TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:03 AM IST
| TATASTEEL 26DEC2024 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.02
Theta: -0.06
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.53 | 15.2 | -1.75 | 30.57 | 6 | 1 | 397 | |||
| 11 Dec | 150.60 | 16.95 | 0.85 | 48.75 | 8 | -1 | 399 | |||
| 10 Dec | 150.32 | 16.1 | 0.65 | 29.92 | 73 | -51 | 400 | |||
|
|
||||||||||
| 9 Dec | 149.88 | 15.45 | 1.15 | 27.86 | 122 | -32 | 452 | |||
| 6 Dec | 148.29 | 14.3 | 1.40 | 31.84 | 66 | -3 | 487 | |||
| 5 Dec | 147.07 | 12.9 | 0.75 | 16.10 | 187 | -10 | 490 | |||
| 4 Dec | 145.85 | 12.15 | -0.50 | 26.85 | 123 | 28 | 509 | |||
| 3 Dec | 146.54 | 12.65 | -0.15 | 22.62 | 87 | 5 | 481 | |||
| 2 Dec | 146.41 | 12.8 | 1.25 | 28.15 | 116 | 71 | 476 | |||
| 29 Nov | 144.54 | 11.55 | 0.55 | 30.07 | 123 | 34 | 405 | |||
| 28 Nov | 143.39 | 11 | -0.65 | 30.41 | 106 | 41 | 371 | |||
| 27 Nov | 144.53 | 11.65 | 0.10 | 27.81 | 124 | 62 | 330 | |||
| 26 Nov | 144.47 | 11.55 | 0.60 | 27.90 | 80 | 40 | 269 | |||
| 25 Nov | 143.67 | 10.95 | 0.50 | 25.80 | 55 | 123 | 229 | |||
| 22 Nov | 142.78 | 10.45 | 1.45 | 28.70 | 205 | 92 | 198 | |||
| 21 Nov | 140.22 | 9 | 0.50 | 31.19 | 104 | 34 | 106 | |||
| 20 Nov | 139.46 | 8.5 | 0.00 | 28.69 | 32 | 16 | 73 | |||
| 19 Nov | 139.46 | 8.5 | -1.20 | 28.69 | 32 | 17 | 73 | |||
| 18 Nov | 141.21 | 9.7 | 2.20 | 28.35 | 96 | -5 | 56 | |||
| 14 Nov | 137.98 | 7.5 | -1.10 | 26.28 | 39 | 33 | 60 | |||
| 13 Nov | 139.17 | 8.6 | -25.85 | 26.24 | 36 | 27 | 27 | |||
| 12 Nov | 144.17 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 145.01 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 147.57 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 153.62 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 34.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 34.45 | 34.45 | - | 0 | 0 | 0 | |||
| 31 Oct | 148.56 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 148.97 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 150.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 149.38 | 0 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 135 expiring on 26DEC2024
Delta for 135 CE is 0.96
Historical price for 135 CE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 15.2, which was -1.75 lower than the previous day. The implied volatity was 30.57, the open interest changed by 1 which increased total open position to 397
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 16.95, which was 0.85 higher than the previous day. The implied volatity was 48.75, the open interest changed by -1 which decreased total open position to 399
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 16.1, which was 0.65 higher than the previous day. The implied volatity was 29.92, the open interest changed by -51 which decreased total open position to 400
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 15.45, which was 1.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by -32 which decreased total open position to 452
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 14.3, which was 1.40 higher than the previous day. The implied volatity was 31.84, the open interest changed by -3 which decreased total open position to 487
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 12.9, which was 0.75 higher than the previous day. The implied volatity was 16.10, the open interest changed by -10 which decreased total open position to 490
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 12.15, which was -0.50 lower than the previous day. The implied volatity was 26.85, the open interest changed by 28 which increased total open position to 509
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 12.65, which was -0.15 lower than the previous day. The implied volatity was 22.62, the open interest changed by 5 which increased total open position to 481
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 12.8, which was 1.25 higher than the previous day. The implied volatity was 28.15, the open interest changed by 71 which increased total open position to 476
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 11.55, which was 0.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by 34 which increased total open position to 405
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 11, which was -0.65 lower than the previous day. The implied volatity was 30.41, the open interest changed by 41 which increased total open position to 371
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 11.65, which was 0.10 higher than the previous day. The implied volatity was 27.81, the open interest changed by 62 which increased total open position to 330
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 11.55, which was 0.60 higher than the previous day. The implied volatity was 27.90, the open interest changed by 40 which increased total open position to 269
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 10.95, which was 0.50 higher than the previous day. The implied volatity was 25.80, the open interest changed by 123 which increased total open position to 229
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 10.45, which was 1.45 higher than the previous day. The implied volatity was 28.70, the open interest changed by 92 which increased total open position to 198
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 9, which was 0.50 higher than the previous day. The implied volatity was 31.19, the open interest changed by 34 which increased total open position to 106
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 28.69, the open interest changed by 16 which increased total open position to 73
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 8.5, which was -1.20 lower than the previous day. The implied volatity was 28.69, the open interest changed by 17 which increased total open position to 73
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 9.7, which was 2.20 higher than the previous day. The implied volatity was 28.35, the open interest changed by -5 which decreased total open position to 56
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 7.5, which was -1.10 lower than the previous day. The implied volatity was 26.28, the open interest changed by 33 which increased total open position to 60
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 8.6, which was -25.85 lower than the previous day. The implied volatity was 26.24, the open interest changed by 27 which increased total open position to 27
