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TATASTEEL
Tata Steel Limited
133.42 6.24 (4.91%)

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Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 24APR2025 136 CE
Delta: 0.43
Vega: 0.10
Theta: -0.17
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 3.1 0.95 39.92 1,421 -37 354
9 Apr 127.18 2.1 -0.85 48.68 893 81 392
8 Apr 130.28 2.95 -0.5 46.88 1,056 47 310
7 Apr 129.48 3.55 -3.95 50.50 1,287 178 264
4 Apr 140.39 7.5 -11.1 33.06 168 72 85
3 Apr 153.62 18.6 0 0.00 0 0 0
2 Apr 154.69 18.6 0 0.00 0 0 0
1 Apr 153.12 18.6 0 0.00 0 0 0
28 Mar 154.24 18.6 -3.15 - 8 0 13
27 Mar 155.42 21.75 0 0.00 0 2 0
26 Mar 155.81 21.75 -0.75 48.65 2 1 12
25 Mar 156.73 22.5 -1.1 44.23 10 1 11
24 Mar 158.42 23.6 16.25 29.76 10 9 9
21 Mar 157.28 7.35 0 - 0 0 0
20 Mar 159.04 7.35 0 - 0 0 0
19 Mar 158.60 7.35 0 - 0 0 0
18 Mar 154.66 7.35 0 - 0 0 0
17 Mar 151.81 7.35 0 - 0 0 0
13 Mar 150.88 7.35 0 - 0 0 0
12 Mar 150.30 7.35 0 - 0 0 0
11 Mar 150.75 7.35 0 - 0 0 0
10 Mar 151.05 7.35 0 - 0 0 0
7 Mar 151.56 7.35 0 - 0 0 0
6 Mar 150.44 7.35 0 - 0 0 0
5 Mar 146.10 7.35 0 - 0 0 0
4 Mar 139.34 7.35 0 - 0 0 0
3 Mar 138.57 7.35 0 - 0 0 0
28 Feb 137.20 7.35 0 - 0 0 0
27 Feb 138.69 7.35 0 - 0 0 0
26 Feb 137.00 7.35 0 - 0 0 0
25 Feb 137.07 7.35 0 - 0 0 0
21 Feb 140.76 7.35 0 - 0 0 0
20 Feb 138.04 7.35 0 - 0 0 0
19 Feb 135.76 7.35 0 - 0 0 0
18 Feb 134.54 7.35 0 - 0 0 0
14 Feb 134.47 7.35 0 - 0 0 0
11 Feb 130.11 7.35 0 0.29 0 0 0
10 Feb 134.04 7.35 0 - 0 0 0
7 Feb 138.31 7.35 0 - 0 0 0
1 Feb 132.97 7.35 0 0.22 0 0 0

For Tata Steel Limited - strike price 136 expiring on 24APR2025

Delta for 136 CE is 0.43

Historical price for 136 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 3.1, which was 0.95 higher than the previous day. The implied volatity was 39.92, the open interest changed by -37 which decreased total open position to 354


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 48.68, the open interest changed by 81 which increased total open position to 392


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 2.95, which was -0.5 lower than the previous day. The implied volatity was 46.88, the open interest changed by 47 which increased total open position to 310


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 3.55, which was -3.95 lower than the previous day. The implied volatity was 50.50, the open interest changed by 178 which increased total open position to 264


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 7.5, which was -11.1 lower than the previous day. The implied volatity was 33.06, the open interest changed by 72 which increased total open position to 85


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 18.6, 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 18.6, 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 18.6, 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 18.6, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 21.75, which was -0.75 lower than the previous day. The implied volatity was 48.65, the open interest changed by 1 which increased total open position to 12


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 22.5, which was -1.1 lower than the previous day. The implied volatity was 44.23, the open interest changed by 1 which increased total open position to 11


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 23.6, which was 16.25 higher than the previous day. The implied volatity was 29.76, the open interest changed by 9 which increased total open position to 9


