TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
20 Dec 2024 04:12 PM IST
| TATASTEEL 26DEC2024 137.5 CE | ||||||||||
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Delta: 0.77
Vega: 0.05
Theta: -0.14
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 140.68 | 3.75 | -2.50 | 24.13 | 834 | 25 | 247 | |||
| 19 Dec | 143.26 | 6.25 | -1.25 | 27.13 | 503 | 34 | 222 | |||
| 18 Dec | 144.46 | 7.5 | -1.50 | 24.07 | 175 | -2 | 189 | |||
| 17 Dec | 145.68 | 9 | -1.65 | 34.40 | 17 | 5 | 190 | |||
| 16 Dec | 147.79 | 10.65 | -0.95 | - | 68 | 7 | 185 | |||
| 13 Dec | 148.95 | 11.6 | -2.00 | - | 257 | -14 | 178 | |||
| 12 Dec | 150.78 | 13.6 | -0.45 | 29.17 | 10 | -2 | 192 | |||
| 11 Dec | 150.60 | 14.05 | 0.30 | 33.10 | 4 | 0 | 195 | |||
| 10 Dec | 150.32 | 13.75 | 0.60 | 30.04 | 39 | 17 | 194 | |||
| 9 Dec | 149.88 | 13.15 | 1.05 | 29.13 | 149 | 12 | 177 | |||
| 6 Dec | 148.29 | 12.1 | 1.45 | 31.53 | 87 | 1 | 165 | |||
| 5 Dec | 147.07 | 10.65 | 0.90 | 21.41 | 148 | 18 | 165 | |||
| 4 Dec | 145.85 | 9.75 | -0.75 | 23.62 | 112 | 41 | 148 | |||
| 3 Dec | 146.54 | 10.5 | -0.10 | 24.37 | 37 | 4 | 107 | |||
| 2 Dec | 146.41 | 10.6 | 1.15 | 27.21 | 23 | 5 | 103 | |||
| 29 Nov | 144.54 | 9.45 | 0.40 | 28.62 | 39 | 4 | 99 | |||
| 28 Nov | 143.39 | 9.05 | -0.30 | 29.71 | 43 | 8 | 94 | |||
| 27 Nov | 144.53 | 9.35 | -0.15 | 24.97 | 40 | 12 | 86 | |||
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| 26 Nov | 144.47 | 9.5 | 0.80 | 27.06 | 35 | 10 | 73 | |||
| 25 Nov | 143.67 | 8.7 | -0.05 | 23.37 | 25 | 18 | 61 | |||
| 22 Nov | 142.78 | 8.75 | 1.40 | 29.24 | 63 | 9 | 52 | |||
| 21 Nov | 140.22 | 7.35 | 0.55 | 30.64 | 48 | 16 | 43 | |||
| 20 Nov | 139.46 | 6.8 | 0.00 | 27.84 | 23 | 11 | 27 | |||
| 19 Nov | 139.46 | 6.8 | -1.30 | 27.84 | 23 | 11 | 27 | |||
| 18 Nov | 141.21 | 8.1 | -7.60 | 28.80 | 25 | 16 | 16 | |||
| 14 Nov | 137.98 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 139.17 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 144.17 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 145.01 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 147.57 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 153.62 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 15.7 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 CE is 0.77
Historical price for 137.5 CE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 3.75, which was -2.50 lower than the previous day. The implied volatity was 24.13, the open interest changed by 25 which increased total open position to 247
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 6.25, which was -1.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 34 which increased total open position to 222
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 7.5, which was -1.50 lower than the previous day. The implied volatity was 24.07, the open interest changed by -2 which decreased total open position to 189
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 9, which was -1.65 lower than the previous day. The implied volatity was 34.40, the open interest changed by 5 which increased total open position to 190
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 10.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 185
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 11.6, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 178
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 13.6, which was -0.45 lower than the previous day. The implied volatity was 29.17, the open interest changed by -2 which decreased total open position to 192
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 14.05, which was 0.30 higher than the previous day. The implied volatity was 33.10, the open interest changed by 0 which decreased total open position to 195
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 13.75, which was 0.60 higher than the previous day. The implied volatity was 30.04, the open interest changed by 17 which increased total open position to 194
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 13.15, which was 1.05 higher than the previous day. The implied volatity was 29.13, the open interest changed by 12 which increased total open position to 177
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 12.1, which was 1.45 higher than the previous day. The implied volatity was 31.53, the open interest changed by 1 which increased total open position to 165
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 10.65, which was 0.90 higher than the previous day. The implied volatity was 21.41, the open interest changed by 18 which increased total open position to 165
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 9.75, which was -0.75 lower than the previous day. The implied volatity was 23.62, the open interest changed by 41 which increased total open position to 148
