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TATASTEEL
Tata Steel Limited

136.41 3.00 (2.25%)

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Historical option data for TATASTEEL

15 Apr 2025 04:12 PM IST
TATASTEEL 24APR2025 138 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Apr 136.41 6.55 0 - 0 0 0
11 Apr 133.42 6.55 0 - 0 0 0
9 Apr 127.18 6.55 0 - 0 0 0
8 Apr 130.28 6.55 0 - 0 0 0
7 Apr 129.48 6.55 0 - 0 0 0
4 Apr 140.39 6.55 0 - 0 0 0
3 Apr 153.62 6.55 0 - 0 0 0
2 Apr 154.69 6.55 0 - 0 0 0
1 Apr 153.12 6.55 0 - 0 0 0
28 Mar 154.24 6.55 0 - 0 0 0
27 Mar 155.42 6.55 0 - 0 0 0
26 Mar 155.81 6.55 0 - 0 0 0
25 Mar 156.73 6.55 0 - 0 0 0
24 Mar 158.42 6.55 0 - 0 0 0
21 Mar 157.28 6.55 0 - 0 0 0
20 Mar 159.04 6.55 0 - 0 0 0
19 Mar 158.60 6.55 0 - 0 0 0
18 Mar 154.66 6.55 0 - 0 0 0
17 Mar 151.81 6.55 0 - 0 0 0
13 Mar 150.88 6.55 0 - 0 0 0
12 Mar 150.30 6.55 0 - 0 0 0
11 Mar 150.75 6.55 0 - 0 0 0
10 Mar 151.05 6.55 0 - 0 0 0
7 Mar 151.56 6.55 0 - 0 0 0
6 Mar 150.44 6.55 0 - 0 0 0
5 Mar 146.10 6.55 0 - 0 0 0
4 Mar 139.34 6.55 0 - 0 0 0
3 Mar 138.57 6.55 0 - 0 0 0
28 Feb 137.20 6.55 0 - 0 0 0
27 Feb 138.69 6.55 0 - 0 0 0
26 Feb 137.00 6.55 0 - 0 0 0
25 Feb 137.07 6.55 0 - 0 0 0
21 Feb 140.76 6.55 0 - 0 0 0
20 Feb 138.04 6.55 0 - 0 0 0
19 Feb 135.76 6.55 0 - 0 0 0
18 Feb 134.54 6.55 0 0.62 0 0 0
14 Feb 134.47 6.55 0 - 0 0 0
11 Feb 130.11 6.55 0 0.61 0 0 0
10 Feb 134.04 6.55 0 0.75 0 0 0
7 Feb 138.31 6.55 0 - 0 0 0
1 Feb 132.97 6.55 0 1.22 0 0 0


