 | 8 | 6 | 6 |
For Tata Steel Limited - strike price 135 expiring on 24APR2025
Delta for 135 PE is -0.53
Historical price for 135 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.6, which was -5.05 lower than the previous day. The implied volatity was 40.19, the open interest changed by 145 which increased total open position to 694
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 9.55, which was 2 higher than the previous day. The implied volatity was 49.70, the open interest changed by 15 which increased total open position to 549
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 7.7, which was -1.25 lower than the previous day. The implied volatity was 47.41, the open interest changed by 30 which increased total open position to 534
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 8.6, which was 6.45 higher than the previous day. The implied volatity was 55.31, the open interest changed by -412 which decreased total open position to 502
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.1, which was 1.85 higher than the previous day. The implied volatity was 35.95, the open interest changed by 544 which increased total open position to 932
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by -9 which decreased total open position to 386
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.12, the open interest changed by 0 which decreased total open position to 397
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.72, the open interest changed by 33 which increased total open position to 397
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.26, the open interest changed by 55 which increased total open position to 364
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.21, the open interest changed by 43 which increased total open position to 308
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 34.43, the open interest changed by 37 which increased total open position to 265
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 35.24, the open interest changed by 44 which increased total open position to 227
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.87, the open interest changed by 8 which increased total open position to 182
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 34.13, the open interest changed by -5 which decreased total open position to 179
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 34.66, the open interest changed by 5 which increased total open position to 185
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.62, the open interest changed by 19 which increased total open position to 179
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 33.44, the open interest changed by 48 which increased total open position to 160
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 33.24, the open interest changed by 3 which increased total open position to 114
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 33.75, the open interest changed by 7 which increased total open position to 111
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 32.90, the open interest changed by 8 which increased total open position to 105
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 33.67, the open interest changed by -11 which decreased total open position to 97
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 33.57, the open interest changed by 9 which increased total open position to 107
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 32.76, the open interest changed by 19 which increased total open position to 98
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 31.74, the open interest changed by 24 which increased total open position to 96
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 2.1, which was -1.4 lower than the previous day. The implied volatity was 31.81, the open interest changed by 42 which increased total open position to 70
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 30.01, the open interest changed by 8 which increased total open position to 26
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 4.05, which was -0.4 lower than the previous day. The implied volatity was 30.97, the open interest changed by 12 which increased total open position to 18
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by 6 which increased total open position to 6
