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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 137.5 CE
Delta: 0.38
Vega: 0.10
Theta: -0.16
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 2.55 0.8 40.07 1,951 53 481
9 Apr 127.18 1.75 -0.7 48.66 1,134 123 442
8 Apr 130.28 2.5 -0.4 46.90 1,166 30 319
7 Apr 129.48 3.1 -3.35 50.80 1,794 259 290
4 Apr 140.39 6.5 -12.75 32.86 76 29 29
3 Apr 153.62 19.25 0 - 0 0 0
2 Apr 154.69 19.25 0 - 0 0 0
1 Apr 153.12 0 0 0.00 0 0 0
28 Mar 154.24 0 0 0.00 0 0 0

For Tata Steel Limited - strike price 137.5 expiring on 24APR2025

Delta for 137.5 CE is 0.38

Historical price for 137.5 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 2.55, which was 0.8 higher than the previous day. The implied volatity was 40.07, the open interest changed by 53 which increased total open position to 481


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.75, which was -0.7 lower than the previous day. The implied volatity was 48.66, the open interest changed by 123 which increased total open position to 442


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 46.90, the open interest changed by 30 which increased total open position to 319


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 3.1, which was -3.35 lower than the previous day. The implied volatity was 50.80, the open interest changed by 259 which increased total open position to 290


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 6.5, which was -12.75 lower than the previous day. The implied volatity was 32.86, the open interest changed by 29 which increased total open position to 29


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 19.25, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 19.25, 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 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0, 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 0, 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


TATASTEEL 24APR2025 137.5 PE
Delta: -0.62
Vega: 0.10
Theta: -0.13
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 6.2 -5.35 41.20 208 41 88
9 Apr 127.18 11.55 2.15 51.25 61 6 48
8 Apr 130.28 9.4 -1 47.43 112 3 42
7 Apr 129.48 10.25 7.35 55.48 185 -40 41
4 Apr 140.39 2.85 2.3 35.09 297 80 80
3 Apr 153.62 0.55 0 14.76 0 0 0
2 Apr 154.69 0.55 0 15.09 0 0 0
1 Apr 153.12 0 0 0.00 0 0 0
28 Mar 154.24 0 0 0.00 0 0 0

For Tata Steel Limited - strike price 137.5 expiring on 24APR2025

Delta for 137.5 PE is -0.62

Historical price for 137.5 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 6.2, which was -5.35 lower than the previous day. The implied volatity was 41.20, the open interest changed by 41 which increased total open position to 88


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 11.55, which was 2.15 higher than the previous day. The implied volatity was 51.25, the open interest changed by 6 which increased total open position to 48


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 9.4, which was -1 lower than the previous day. The implied volatity was 47.43, the open interest changed by 3 which increased total open position to 42


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 10.25, which was 7.35 higher than the previous day. The implied volatity was 55.48, the open interest changed by -40 which decreased total open position to 41


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.85, which was 2.3 higher than the previous day. The implied volatity was 35.09, the open interest changed by 80 which increased total open position to 80


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 14.76, 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 0.55, which was 0 lower than the previous day. The implied volatity was 15.09, 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 0, 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 0, 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