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[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited

140.68 -2.58 (-1.80%)

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Historical option data for TATASTEEL

20 Dec 2024 04:12 PM IST
TATASTEEL 26DEC2024 140 CE
Delta: 0.57
Vega: 0.07
Theta: -0.16
Gamma: 0.10
Date Close Ltp Change IV Volume Change OI OI
20 Dec 140.68 2 -2.20 22.85 3,790 170 1,338
19 Dec 143.26 4.2 -1.10 26.41 3,291 177 1,169
18 Dec 144.46 5.3 -1.45 24.00 1,488 92 1,002
17 Dec 145.68 6.75 -2.05 31.16 574 8 910
16 Dec 147.79 8.8 -0.70 33.27 394 -3 904
13 Dec 148.95 9.5 -2.10 23.36 956 24 909
12 Dec 150.78 11.6 -0.05 34.76 477 14 887
11 Dec 150.60 11.65 0.15 30.02 487 -8 872
10 Dec 150.32 11.5 0.75 30.11 576 -13 879
9 Dec 149.88 10.75 1.05 26.22 896 50 899
6 Dec 148.29 9.7 1.25 27.53 627 45 848
5 Dec 147.07 8.45 0.50 21.53 1,165 -65 805
4 Dec 145.85 7.95 -0.45 26.05 793 92 869
3 Dec 146.54 8.4 -0.10 24.07 505 44 780
2 Dec 146.41 8.5 1.05 26.07 635 -52 750
29 Nov 144.54 7.45 0.25 26.97 722 -4 803
28 Nov 143.39 7.2 -0.60 28.60 809 166 806
27 Nov 144.53 7.8 0.15 27.19 450 138 639
26 Nov 144.47 7.65 0.15 26.60 469 119 537
25 Nov 143.67 7.5 0.65 27.59 716 -37 414
22 Nov 142.78 6.85 1.10 27.32 819 -61 390
21 Nov 140.22 5.75 0.25 29.37 976 97 454
20 Nov 139.46 5.5 0.00 29.11 451 27 363
19 Nov 139.46 5.5 -1.10 29.11 451 33 363
18 Nov 141.21 6.6 1.85 28.71 751 67 332
14 Nov 137.98 4.75 -1.25 26.19 327 108 266
13 Nov 139.17 6 -2.60 28.16 267 135 158
12 Nov 144.17 8.6 -0.85 27.41 28 5 23
11 Nov 145.01 9.45 -4.05 26.23 19 16 18
8 Nov 147.57 13.5 -16.75 39.43 2 1 1
7 Nov 150.95 30.25 0.00 - 0 0 0
6 Nov 153.62 30.25 0.00 - 0 0 0
5 Nov 152.29 30.25 0.00 - 0 0 0
4 Nov 146.95 30.25 30.25 - 0 0 0
1 Nov 149.75 0 0.00 - 0 0 0
31 Oct 148.56 0 0.00 - 0 0 0
30 Oct 148.97 0 0.00 - 0 0 0
29 Oct 150.06 0 0.00 - 0 0 0
28 Oct 149.38 0 - 0 0 0


For Tata Steel Limited - strike price 140 expiring on 26DEC2024

Delta for 140 CE is 0.57

Historical price for 140 CE is as follows

On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 2, which was -2.20 lower than the previous day. The implied volatity was 22.85, the open interest changed by 170 which increased total open position to 1338


On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 4.2, which was -1.10 lower than the previous day. The implied volatity was 26.41, the open interest changed by 177 which increased total open position to 1169


On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 24.00, the open interest changed by 92 which increased total open position to 1002


On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 6.75, which was -2.05 lower than the previous day. The implied volatity was 31.16, the open interest changed by 8 which increased total open position to 910


On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 8.8, which was -0.70 lower than the previous day. The implied volatity was 33.27, the open interest changed by -3 which decreased total open position to 904


On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 9.5, which was -2.10 lower than the previous day. The implied volatity was 23.36, the open interest changed by 24 which increased total open position to 909


On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 11.6, which was -0.05 lower than the previous day. The implied volatity was 34.76, the open interest changed by 14 which increased total open position to 887


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 11.65, which was 0.15 higher than the previous day. The implied volatity was 30.02, the open interest changed by -8 which decreased total open position to 872


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 11.5, which was 0.75 higher than the previous day. The implied volatity was 30.11, the open interest changed by -13 which decreased total open position to 879


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 10.75, which was 1.05 higher than the previous day. The implied volatity was 26.22, the open interest changed by 50 which increased total open position to 899


