TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 138 CE | ||||||||||
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Delta: 0.60
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 | 5.2 | 23.69 | 66 | 31 | 31 | ||||
For Tata Steel Limited - strike price 138 expiring on 30JAN2025
Delta for 138 CE is 0.60
Historical price for 138 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was 23.69, the open interest changed by 31 which increased total open position to 31
| TATASTEEL 30JAN2025 138 PE | |||||||
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Delta: -0.40
Vega: 0.16
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 3.1 | 24.60 | 243 | 61 | 61 | |
For Tata Steel Limited - strike price 138 expiring on 30JAN2025
Delta for 138 PE is -0.40
Historical price for 138 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 24.60, the open interest changed by 61 which increased total open position to 61