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 34.45, 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 34.45, 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 34.45, 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 34.45, 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 34.45, 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 34.45, 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 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 34.45, which was 34.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATASTEEL 26DEC2024 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.03
Theta: -0.04
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.53 | 0.25 | 0.00 | 34.59 | 54 | -2 | 1,144 |
| 11 Dec | 150.60 | 0.25 | 0.00 | 35.54 | 1,227 | -88 | 1,145 |
| 10 Dec | 150.32 | 0.25 | 0.00 | 34.08 | 1,231 | -34 | 1,212 |
| 9 Dec | 149.88 | 0.25 | -0.10 | 32.07 | 2,092 | 98 | 1,246 |
| 6 Dec | 148.29 | 0.35 | -0.10 | 29.69 | 1,138 | 100 | 1,129 |
| 5 Dec | 147.07 | 0.45 | -0.15 | 29.39 | 2,410 | 81 | 1,098 |
| 4 Dec | 145.85 | 0.6 | 0.00 | 29.16 | 1,174 | -27 | 1,025 |
| 3 Dec | 146.54 | 0.6 | -0.05 | 29.73 | 1,121 | 71 | 1,052 |
| 2 Dec | 146.41 | 0.65 | -0.25 | 29.49 | 1,143 | 235 | 983 |
| 29 Nov | 144.54 | 0.9 | -0.45 | 27.93 | 1,462 | 47 | 751 |
| 28 Nov | 143.39 | 1.35 | 0.20 | 30.52 | 681 | 169 | 711 |
| 27 Nov | 144.53 | 1.15 | -0.15 | 29.90 | 414 | 97 | 540 |
| 26 Nov | 144.47 | 1.3 | -0.20 | 30.50 | 349 | 100 | 444 |
| 25 Nov | 143.67 | 1.5 | -0.25 | 30.91 | 450 | 88 | 342 |
| 22 Nov | 142.78 | 1.75 | -0.90 | 29.49 | 448 | 11 | 265 |
| 21 Nov | 140.22 | 2.65 | -0.20 | 30.78 | 451 | 63 | 259 |
| 20 Nov | 139.46 | 2.85 | 0.00 | 30.56 | 183 | 40 | 197 |
| 19 Nov | 139.46 | 2.85 | 0.50 | 30.56 | 183 | 41 | 197 |
| 18 Nov | 141.21 | 2.35 | -1.05 | 30.02 | 262 | 18 | 157 |
| 14 Nov | 137.98 | 3.4 | 0.50 | 29.45 | 134 | 15 | 139 |
| 13 Nov | 139.17 | 2.9 | 0.95 | 29.13 | 277 | -2 | 126 |
| 12 Nov | 144.17 | 1.95 | 0.25 | 29.92 | 78 | 8 | 128 |
| 11 Nov | 145.01 | 1.7 | 0.10 | 29.89 | 125 | 78 | 120 |
| 8 Nov | 147.57 | 1.6 | 0.50 | 30.99 | 37 | 16 | 41 |
| 7 Nov | 150.95 | 1.1 | -0.20 | 31.21 | 27 | 6 | 24 |
| 6 Nov | 153.62 | 1.3 | -0.35 | 35.53 | 10 | 1 | 18 |
| 5 Nov | 152.29 | 1.65 | -0.80 | 36.51 | 22 | 12 | 17 |
| 4 Nov | 146.95 | 2.45 | 1.05 | 35.38 | 8 | 4 | 4 |
| 31 Oct | 148.56 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 148.97 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 150.06 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 149.38 | 1.4 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 135 expiring on 26DEC2024
Delta for 135 PE is -0.06
Historical price for 135 PE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.59, the open interest changed by -2 which decreased total open position to 1144
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.54, the open interest changed by -88 which decreased total open position to 1145
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.08, the open interest changed by -34 which decreased total open position to 1212
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 32.07, the open interest changed by 98 which increased total open position to 1246
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 29.69, the open interest changed by 100 which increased total open position to 1129
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.39, the open interest changed by 81 which increased total open position to 1098
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by -27 which decreased total open position to 1025
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 29.73, the open interest changed by 71 which increased total open position to 1052
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 29.49, the open interest changed by 235 which increased total open position to 983
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 27.93, the open interest changed by 47 which increased total open position to 751
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 30.52, the open interest changed by 169 which increased total open position to 711
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 29.90, the open interest changed by 97 which increased total open position to 540
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 30.50, the open interest changed by 100 which increased total open position to 444
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 30.91, the open interest changed by 88 which increased total open position to 342
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was 29.49, the open interest changed by 11 which increased total open position to 265
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 30.78, the open interest changed by 63 which increased total open position to 259
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 30.56, the open interest changed by 40 which increased total open position to 197
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 2.85, which was 0.50 higher than the previous day. The implied volatity was 30.56, the open interest changed by 41 which increased total open position to 197
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 2.35, which was -1.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by 18 which increased total open position to 157
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 29.45, the open interest changed by 15 which increased total open position to 139
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 2.9, which was 0.95 higher than the previous day. The implied volatity was 29.13, the open interest changed by -2 which decreased total open position to 126
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 29.92, the open interest changed by 8 which increased total open position to 128
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 29.89, the open interest changed by 78 which increased total open position to 120
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 30.99, the open interest changed by 16 which increased total open position to 41
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 31.21, the open interest changed by 6 which increased total open position to 24
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 35.53, the open interest changed by 1 which increased total open position to 18
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 36.51, the open interest changed by 12 which increased total open position to 17
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 2.45, which was 1.05 higher than the previous day. The implied volatity was 35.38, the open interest changed by 4 which increased total open position to 4
On 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
