TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
15 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 139 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 136.41 | 8 | 0 | - | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 8 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 8 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 8 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 8 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 8 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 8 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 8 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 8 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 8 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 8 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 8 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 8 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 8 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 8 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 8 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 154.66 | 8 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 8 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 8 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 8 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 8 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 8 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 8 | 0 | - | 0 | 0 | 0 | |||
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| 5 Mar | 146.10 | 8 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 8 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 8 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 8 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 139 expiring on 24APR2025
Delta for 139 CE is -
Historical price for 139 CE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 139 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.08
Theta: -0.14
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 136.41 | 4.05 | -3.55 | 34.43 | 40 | -7 | 164 |
| 11 Apr | 133.42 | 7.6 | -4.65 | 45.49 | 59 | -9 | 171 |
| 9 Apr | 127.18 | 12.25 | 2.25 | 44.81 | 10 | -4 | 180 |
| 8 Apr | 130.28 | 10 | -1.4 | 41.92 | 18 | -1 | 186 |
| 7 Apr | 129.48 | 11.25 | 7.7 | 55.05 | 347 | -48 | 188 |
| 4 Apr | 140.39 | 3.5 | 3.1 | 35.44 | 851 | 167 | 244 |
| 3 Apr | 153.62 | 0.4 | 0 | 31.76 | 60 | 4 | 77 |
| 2 Apr | 154.69 | 0.4 | -0.15 | 32.46 | 186 | -6 | 74 |
| 1 Apr | 153.12 | 0.55 | 0 | 32.17 | 167 | 48 | 81 |
| 28 Mar | 154.24 | 0.55 | -0.5 | 30.89 | 69 | 32 | 33 |
| 27 Mar | 155.42 | 1.05 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 1.05 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 1.05 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 1.05 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 157.28 | 1.05 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 1.05 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 158.60 | 1.05 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Mar | 154.66 | 1.05 | -5.75 | 33.18 | 1 | 0 | 0 |
| 17 Mar | 151.81 | 6.8 | 0 | 9.45 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 6.8 | 0 | 8.59 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 6.8 | 0 | 8.24 | 0 | 0 | 0 |
| 11 Mar | 150.75 | 6.8 | 0 | 8.33 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 6.8 | 0 | 8.37 | 0 | 0 | 0 |
| 7 Mar | 151.56 | 6.8 | 0 | 8.48 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 6.8 | 0 | 7.56 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 6.8 | 0 | 5.44 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 6.8 | 0 | 1.54 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 6.8 | 0 | 1.00 | 0 | 0 | 0 |
| 28 Feb | 137.20 | 6.8 | 0 | 0.43 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 139 expiring on 24APR2025
Delta for 139 PE is -0.59
Historical price for 139 PE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.05, which was -3.55 lower than the previous day. The implied volatity was 34.43, the open interest changed by -7 which decreased total open position to 164
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 7.6, which was -4.65 lower than the previous day. The implied volatity was 45.49, the open interest changed by -9 which decreased total open position to 171
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 12.25, which was 2.25 higher than the previous day. The implied volatity was 44.81, the open interest changed by -4 which decreased total open position to 180
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 10, which was -1.4 lower than the previous day. The implied volatity was 41.92, the open interest changed by -1 which decreased total open position to 186
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 11.25, which was 7.7 higher than the previous day. The implied volatity was 55.05, the open interest changed by -48 which decreased total open position to 188
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 3.5, which was 3.1 higher than the previous day. The implied volatity was 35.44, the open interest changed by 167 which increased total open position to 244
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 31.76, the open interest changed by 4 which increased total open position to 77
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 32.46, the open interest changed by -6 which decreased total open position to 74
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 32.17, the open interest changed by 48 which increased total open position to 81
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 30.89, the open interest changed by 32 which increased total open position to 33
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 1.05, which was -5.75 lower than the previous day. The implied volatity was 33.18, 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 6.8, which was 0 lower than the previous day. The implied volatity was 9.45, 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 6.8, which was 0 lower than the previous day. The implied volatity was 8.59, 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 6.8, which was 0 lower than the previous day. The implied volatity was 8.24, 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 6.8, which was 0 lower than the previous day. The implied volatity was 8.33, 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 6.8, which was 0 lower than the previous day. The implied volatity was 8.37, 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 6.8, which was 0 lower than the previous day. The implied volatity was 8.48, 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 6.8, which was 0 lower than the previous day. The implied volatity was 7.56, 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 6.8, which was 0 lower than the previous day. The implied volatity was 5.44, 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 6.8, which was 0 lower than the previous day. The implied volatity was 1.54, 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 6.8, which was 0 lower than the previous day. The implied volatity was 1.00, 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 6.8, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