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 9.7, which was 1.25 higher than the previous day. The implied volatity was 27.53, the open interest changed by 45 which increased total open position to 848


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 8.45, which was 0.50 higher than the previous day. The implied volatity was 21.53, the open interest changed by -65 which decreased total open position to 805


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 7.95, which was -0.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 92 which increased total open position to 869


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 8.4, which was -0.10 lower than the previous day. The implied volatity was 24.07, the open interest changed by 44 which increased total open position to 780


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 8.5, which was 1.05 higher than the previous day. The implied volatity was 26.07, the open interest changed by -52 which decreased total open position to 750


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 7.45, which was 0.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 803


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 7.2, which was -0.60 lower than the previous day. The implied volatity was 28.60, the open interest changed by 166 which increased total open position to 806


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 7.8, which was 0.15 higher than the previous day. The implied volatity was 27.19, the open interest changed by 138 which increased total open position to 639


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 7.65, which was 0.15 higher than the previous day. The implied volatity was 26.60, the open interest changed by 119 which increased total open position to 537


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 7.5, which was 0.65 higher than the previous day. The implied volatity was 27.59, the open interest changed by -37 which decreased total open position to 414


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 6.85, which was 1.10 higher than the previous day. The implied volatity was 27.32, the open interest changed by -61 which decreased total open position to 390


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 5.75, which was 0.25 higher than the previous day. The implied volatity was 29.37, the open interest changed by 97 which increased total open position to 454


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 29.11, the open interest changed by 27 which increased total open position to 363


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 5.5, which was -1.10 lower than the previous day. The implied volatity was 29.11, the open interest changed by 33 which increased total open position to 363


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 6.6, which was 1.85 higher than the previous day. The implied volatity was 28.71, the open interest changed by 67 which increased total open position to 332


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 26.19, the open interest changed by 108 which increased total open position to 266


On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 6, which was -2.60 lower than the previous day. The implied volatity was 28.16, the open interest changed by 135 which increased total open position to 158


On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 8.6, which was -0.85 lower than the previous day. The implied volatity was 27.41, the open interest changed by 5 which increased total open position to 23


On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 9.45, which was -4.05 lower than the previous day. The implied volatity was 26.23, the open interest changed by 16 which increased total open position to 18


On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 13.5, which was -16.75 lower than the previous day. The implied volatity was 39.43, the open interest changed by 1 which increased total open position to 1


On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 30.25, which was 30.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATASTEEL 26DEC2024 140 PE
Delta: -0.43
Vega: 0.07
Theta: -0.12
Gamma: 0.09
Date Close Ltp Change IV Volume Change OI OI
20 Dec 140.68 1.35 0.55 23.28 10,268 -412 2,454
19 Dec 143.26 0.8 0.10 26.54 6,121 223 2,873
18 Dec 144.46 0.7 0.10 28.33 4,002 -175 2,648
17 Dec 145.68 0.6 0.15 28.57 2,530 55 2,840
16 Dec 147.79 0.45 0.05 30.09 1,755 138 2,782
13 Dec 148.95 0.4 -0.05 27.83 6,306 -190 2,657
12 Dec 150.78 0.45 0.00 30.98 3,559 147 2,848
11 Dec 150.60 0.45 -0.05 30.49 1,158 27 2,699
10 Dec 150.32 0.5 -0.10 29.98 3,344 -72 2,681
9 Dec 149.88 0.6 -0.15 29.51 3,304 49 2,774
6 Dec 148.29 0.75 -0.30 26.51 1,923 238 2,730
5 Dec 147.07 1.05 -0.25 27.40 2,549 118 2,490
4 Dec 145.85 1.3 0.05 26.81 2,097 115 2,374
3 Dec 146.54 1.25 -0.10 27.28 1,467 -44 2,262
2 Dec 146.41 1.35 -0.50 27.22 1,764 102 2,309
29 Nov 144.54 1.85 -0.70 26.08 2,602 162 2,216
28 Nov 143.39 2.55 0.35 28.94 2,860 904 2,045
27 Nov 144.53 2.2 -0.15 28.17 1,010 257 1,146
26 Nov 144.47 2.35 -0.35 28.46 473 46 890
25 Nov 143.67 2.7 -0.45 29.29 1,064 209 842
22 Nov 142.78 3.15 -1.45 28.24 615 60 693
21 Nov 140.22 4.6 -0.20 30.46 568 33 634
20 Nov 139.46 4.8 0.00 29.18 334 101 602
19 Nov 139.46 4.8 0.75 29.18 334 102 602
18 Nov 141.21 4.05 -1.55 29.28 518 79 498
14 Nov 137.98 5.6 0.65 29.14 238 42 421
13 Nov 139.17 4.95 1.65 29.16 491 71 380
12 Nov 144.17 3.3 0.40 28.96 99 25 308
11 Nov 145.01 2.9 0.15 28.91 157 58 282
8 Nov 147.57 2.75 0.75 30.48 99 59 224
7 Nov 150.95 2 0.00 31.03 181 70 165
6 Nov 153.62 2 -0.35 34.06 73 17 93
5 Nov 152.29 2.35 -1.40 34.30 103 40 75
4 Nov 146.95 3.75 0.75 34.62 23 8 33
1 Nov 149.75 3 0.05 33.58 2 0 25
31 Oct 148.56 2.95 0.35 - 17 11 22
30 Oct 148.97 2.6 -0.10 - 7 2 11
29 Oct 150.06 2.7 0.60 - 12 9 9
28 Oct 149.38 2.1 - 0 0 0