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 7.35, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 7.35, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 7.35, 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 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 7.35, 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 Feb TATASTEEL was trading at 138.04. The strike last trading price was 7.35, 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 Feb TATASTEEL was trading at 135.76. The strike last trading price was 7.35, 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 Feb TATASTEEL was trading at 134.54. The strike last trading price was 7.35, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 7.35, 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 Feb TATASTEEL was trading at 130.11. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 7.35, 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 Feb TATASTEEL was trading at 138.31. The strike last trading price was 7.35, 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 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 24APR2025 136 PE
Delta: -0.56
Vega: 0.10
Theta: -0.14
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 5.3 -5.1 41.47 427 68 306
9 Apr 127.18 10.3 2.1 49.91 246 96 238
8 Apr 130.28 8.35 -1.15 47.32 161 9 142
7 Apr 129.48 9.2 6.8 54.98 581 -93 133
4 Apr 140.39 2.4 2.1 35.80 818 133 222
3 Apr 153.62 0.3 0 34.39 46 -14 84
2 Apr 154.69 0.3 -0.05 34.93 53 27 97
1 Apr 153.12 0.35 0 33.33 140 34 61
28 Mar 154.24 0.35 -0.1 31.84 51 21 27
27 Mar 155.42 0.4 0.05 33.94 3 1 5
26 Mar 155.81 0.35 0 0.00 0 0 0
25 Mar 156.73 0.35 0 0.00 0 4 0
24 Mar 158.42 0.35 -9.6 34.59 4 0 0
21 Mar 157.28 9.95 0 14.98 0 0 0
20 Mar 159.04 9.95 0 15.64 0 0 0
19 Mar 158.60 9.95 0 15.22 0 0 0
18 Mar 154.66 9.95 0 12.46 0 0 0
17 Mar 151.81 9.95 0 11.14 0 0 0
13 Mar 150.88 9.95 0 10.25 0 0 0
12 Mar 150.30 9.95 0 9.89 0 0 0
11 Mar 150.75 9.95 0 10.05 0 0 0
10 Mar 151.05 9.95 0 9.87 0 0 0
7 Mar 151.56 9.95 0 10.06 0 0 0
6 Mar 150.44 9.95 0 9.18 0 0 0
5 Mar 146.10 9.95 0 6.93 0 0 0
4 Mar 139.34 9.95 0 3.41 0 0 0
3 Mar 138.57 9.95 0 2.82 0 0 0
28 Feb 137.20 9.95 0 2.06 0 0 0
27 Feb 138.69 9.95 0 3.06 0 0 0
26 Feb 137.00 9.95 0 1.97 0 0 0
25 Feb 137.07 9.95 0 1.97 0 0 0
21 Feb 140.76 9.95 0 4.04 0 0 0
20 Feb 138.04 9.95 0 2.35 0 0 0
19 Feb 135.76 9.95 0 1.79 0 0 0
18 Feb 134.54 9.95 0 - 0 0 0
14 Feb 134.47 9.95 0 2.87 0 0 0
11 Feb 130.11 9.95 0 - 0 0 0
10 Feb 134.04 9.95 0 0.42 0 0 0
7 Feb 138.31 9.95 0 2.70 0 0 0
1 Feb 132.97 9.95 0 0.10 0 0 0

For Tata Steel Limited - strike price 136 expiring on 24APR2025

Delta for 136 PE is -0.56

Historical price for 136 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 5.3, which was -5.1 lower than the previous day. The implied volatity was 41.47, the open interest changed by 68 which increased total open position to 306


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 10.3, which was 2.1 higher than the previous day. The implied volatity was 49.91, the open interest changed by 96 which increased total open position to 238


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 8.35, which was -1.15 lower than the previous day. The implied volatity was 47.32, the open interest changed by 9 which increased total open position to 142


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 9.2, which was 6.8 higher than the previous day. The implied volatity was 54.98, the open interest changed by -93 which decreased total open position to 133


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.4, which was 2.1 higher than the previous day. The implied volatity was 35.80, the open interest changed by 133 which increased total open position to 222


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 34.39, the open interest changed by -14 which decreased total open position to 84


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 34.93, the open interest changed by 27 which increased total open position to 97


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.33, the open interest changed by 34 which increased total open position to 61


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 31.84, the open interest changed by 21 which increased total open position to 27


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.94, the open interest changed by 1 which increased total open position to 5


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.35, 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 0.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.35, which was -9.6 lower than the previous day. The implied volatity was 34.59, 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 9.95, which was 0 lower than the previous day. The implied volatity was 14.98, 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 9.95, which was 0 lower than the previous day. The implied volatity was 15.64, 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 9.95, which was 0 lower than the previous day. The implied volatity was 15.22, 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 9.95, which was 0 lower than the previous day. The implied volatity was 12.46, 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 9.95, which was 0 lower than the previous day. The implied volatity was 11.14, 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 9.95, which was 0 lower than the previous day. The implied volatity was 10.25, 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 9.95, which was 0 lower than the previous day. The implied volatity was 9.89, 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 9.95, which was 0 lower than the previous day. The implied volatity was 10.05, 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 9.95, which was 0 lower than the previous day. The implied volatity was 9.87, 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 9.95, which was 0 lower than the previous day. The implied volatity was 10.06, 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 9.95, which was 0 lower than the previous day. The implied volatity was 9.18, 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 9.95, which was 0 lower than the previous day. The implied volatity was 6.93, 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 9.95, which was 0 lower than the previous day. The implied volatity was 3.41, 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 9.95, which was 0 lower than the previous day. The implied volatity was 2.82, 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 9.95, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 9.95, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0


On 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 9.95, 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 Feb TATASTEEL was trading at 134.04. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0