TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 137 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 154.66 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 9.05 | 0 | - | 0 | 0 | 0 | |||
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| 13 Mar | 150.88 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 9.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 9.05 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 137 expiring on 24APR2025
Delta for 137 CE is -
Historical price for 137 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 Mar TATASTEEL was trading at 154.24. The strike last trading price was 9.05, 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 Mar TATASTEEL was trading at 155.42. The strike last trading price was 9.05, 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 Mar TATASTEEL was trading at 155.81. The strike last trading price was 9.05, 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 Mar TATASTEEL was trading at 156.73. The strike last trading price was 9.05, 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 9.05, 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 Mar TATASTEEL was trading at 157.28. The strike last trading price was 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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
| TATASTEEL 24APR2025 137 PE | |||||||
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Delta: -0.60
Vega: 0.10
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 5.95 | -5.05 | 41.89 | 86 | -14 | 141 |
| 9 Apr | 127.18 | 11 | 3.3 | 49.28 | 61 | -11 | 160 |
| 8 Apr | 130.28 | 7.7 | -2.4 | 33.14 | 54 | 9 | 171 |
| 7 Apr | 129.48 | 10 | 7.25 | 56.30 | 246 | 1 | 150 |
| 4 Apr | 140.39 | 2.75 | 2.45 | 35.80 | 550 | 84 | 148 |
| 3 Apr | 153.62 | 0.3 | 0 | 32.83 | 11 | 1 | 65 |
| 2 Apr | 154.69 | 0.3 | -0.1 | 33.43 | 41 | 7 | 66 |
| 1 Apr | 153.12 | 0.4 | 0 | 32.79 | 120 | 42 | 58 |
| 28 Mar | 154.24 | 0.4 | -5.45 | 31.38 | 27 | 16 | 16 |
| 27 Mar | 155.42 | 5.85 | 0 | 14.53 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 5.85 | 0 | 14.23 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 5.85 | 0 | 14.66 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 5.85 | 0 | 15.43 | 0 | 0 | 0 |
| 21 Mar | 157.28 | 5.85 | 0 | 14.47 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 5.85 | 0 | 15.09 | 0 | 0 | 0 |
| 19 Mar | 158.60 | 5.85 | 0 | 14.82 | 0 | 0 | 0 |
| 18 Mar | 154.66 | 5.85 | 0 | 11.93 | 0 | 0 | 0 |
| 17 Mar | 151.81 | 5.85 | 0 | 10.42 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 5.85 | 0 | 9.75 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 5.85 | 0 | 9.32 | 0 | 0 | 0 |
| 11 Mar | 150.75 | 5.85 | 0 | 9.38 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 5.85 | 0 | 9.41 | 0 | 0 | 0 |
| 7 Mar | 151.56 | 5.85 | 0 | 9.54 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 5.85 | 0 | 8.64 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 5.85 | 0 | 6.40 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 5.85 | 0 | 2.75 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 5.85 | 0 | 2.18 | 0 | 0 | 0 |
| 28 Feb | 137.20 | 5.85 | 0 | 1.60 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 137 expiring on 24APR2025
Delta for 137 PE is -0.60
Historical price for 137 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 5.95, which was -5.05 lower than the previous day. The implied volatity was 41.89, the open interest changed by -14 which decreased total open position to 141
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 11, which was 3.3 higher than the previous day. The implied volatity was 49.28, the open interest changed by -11 which decreased total open position to 160
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 7.7, which was -2.4 lower than the previous day. The implied volatity was 33.14, the open interest changed by 9 which increased total open position to 171
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 10, which was 7.25 higher than the previous day. The implied volatity was 56.30, the open interest changed by 1 which increased total open position to 150
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.75, which was 2.45 higher than the previous day. The implied volatity was 35.80, the open interest changed by 84 which increased total open position to 148
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 32.83, the open interest changed by 1 which increased total open position to 65
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 33.43, the open interest changed by 7 which increased total open position to 66
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 32.79, the open interest changed by 42 which increased total open position to 58
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.4, which was -5.45 lower than the previous day. The implied volatity was 31.38, the open interest changed by 16 which increased total open position to 16
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 14.53, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 14.23, 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 5.85, which was 0 lower than the previous day. The implied volatity was 14.66, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 15.43, 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 5.85, which was 0 lower than the previous day. The implied volatity was 14.47, 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 5.85, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 14.82, 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 5.85, which was 0 lower than the previous day. The implied volatity was 11.93, 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 5.85, which was 0 lower than the previous day. The implied volatity was 10.42, 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 5.85, which was 0 lower than the previous day. The implied volatity was 9.75, 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 5.85, which was 0 lower than the previous day. The implied volatity was 9.32, 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 5.85, which was 0 lower than the previous day. The implied volatity was 9.38, 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 5.85, which was 0 lower than the previous day. The implied volatity was 9.41, 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 5.85, which was 0 lower than the previous day. The implied volatity was 9.54, 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 5.85, which was 0 lower than the previous day. The implied volatity was 8.64, 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 5.85, which was 0 lower than the previous day. The implied volatity was 6.40, 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 5.85, which was 0 lower than the previous day. The implied volatity was 2.75, 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 5.85, which was 0 lower than the previous day. The implied volatity was 2.18, 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 5.85, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
