TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 140 CE | ||||||||||
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Delta: 0.51
Vega: 0.17
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 5.25 | -1.7 | 31.59 | 3,627 | 120 | 1,949 | |||
| 24 Apr | 141.52 | 6.9 | 0.05 | 31.22 | 2,076 | 190 | 1,828 | |||
| 23 Apr | 141.16 | 6.6 | 0.65 | 31.45 | 3,095 | 362 | 1,639 | |||
| 22 Apr | 138.16 | 5.8 | -0.5 | 34.77 | 2,626 | 690 | 1,277 | |||
| 21 Apr | 139.18 | 6.4 | 1.2 | 33.06 | 1,105 | 132 | 585 | |||
| 17 Apr | 137.14 | 5.2 | -0.25 | 30.90 | 921 | 104 | 453 | |||
| 16 Apr | 136.97 | 5.5 | -0.05 | 32.41 | 573 | 76 | 356 | |||
| 15 Apr | 136.41 | 5.55 | 0.55 | 33.24 | 502 | 74 | 280 | |||
| 11 Apr | 133.42 | 4.95 | 0.95 | 35.92 | 382 | -16 | 206 | |||
| 9 Apr | 127.18 | 4.05 | -0.7 | 42.65 | 216 | 48 | 222 | |||
| 8 Apr | 130.28 | 4.75 | -0.15 | 40.74 | 207 | 37 | 158 | |||
| 7 Apr | 129.48 | 5.1 | -2.7 | 41.75 | 284 | 88 | 121 | |||
| 4 Apr | 140.39 | 7.85 | -2.15 | 29.56 | 47 | 31 | 31 | |||
| 3 Apr | 153.62 | 10 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 10 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 10 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 10 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 155.42 | 10 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 10 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 10 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 10 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 10 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 10 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 10 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 154.66 | 10 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 10 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 10 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 10 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 10 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 10 | 0 | - | 0 | 0 | 0 | |||
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| 4 Mar | 139.34 | 10 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 10 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 140 expiring on 29MAY2025
Delta for 140 CE is 0.51
Historical price for 140 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 5.25, which was -1.7 lower than the previous day. The implied volatity was 31.59, the open interest changed by 120 which increased total open position to 1949
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 6.9, which was 0.05 higher than the previous day. The implied volatity was 31.22, the open interest changed by 190 which increased total open position to 1828
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 6.6, which was 0.65 higher than the previous day. The implied volatity was 31.45, the open interest changed by 362 which increased total open position to 1639
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 5.8, which was -0.5 lower than the previous day. The implied volatity was 34.77, the open interest changed by 690 which increased total open position to 1277
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 6.4, which was 1.2 higher than the previous day. The implied volatity was 33.06, the open interest changed by 132 which increased total open position to 585
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 5.2, which was -0.25 lower than the previous day. The implied volatity was 30.90, the open interest changed by 104 which increased total open position to 453
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 5.5, which was -0.05 lower than the previous day. The implied volatity was 32.41, the open interest changed by 76 which increased total open position to 356
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 33.24, the open interest changed by 74 which increased total open position to 280
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was 35.92, the open interest changed by -16 which decreased total open position to 206
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 4.05, which was -0.7 lower than the previous day. The implied volatity was 42.65, the open interest changed by 48 which increased total open position to 222
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.75, which was -0.15 lower than the previous day. The implied volatity was 40.74, the open interest changed by 37 which increased total open position to 158
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 5.1, which was -2.7 lower than the previous day. The implied volatity was 41.75, the open interest changed by 88 which increased total open position to 121
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 7.85, which was -2.15 lower than the previous day. The implied volatity was 29.56, the open interest changed by 31 which increased total open position to 31
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 29MAY2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.17
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 6.5 | 2 | 38.05 | 3,765 | 301 | 1,823 |
| 24 Apr | 141.52 | 4.55 | -0.35 | 33.73 | 1,463 | 380 | 1,517 |
| 23 Apr | 141.16 | 5.05 | -1.9 | 34.48 | 1,606 | 236 | 1,132 |
| 22 Apr | 138.16 | 6.85 | 0.8 | 37.24 | 1,977 | 505 | 896 |
| 21 Apr | 139.18 | 5.9 | -1.3 | 35.58 | 567 | 171 | 389 |
| 17 Apr | 137.14 | 7.15 | -0.15 | 35.17 | 194 | 54 | 218 |
| 16 Apr | 136.97 | 7.25 | -0.5 | 35.02 | 84 | 8 | 165 |
| 15 Apr | 136.41 | 7.55 | -2.6 | 35.24 | 63 | 20 | 157 |
| 11 Apr | 133.42 | 10.15 | -5.15 | 38.55 | 21 | 3 | 137 |
| 9 Apr | 127.18 | 15.3 | 3.2 | 45.58 | 34 | 13 | 132 |
| 8 Apr | 130.28 | 12.1 | -1.65 | 36.94 | 8 | 1 | 119 |
| 7 Apr | 129.48 | 13.6 | 7.9 | 45.45 | 200 | -73 | 117 |
| 4 Apr | 140.39 | 5.75 | 4.35 | 32.69 | 300 | 73 | 189 |
| 3 Apr | 153.62 | 1.4 | 0.05 | 28.51 | 49 | 21 | 117 |
| 2 Apr | 154.69 | 1.35 | -0.35 | 28.98 | 36 | 17 | 94 |
