TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 137 CE | ||||||||||
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Delta: 0.64
Vega: 0.16
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 5.8 | 23.75 | 24 | 7 | 7 | ||||
For Tata Steel Limited - strike price 137 expiring on 30JAN2025
Delta for 137 CE is 0.64
Historical price for 137 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was 23.75, the open interest changed by 7 which increased total open position to 7
| TATASTEEL 30JAN2025 137 PE | |||||||
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Delta: -0.37
Vega: 0.16
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 2.85 | 25.58 | 176 | 44 | 44 | |
For Tata Steel Limited - strike price 137 expiring on 30JAN2025
Delta for 137 PE is -0.37
Historical price for 137 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 25.58, the open interest changed by 44 which increased total open position to 44