For Tata Steel Limited - strike price 138 expiring on 24APR2025

Delta for 138 CE is -

Historical price for 138 CE is as follows

On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 6.55, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 6.55, 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 Feb TATASTEEL was trading at 138.69. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 137.00. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 137.07. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 140.76. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 138.04. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 135.76. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 134.54. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 130.11. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 6.55, 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 Feb TATASTEEL was trading at 132.97. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 24APR2025 138 PE
Delta: -0.54
Vega: 0.09
Theta: -0.14
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
15 Apr 136.41 3.4 -3.15 33.69 159 64 238
11 Apr 133.42 6.5 -4.65 40.92 137 12 174
9 Apr 127.18 11.15 1.65 40.94 21 7 160
8 Apr 130.28 9.5 -1.35 44.70 44 6 153
7 Apr 129.48 10.55 7.45 55.07 374 -91 147
4 Apr 140.39 3.15 2.8 35.95 1,108 165 234
3 Apr 153.62 0.35 0 32.37 28 6 69
2 Apr 154.69 0.35 -0.1 33.02 39 6 63
1 Apr 153.12 0.45 -0.05 32.13 124 44 55
28 Mar 154.24 0.5 -10.6 31.63 21 11 11
27 Mar 155.42 11.1 0 13.96 0 0 0
26 Mar 155.81 11.1 0 13.65 0 0 0
25 Mar 156.73 11.1 0 14.11 0 0 0
24 Mar 158.42 11.1 0 14.92 0 0 0
21 Mar 157.28 11.1 0 13.94 0 0 0
20 Mar 159.04 11.1 0 14.61 0 0 0
19 Mar 158.60 11.1 0 14.23 0 0 0
18 Mar 154.66 11.1 0 11.39 0 0 0
17 Mar 151.81 11.1 0 9.95 0 0 0
13 Mar 150.88 11.1 0 9.10 0 0 0
12 Mar 150.30 11.1 0 8.72 0 0 0
11 Mar 150.75 11.1 0 9.09 0 0 0
10 Mar 151.05 11.1 0 8.78 0 0 0
7 Mar 151.56 11.1 0 9.08 0 0 0
6 Mar 150.44 11.1 0 8.08 0 0 0
5 Mar 146.10 11.1 0 5.80 0 0 0
4 Mar 139.34 11.1 0 2.12 0 0 0
3 Mar 138.57 11.1 0 1.50 0 0 0
28 Feb 137.20 11.1 0 0.89 0 0 0
27 Feb 138.69 11.1 0 1.81 0 0 0
26 Feb 137.00 11.1 0 0.83 0 0 0
25 Feb 137.07 11.1 0 0.83 0 0 0
21 Feb 140.76 11.1 0 3.23 0 0 0
20 Feb 138.04 11.1 0 1.18 0 0 0
19 Feb 135.76 11.1 0 0.19 0 0 0
18 Feb 134.54 11.1 0 - 0 0 0
14 Feb 134.47 11.1 0 - 0 0 0
11 Feb 130.11 0 0 - 0 0 0
10 Feb 134.04 0 0 - 0 0 0
7 Feb 138.31 0 0 1.62 0 0 0
1 Feb 132.97 0 0 - 0 0 0


For Tata Steel Limited - strike price 138 expiring on 24APR2025

Delta for 138 PE is -0.54

Historical price for 138 PE is as follows

On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 3.4, which was -3.15 lower than the previous day. The implied volatity was 33.69, the open interest changed by 64 which increased total open position to 238


On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 6.5, which was -4.65 lower than the previous day. The implied volatity was 40.92, the open interest changed by 12 which increased total open position to 174


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 11.15, which was 1.65 higher than the previous day. The implied volatity was 40.94, the open interest changed by 7 which increased total open position to 160


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 9.5, which was -1.35 lower than the previous day. The implied volatity was 44.70, the open interest changed by 6 which increased total open position to 153


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 10.55, which was 7.45 higher than the previous day. The implied volatity was 55.07, the open interest changed by -91 which decreased total open position to 147


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 3.15, which was 2.8 higher than the previous day. The implied volatity was 35.95, the open interest changed by 165 which increased total open position to 234


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.37, the open interest changed by 6 which increased total open position to 69


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 33.02, the open interest changed by 6 which increased total open position to 63


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.13, the open interest changed by 44 which increased total open position to 55


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.5, which was -10.6 lower than the previous day. The implied volatity was 31.63, the open interest changed by 11 which increased total open position to 11


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 13.96, 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 11.1, which was 0 lower than the previous day. The implied volatity was 13.65, 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 11.1, which was 0 lower than the previous day. The implied volatity was 14.11, 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 11.1, which was 0 lower than the previous day. The implied volatity was 14.92, 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 11.1, which was 0 lower than the previous day. The implied volatity was 13.94, 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 11.1, which was 0 lower than the previous day. The implied volatity was 14.61, 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 11.1, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 11.39, 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 11.1, which was 0 lower than the previous day. The implied volatity was 9.95, 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 11.1, which was 0 lower than the previous day. The implied volatity was 9.10, 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 11.1, which was 0 lower than the previous day. The implied volatity was 8.72, 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 11.1, which was 0 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 8.78, 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 11.1, which was 0 lower than the previous day. The implied volatity was 9.08, 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 11.1, which was 0 lower than the previous day. The implied volatity was 8.08, 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 11.1, which was 0 lower than the previous day. The implied volatity was 5.80, 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 11.1, which was 0 lower than the previous day. The implied volatity was 2.12, 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 11.1, which was 0 lower than the previous day. The implied volatity was 1.50, 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 11.1, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 11.1, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 11.1, 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 Feb TATASTEEL was trading at 130.11. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 134.04. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 0, 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