TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 137.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.16
Theta: -0.08
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 5.5 | -1.05 | 23.75 | 191 | -5 | 119 | |||
| 26 Dec | 140.36 | 6.55 | -0.60 | 23.16 | 227 | 65 | 122 | |||
| 24 Dec | 140.38 | 7.15 | -0.90 | 24.70 | 223 | 44 | 56 | |||
| 23 Dec | 141.71 | 8.05 | 0.55 | 25.89 | 18 | 7 | 13 | |||
| 20 Dec | 140.68 | 7.5 | -4.95 | 26.72 | 6 | 2 | 2 | |||
| 19 Dec | 143.26 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Dec | 144.46 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 145.68 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 147.79 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 148.95 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 150.78 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 150.32 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 149.88 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 12.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 12.45 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 137.5 expiring on 30JAN2025
Delta for 137.5 CE is 0.62
Historical price for 137.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 23.75, the open interest changed by -5 which decreased total open position to 119
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 6.55, which was -0.60 lower than the previous day. The implied volatity was 23.16, the open interest changed by 65 which increased total open position to 122
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 7.15, which was -0.90 lower than the previous day. The implied volatity was 24.70, the open interest changed by 44 which increased total open position to 56
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 8.05, which was 0.55 higher than the previous day. The implied volatity was 25.89, the open interest changed by 7 which increased total open position to 13
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 7.5, which was -4.95 lower than the previous day. The implied volatity was 26.72, the open interest changed by 2 which increased total open position to 2
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 12.45, 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 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 12.45, 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 12.45, 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 12.45, 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 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 12.45, 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 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 12.45, 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 Dec TATASTEEL was trading at 150.60. The strike last trading price was 12.45, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 12.45, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 12.45, 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 12.45, 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 12.45, 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 12.45, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 12.45, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 12.45, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.16
Theta: -0.04
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 2.95 | 0.30 | 24.96 | 773 | 64 | 326 |
| 26 Dec | 140.36 | 2.65 | 0.10 | 26.43 | 494 | 52 | 264 |
| 24 Dec | 140.38 | 2.55 | 0.20 | 25.86 | 346 | 115 | 213 |
| 23 Dec | 141.71 | 2.35 | -0.75 | 26.11 | 132 | 37 | 88 |
| 20 Dec | 140.68 | 3.1 | 0.90 | 27.22 | 68 | -11 | 51 |
| 19 Dec | 143.26 | 2.2 | 0.20 | 26.50 | 70 | 42 | 62 |
| 18 Dec | 144.46 | 2 | 0.30 | 27.23 | 26 | 3 | 21 |
| 17 Dec | 145.68 | 1.7 | 0.70 | 26.66 | 16 | 13 | 16 |
| 16 Dec | 147.79 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 148.95 | 1 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Dec | 150.78 | 1 | -3.85 | 26.40 | 3 | 2 | 2 |
| 11 Dec | 150.60 | 4.85 | 0.00 | 9.01 | 0 | 0 | 0 |
| 10 Dec | 150.32 | 4.85 | 0.00 | 8.51 | 0 | 0 | 0 |
| 9 Dec | 149.88 | 4.85 | 0.00 | 8.29 | 0 | 0 | 0 |
| 6 Dec | 148.29 | 4.85 | 0.00 | 7.27 | 0 | 0 | 0 |
| 5 Dec | 147.07 | 4.85 | 0.00 | 6.88 | 0 | 0 | 0 |
| 4 Dec | 145.85 | 4.85 | 0.00 | 6.10 | 0 | 0 | 0 |
| 3 Dec | 146.54 | 4.85 | 0.00 | 6.42 | 0 | 0 | 0 |
| 2 Dec | 146.41 | 4.85 | 0.00 | 6.27 | 0 | 0 | 0 |
| 29 Nov | 144.54 | 4.85 | 5.34 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 137.5 expiring on 30JAN2025
Delta for 137.5 PE is -0.38
Historical price for 137.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.95, which was 0.30 higher than the previous day. The implied volatity was 24.96, the open interest changed by 64 which increased total open position to 326
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 2.65, which was 0.10 higher than the previous day. The implied volatity was 26.43, the open interest changed by 52 which increased total open position to 264
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 25.86, the open interest changed by 115 which increased total open position to 213
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 26.11, the open interest changed by 37 which increased total open position to 88
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 3.1, which was 0.90 higher than the previous day. The implied volatity was 27.22, the open interest changed by -11 which decreased total open position to 51
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 26.50, the open interest changed by 42 which increased total open position to 62
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was 27.23, the open interest changed by 3 which increased total open position to 21
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 1.7, which was 0.70 higher than the previous day. The implied volatity was 26.66, the open interest changed by 13 which increased total open position to 16
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 1, which was 0.00 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 Dec TATASTEEL was trading at 148.95. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 1, which was -3.85 lower than the previous day. The implied volatity was 26.40, the open interest changed by 2 which increased total open position to 2
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 7.27, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