For Tata Steel Limited - strike price 140 expiring on 26DEC2024

Delta for 140 PE is -0.43

Historical price for 140 PE is as follows

On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 1.35, which was 0.55 higher than the previous day. The implied volatity was 23.28, the open interest changed by -412 which decreased total open position to 2454


On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 26.54, the open interest changed by 223 which increased total open position to 2873


On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 28.33, the open interest changed by -175 which decreased total open position to 2648


On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 28.57, the open interest changed by 55 which increased total open position to 2840


On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 30.09, the open interest changed by 138 which increased total open position to 2782


On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by -190 which decreased total open position to 2657


On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 30.98, the open interest changed by 147 which increased total open position to 2848


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 30.49, the open interest changed by 27 which increased total open position to 2699


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 29.98, the open interest changed by -72 which decreased total open position to 2681


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 29.51, the open interest changed by 49 which increased total open position to 2774


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 26.51, the open interest changed by 238 which increased total open position to 2730


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 27.40, the open interest changed by 118 which increased total open position to 2490


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 26.81, the open interest changed by 115 which increased total open position to 2374


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 27.28, the open interest changed by -44 which decreased total open position to 2262


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 27.22, the open interest changed by 102 which increased total open position to 2309


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 1.85, which was -0.70 lower than the previous day. The implied volatity was 26.08, the open interest changed by 162 which increased total open position to 2216


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 2.55, which was 0.35 higher than the previous day. The implied volatity was 28.94, the open interest changed by 904 which increased total open position to 2045


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 257 which increased total open position to 1146


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by 46 which increased total open position to 890


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 29.29, the open interest changed by 209 which increased total open position to 842


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 3.15, which was -1.45 lower than the previous day. The implied volatity was 28.24, the open interest changed by 60 which increased total open position to 693


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 4.6, which was -0.20 lower than the previous day. The implied volatity was 30.46, the open interest changed by 33 which increased total open position to 634


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 29.18, the open interest changed by 101 which increased total open position to 602


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 4.8, which was 0.75 higher than the previous day. The implied volatity was 29.18, the open interest changed by 102 which increased total open position to 602


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 4.05, which was -1.55 lower than the previous day. The implied volatity was 29.28, the open interest changed by 79 which increased total open position to 498


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 5.6, which was 0.65 higher than the previous day. The implied volatity was 29.14, the open interest changed by 42 which increased total open position to 421


On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 4.95, which was 1.65 higher than the previous day. The implied volatity was 29.16, the open interest changed by 71 which increased total open position to 380


On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 3.3, which was 0.40 higher than the previous day. The implied volatity was 28.96, the open interest changed by 25 which increased total open position to 308


On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 28.91, the open interest changed by 58 which increased total open position to 282


On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 2.75, which was 0.75 higher than the previous day. The implied volatity was 30.48, the open interest changed by 59 which increased total open position to 224


On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 31.03, the open interest changed by 70 which increased total open position to 165


On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 34.06, the open interest changed by 17 which increased total open position to 93


On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 2.35, which was -1.40 lower than the previous day. The implied volatity was 34.30, the open interest changed by 40 which increased total open position to 75


On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 3.75, which was 0.75 higher than the previous day. The implied volatity was 34.62, the open interest changed by 8 which increased total open position to 33


On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 25


On 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 2.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 2.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 2.7, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to