TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 137.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.16
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 25 Apr | 138.85 | 6.5 | -2 | 31.47 | 503 | 63 | 327 | |||
| 24 Apr | 141.52 | 8.45 | 0.15 | 31.65 | 474 | 61 | 265 | |||
| 23 Apr | 141.16 | 8.15 | 1 | 32.21 | 459 | 59 | 202 | |||
| 22 Apr | 138.16 | 7.05 | -0.5 | 34.93 | 294 | 73 | 140 | |||
| 21 Apr | 139.18 | 7.65 | 1.2 | 32.59 | 98 | -6 | 66 | |||
| 17 Apr | 137.14 | 6.4 | -0.25 | 30.96 | 94 | 37 | 77 | |||
| 16 Apr | 136.97 | 6.7 | 0.9 | 32.52 | 53 | 16 | 39 | |||
| 15 Apr | 136.41 | 4.8 | -16.7 | 23.12 | 48 | 25 | 25 | |||
| 11 Apr | 133.42 | 21.5 | 0 | 1.54 | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 21.5 | 0 | 5.53 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 21.5 | 0 | 3.74 | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 21.5 | 0 | 3.76 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 21.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 21.5 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 21.5 | 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 29MAY2025
Delta for 137.5 CE is 0.59
Historical price for 137.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 6.5, which was -2 lower than the previous day. The implied volatity was 31.47, the open interest changed by 63 which increased total open position to 327
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 8.45, which was 0.15 higher than the previous day. The implied volatity was 31.65, the open interest changed by 61 which increased total open position to 265
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 8.15, which was 1 higher than the previous day. The implied volatity was 32.21, the open interest changed by 59 which increased total open position to 202
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 7.05, which was -0.5 lower than the previous day. The implied volatity was 34.93, the open interest changed by 73 which increased total open position to 140
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 7.65, which was 1.2 higher than the previous day. The implied volatity was 32.59, the open interest changed by -6 which decreased total open position to 66
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 6.4, which was -0.25 lower than the previous day. The implied volatity was 30.96, the open interest changed by 37 which increased total open position to 77
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 6.7, which was 0.9 higher than the previous day. The implied volatity was 32.52, the open interest changed by 16 which increased total open position to 39
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.8, which was -16.7 lower than the previous day. The implied volatity was 23.12, the open interest changed by 25 which increased total open position to 25
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 21.5, 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 Apr TATASTEEL was trading at 153.62. The strike last trading price was 21.5, 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 21.5, 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 29MAY2025 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.17
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 5.2 | 1.65 | 37.62 | 1,109 | 105 | 421 |
| 24 Apr | 141.52 | 3.55 | -0.35 | 33.85 | 479 | 118 | 316 |
| 23 Apr | 141.16 | 4 | -1.75 | 34.63 | 482 | 74 | 193 |
| 22 Apr | 138.16 | 5.6 | 0.7 | 37.28 | 270 | 74 | 118 |
| 21 Apr | 139.18 | 4.9 | -1.1 | 36.49 | 86 | 35 | 45 |
| 17 Apr | 137.14 | 5.95 | 0 | 35.65 | 21 | 5 | 9 |
| 16 Apr | 136.97 | 5.95 | 4.1 | 35.00 | 4 | 3 | 3 |
| 15 Apr | 136.41 | 1.85 | 0 | 0.69 | 0 | 0 | 0 |
| 11 Apr | 133.42 | 1.85 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 1.85 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 1.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 1.85 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 1.85 | 0 | 3.26 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 1.85 | 0 | 10.49 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 1.85 | 0 | 9.88 | 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 29MAY2025
Delta for 137.5 PE is -0.42
Historical price for 137.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 5.2, which was 1.65 higher than the previous day. The implied volatity was 37.62, the open interest changed by 105 which increased total open position to 421
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 33.85, the open interest changed by 118 which increased total open position to 316
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 4, which was -1.75 lower than the previous day. The implied volatity was 34.63, the open interest changed by 74 which increased total open position to 193
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 5.6, which was 0.7 higher than the previous day. The implied volatity was 37.28, the open interest changed by 74 which increased total open position to 118
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 36.49, the open interest changed by 35 which increased total open position to 45
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 35.65, the open interest changed by 5 which increased total open position to 9
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 5.95, which was 4.1 higher than the previous day. The implied volatity was 35.00, the open interest changed by 3 which increased total open position to 3
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.85, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.85, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.85, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.85, 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 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 10.49, 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 1.85, which was 0 lower than the previous day. The implied volatity was 9.88, 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