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 10.5, which was -0.10 lower than the previous day. The implied volatity was 24.37, the open interest changed by 4 which increased total open position to 107
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 10.6, which was 1.15 higher than the previous day. The implied volatity was 27.21, the open interest changed by 5 which increased total open position to 103
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 9.45, which was 0.40 higher than the previous day. The implied volatity was 28.62, the open interest changed by 4 which increased total open position to 99
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 9.05, which was -0.30 lower than the previous day. The implied volatity was 29.71, the open interest changed by 8 which increased total open position to 94
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 9.35, which was -0.15 lower than the previous day. The implied volatity was 24.97, the open interest changed by 12 which increased total open position to 86
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 9.5, which was 0.80 higher than the previous day. The implied volatity was 27.06, the open interest changed by 10 which increased total open position to 73
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 8.7, which was -0.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 18 which increased total open position to 61
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 8.75, which was 1.40 higher than the previous day. The implied volatity was 29.24, the open interest changed by 9 which increased total open position to 52
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 7.35, which was 0.55 higher than the previous day. The implied volatity was 30.64, the open interest changed by 16 which increased total open position to 43
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 27.84, the open interest changed by 11 which increased total open position to 27
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 6.8, which was -1.30 lower than the previous day. The implied volatity was 27.84, the open interest changed by 11 which increased total open position to 27
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 8.1, which was -7.60 lower than the previous day. The implied volatity was 28.80, the open interest changed by 16 which increased total open position to 16
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 15.7, 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 Nov TATASTEEL was trading at 139.17. The strike last trading price was 15.7, 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 Nov TATASTEEL was trading at 144.17. The strike last trading price was 15.7, 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 15.7, 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 15.7, 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 15.7, 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 15.7, 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 15.7, 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 15.7, 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 26DEC2024 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.05
Theta: -0.10
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 140.68 | 0.6 | 0.25 | 24.61 | 2,367 | -111 | 659 |
| 19 Dec | 143.26 | 0.35 | 0.00 | 27.21 | 2,212 | 131 | 798 |
| 18 Dec | 144.46 | 0.35 | 0.00 | 29.51 | 1,084 | 19 | 666 |
| 17 Dec | 145.68 | 0.35 | 0.10 | 30.77 | 530 | -10 | 646 |
| 16 Dec | 147.79 | 0.25 | -0.05 | 31.50 | 571 | 14 | 656 |
| 13 Dec | 148.95 | 0.3 | 0.00 | 31.03 | 1,492 | -41 | 646 |
| 12 Dec | 150.78 | 0.3 | 0.05 | 32.84 | 518 | -45 | 692 |
| 11 Dec | 150.60 | 0.25 | -0.10 | 30.91 | 139 | 85 | 738 |
| 10 Dec | 150.32 | 0.35 | -0.05 | 31.98 | 799 | 13 | 663 |
| 9 Dec | 149.88 | 0.4 | -0.10 | 31.00 | 1,045 | -38 | 651 |
| 6 Dec | 148.29 | 0.5 | -0.20 | 27.91 | 603 | -4 | 689 |
| 5 Dec | 147.07 | 0.7 | -0.15 | 28.47 | 1,176 | 46 | 769 |
| 4 Dec | 145.85 | 0.85 | 0.05 | 27.55 | 888 | 37 | 727 |
| 3 Dec | 146.54 | 0.8 | -0.15 | 27.69 | 567 | 131 | 703 |
| 2 Dec | 146.41 | 0.95 | -0.40 | 28.44 | 759 | 108 | 572 |
| 29 Nov | 144.54 | 1.35 | -0.50 | 27.43 | 986 | 134 | 470 |
| 28 Nov | 143.39 | 1.85 | 0.35 | 29.56 | 768 | 47 | 327 |
| 27 Nov | 144.53 | 1.5 | -0.20 | 28.22 | 207 | -5 | 281 |
| 26 Nov | 144.47 | 1.7 | -0.30 | 29.00 | 149 | 42 | 285 |
| 25 Nov | 143.67 | 2 | -0.40 | 29.90 | 357 | 214 | 243 |
| 22 Nov | 142.78 | 2.4 | -1.10 | 29.07 | 152 | 51 | 80 |
| 21 Nov | 140.22 | 3.5 | -0.20 | 30.40 | 49 | 7 | 30 |
| 20 Nov | 139.46 | 3.7 | 0.00 | 30.01 | 39 | 10 | 24 |
| 19 Nov | 139.46 | 3.7 | 0.65 | 30.01 | 39 | 11 | 24 |
| 18 Nov | 141.21 | 3.05 | -0.05 | 29.25 | 27 | 13 | 13 |
| 14 Nov | 137.98 | 3.1 | 0.00 | 1.59 | 0 | 0 | 0 |
| 13 Nov | 139.17 | 3.1 | 0.00 | 2.70 | 0 | 0 | 0 |
