TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 139 CE | ||||||||||
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Delta: 0.56
Vega: 0.17
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 | 4.65 | 23.69 | 183 | 53 | 53 | ||||
For Tata Steel Limited - strike price 139 expiring on 30JAN2025
Delta for 139 CE is 0.56
Historical price for 139 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was 23.69, the open interest changed by 53 which increased total open position to 53
| TATASTEEL 30JAN2025 139 PE | |||||||
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Delta: -0.44
Vega: 0.17
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 3.55 | 24.64 | 419 | 161 | 161 | |
For Tata Steel Limited - strike price 139 expiring on 30JAN2025
Delta for 139 PE is -0.44
Historical price for 139 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was 24.64, the open interest changed by 161 which increased total open position to 161