| 1 Apr | 153.12 | 1.65 | 0.25 | 29.16 | 40 | 5 | 77 |
| 28 Mar | 154.24 | 1.4 | -0.05 | 27.50 | 52 | 29 | 72 |
| 27 Mar | 155.42 | 1.45 | 0.05 | 29.19 | 9 | 3 | 38 |
| 26 Mar | 155.81 | 1.4 | -0.1 | 28.22 | 3 | 1 | 34 |
| 25 Mar | 156.73 | 1.5 | 0.15 | 30.05 | 4 | 0 | 33 |
| 24 Mar | 158.42 | 1.35 | 0 | 30.46 | 9 | 7 | 33 |
| 21 Mar | 157.28 | 1.35 | 0.05 | 29.25 | 7 | 6 | 26 |
| 20 Mar | 159.04 | 1.3 | -0.2 | 30.08 | 13 | 9 | 20 |
| 19 Mar | 158.60 | 1.5 | -0.6 | 30.87 | 10 | 6 | 10 |
| 18 Mar | 154.66 | 2.1 | -0.9 | 30.73 | 1 | 0 | 3 |
| 17 Mar | 151.81 | 3 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 3 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 3 | 0.25 | 30.11 | 1 | -1 | 3 |
| 7 Mar | 151.56 | 2.75 | -5.25 | 29.38 | 4 | 1 | 4 |
| 5 Mar | 146.10 | 8 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 8 | 0 | 0.00 | 0 | 3 | 0 |
| 3 Mar | 138.57 | 8 | -0.85 | 33.94 | 3 | 0 | 0 |
For Tata Steel Limited - strike price 140 expiring on 29MAY2025
Delta for 140 PE is -0.48
Historical price for 140 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 6.5, which was 2 higher than the previous day. The implied volatity was 38.05, the open interest changed by 301 which increased total open position to 1823
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 4.55, which was -0.35 lower than the previous day. The implied volatity was 33.73, the open interest changed by 380 which increased total open position to 1517
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 5.05, which was -1.9 lower than the previous day. The implied volatity was 34.48, the open interest changed by 236 which increased total open position to 1132
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 6.85, which was 0.8 higher than the previous day. The implied volatity was 37.24, the open interest changed by 505 which increased total open position to 896
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 5.9, which was -1.3 lower than the previous day. The implied volatity was 35.58, the open interest changed by 171 which increased total open position to 389
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 7.15, which was -0.15 lower than the previous day. The implied volatity was 35.17, the open interest changed by 54 which increased total open position to 218
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 7.25, which was -0.5 lower than the previous day. The implied volatity was 35.02, the open interest changed by 8 which increased total open position to 165
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 7.55, which was -2.6 lower than the previous day. The implied volatity was 35.24, the open interest changed by 20 which increased total open position to 157
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 10.15, which was -5.15 lower than the previous day. The implied volatity was 38.55, the open interest changed by 3 which increased total open position to 137
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 15.3, which was 3.2 higher than the previous day. The implied volatity was 45.58, the open interest changed by 13 which increased total open position to 132
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 12.1, which was -1.65 lower than the previous day. The implied volatity was 36.94, the open interest changed by 1 which increased total open position to 119
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 13.6, which was 7.9 higher than the previous day. The implied volatity was 45.45, the open interest changed by -73 which decreased total open position to 117
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 5.75, which was 4.35 higher than the previous day. The implied volatity was 32.69, the open interest changed by 73 which increased total open position to 189
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 28.51, the open interest changed by 21 which increased total open position to 117
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 28.98, the open interest changed by 17 which increased total open position to 94
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 29.16, the open interest changed by 5 which increased total open position to 77
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by 29 which increased total open position to 72
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 29.19, the open interest changed by 3 which increased total open position to 38
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1 which increased total open position to 34
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 33
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 30.46, the open interest changed by 7 which increased total open position to 33
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 29.25, the open interest changed by 6 which increased total open position to 26
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 30.08, the open interest changed by 9 which increased total open position to 20
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 1.5, which was -0.6 lower than the previous day. The implied volatity was 30.87, the open interest changed by 6 which increased total open position to 10
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 3
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 3, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 3, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 30.11, the open interest changed by -1 which decreased total open position to 3
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 2.75, which was -5.25 lower than the previous day. The implied volatity was 29.38, the open interest changed by 1 which increased total open position to 4
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 0.00, 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 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 8, which was -0.85 lower than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 0