| 12 Nov | 144.17 | 3.1 | 0.00 | 5.39 | 0 | 0 | 0 |
| 11 Nov | 145.01 | 3.1 | 0.00 | 6.20 | 0 | 0 | 0 |
| 8 Nov | 147.57 | 3.1 | 0.00 | 7.15 | 0 | 0 | 0 |
| 7 Nov | 150.95 | 3.1 | 0.00 | 9.09 | 0 | 0 | 0 |
| 6 Nov | 153.62 | 3.1 | 0.00 | 10.29 | 0 | 0 | 0 |
| 5 Nov | 152.29 | 3.1 | 0.00 | 9.50 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 3.1 | 6.86 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 PE is -0.23
Historical price for 137.5 PE is as follows
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 24.61, the open interest changed by -111 which decreased total open position to 659
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 27.21, the open interest changed by 131 which increased total open position to 798
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 29.51, the open interest changed by 19 which increased total open position to 666
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 30.77, the open interest changed by -10 which decreased total open position to 646
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.50, the open interest changed by 14 which increased total open position to 656
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 31.03, the open interest changed by -41 which decreased total open position to 646
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 32.84, the open interest changed by -45 which decreased total open position to 692
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 30.91, the open interest changed by 85 which increased total open position to 738
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.98, the open interest changed by 13 which increased total open position to 663
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 31.00, the open interest changed by -38 which decreased total open position to 651
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 27.91, the open interest changed by -4 which decreased total open position to 689
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by 46 which increased total open position to 769
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by 37 which increased total open position to 727
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.69, the open interest changed by 131 which increased total open position to 703
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 28.44, the open interest changed by 108 which increased total open position to 572
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 27.43, the open interest changed by 134 which increased total open position to 470
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 29.56, the open interest changed by 47 which increased total open position to 327
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 28.22, the open interest changed by -5 which decreased total open position to 281
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 29.00, the open interest changed by 42 which increased total open position to 285
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 29.90, the open interest changed by 214 which increased total open position to 243
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 2.4, which was -1.10 lower than the previous day. The implied volatity was 29.07, the open interest changed by 51 which increased total open position to 80
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 3.5, which was -0.20 lower than the previous day. The implied volatity was 30.40, the open interest changed by 7 which increased total open position to 30
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 30.01, the open interest changed by 10 which increased total open position to 24
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 3.7, which was 0.65 higher than the previous day. The implied volatity was 30.01, the open interest changed by 11 which increased total open position to 24
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 29.25, the open interest changed by 13 which increased total open position to 13
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 3.1, which was 0.00 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 3.1, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 3.1, which was 0.00 lower than the previous day. The implied volatity was 7.15, 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 3.1, which was 0.00 lower than the previous day. The implied volatity was 9.09, 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 3.1, which was 0.00 lower than the previous day. The implied volatity was 10.29, 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 3.1, which was 0.00 lower than the previous day. The implied volatity was 9.50, 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 3.1, which was lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0
