TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:13 AM IST
| TATASTEEL 26DEC2024 140 CE | ||||||||||
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Delta: 0.89
Vega: 0.05
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.40 | 10.4 | -1.25 | 28.92 | 116 | 24 | 897 | |||
| 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 | |||
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| 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 0.89
Historical price for 140 CE is as follows
On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 10.4, which was -1.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 24 which increased total open position to 897
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: -0.11
Vega: 0.05
Theta: -0.05
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.40 | 0.45 | 0.00 | 28.81 | 955 | 124 | 2,825 |
| 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 -0.11
Historical price for 140 PE is as follows
On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 28.81, the open interest changed by 124 which increased total open position to 2825
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
