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

137.2 -1.49 (-1.07%)

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Historical option data for TATASTEEL

28 Feb 2025 04:12 PM IST
TATASTEEL 27MAR2025 140 CE
Delta: 0.44
Vega: 0.15
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
28 Feb 137.20 3.1 -0.7 26.30 5,306 272 2,251
27 Feb 138.69 3.85 0.5 25.52 3,337 203 1,979
26 Feb 137.00 3.3 -0.5 26.39 1,919 224 1,785
25 Feb 137.07 3.3 -0.5 26.39 1,919 233 1,785
24 Feb 137.65 3.75 -1.75 27.58 1,857 208 1,546
21 Feb 140.76 5.45 1.4 26.10 3,108 126 1,337
20 Feb 138.04 4.05 0.7 25.60 1,051 153 1,199
19 Feb 135.76 3.35 0.75 26.92 866 185 1,045
18 Feb 134.54 2.6 -0.25 25.81 563 69 860
17 Feb 134.29 2.8 -0.45 26.28 566 131 790
14 Feb 134.47 3.05 -0.85 27.17 473 38 658
13 Feb 136.25 3.9 1.5 25.98 686 105 620
12 Feb 132.28 2.4 0.3 26.22 398 144 516
11 Feb 130.11 2.15 -1.05 28.20 199 42 371
10 Feb 134.04 3.15 -1.7 26.44 202 28 327
7 Feb 138.31 4.8 1.95 24.05 212 20 299
6 Feb 132.54 2.85 -0.7 25.95 143 70 278
5 Feb 134.40 3.5 0 25.67 121 9 208
4 Feb 133.42 3.5 0.65 27.89 63 21 191
3 Feb 131.82 2.85 -0.8 27.12 60 10 170
1 Feb 132.97 3.55 -0.8 27.41 66 13 159
31 Jan 134.62 4.4 0.85 27.38 65 11 146
30 Jan 131.12 3.55 -0.15 29.03 32 4 134
29 Jan 130.80 3.65 -0.15 30.71 45 5 129
28 Jan 128.62 3.85 0.95 35.17 63 4 121
27 Jan 126.37 2.9 -0.9 33.79 23 9 118
24 Jan 129.74 3.8 -0.35 30.79 48 3 109
23 Jan 130.37 4.2 0.05 32.14 26 7 106
22 Jan 128.92 4.15 -0.30 34.83 12 3 99
21 Jan 129.70 4.45 -1.10 34.46 16 3 95
20 Jan 131.66 5.55 1.10 36.04 112 49 82
17 Jan 130.28 4.45 0.65 32.44 9 3 33
16 Jan 127.81 3.8 0.30 33.02 7 4 29
15 Jan 126.53 3.5 0.00 33.23 5 0 24
14 Jan 126.93 3.5 0.90 31.81 19 -3 24
13 Jan 122.93 2.6 -1.20 33.59 11 1 25
10 Jan 127.43 3.8 -0.60 31.43 22 10 23
9 Jan 129.93 4.4 -0.75 30.10 12 6 11
8 Jan 132.64 5.15 -0.45 28.88 4 2 5
7 Jan 133.38 5.6 -5.25 29.25 1 0 2
30 Dec 136.88 10.85 - 0 0 0


For Tata Steel Limited - strike price 140 expiring on 27MAR2025

Delta for 140 CE is 0.44

Historical price for 140 CE is as follows

On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 3.1, which was -0.7 lower than the previous day. The implied volatity was 26.30, the open interest changed by 272 which increased total open position to 2251


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 3.85, which was 0.5 higher than the previous day. The implied volatity was 25.52, the open interest changed by 203 which increased total open position to 1979


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 26.39, the open interest changed by 224 which increased total open position to 1785


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 26.39, the open interest changed by 233 which increased total open position to 1785


On 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 3.75, which was -1.75 lower than the previous day. The implied volatity was 27.58, the open interest changed by 208 which increased total open position to 1546


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 5.45, which was 1.4 higher than the previous day. The implied volatity was 26.10, the open interest changed by 126 which increased total open position to 1337


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 4.05, which was 0.7 higher than the previous day. The implied volatity was 25.60, the open interest changed by 153 which increased total open position to 1199


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 26.92, the open interest changed by 185 which increased total open position to 1045


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 69 which increased total open position to 860


On 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 26.28, the open interest changed by 131 which increased total open position to 790


On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 27.17, the open interest changed by 38 which increased total open position to 658


On 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 3.9, which was 1.5 higher than the previous day. The implied volatity was 25.98, the open interest changed by 105 which increased total open position to 620


On 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 26.22, the open interest changed by 144 which increased total open position to 516


On 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by 42 which increased total open position to 371


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 3.15, which was -1.7 lower than the previous day. The implied volatity was 26.44, the open interest changed by 28 which increased total open position to 327


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 4.8, which was 1.95 higher than the previous day. The implied volatity was 24.05, the open interest changed by 20 which increased total open position to 299


On 6 Feb TATASTEEL was trading at 132.54. The strike last trading price was 2.85, which was -0.7 lower than the previous day. The implied volatity was 25.95, the open interest changed by 70 which increased total open position to 278


On 5 Feb TATASTEEL was trading at 134.40. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 25.67, the open interest changed by 9 which increased total open position to 208


On 4 Feb TATASTEEL was trading at 133.42. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 27.89, the open interest changed by 21 which increased total open position to 191


On 3 Feb TATASTEEL was trading at 131.82. The strike last trading price was 2.85, which was -0.8 lower than the previous day. The implied volatity was 27.12, the open interest changed by 10 which increased total open position to 170


On 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 3.55, which was -0.8 lower than the previous day. The implied volatity was 27.41, the open interest changed by 13 which increased total open position to 159


On 31 Jan TATASTEEL was trading at 134.62. The strike last trading price was 4.4, which was 0.85 higher than the previous day. The implied volatity was 27.38, the open interest changed by 11 which increased total open position to 146


On 30 Jan TATASTEEL was trading at 131.12. The strike last trading price was 3.55, which was -0.15 lower than the previous day. The implied volatity was 29.03, the open interest changed by 4 which increased total open position to 134


On 29 Jan TATASTEEL was trading at 130.80. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 30.71, the open interest changed by 5 which increased total open position to 129


On 28 Jan TATASTEEL was trading at 128.62. The strike last trading price was 3.85, which was 0.95 higher than the previous day. The implied volatity was 35.17, the open interest changed by 4 which increased total open position to 121


On 27 Jan TATASTEEL was trading at 126.37. The strike last trading price was 2.9, which was -0.9 lower than the previous day. The implied volatity was 33.79, the open interest changed by 9 which increased total open position to 118


On 24 Jan TATASTEEL was trading at 129.74. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 30.79, the open interest changed by 3 which increased total open position to 109


On 23 Jan TATASTEEL was trading at 130.37. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 32.14, the open interest changed by 7 which increased total open position to 106


On 22 Jan TATASTEEL was trading at 128.92. The strike last trading price was 4.15, which was -0.30 lower than the previous day. The implied volatity was 34.83, the open interest changed by 3 which increased total open position to 99


On 21 Jan TATASTEEL was trading at 129.70. The strike last trading price was 4.45, which was -1.10 lower than the previous day. The implied volatity was 34.46, the open interest changed by 3 which increased total open position to 95


On 20 Jan TATASTEEL was trading at 131.66. The strike last trading price was 5.55, which was 1.10 higher than the previous day. The implied volatity was 36.04, the open interest changed by 49 which increased total open position to 82


On 17 Jan TATASTEEL was trading at 130.28. The strike last trading price was 4.45, which was 0.65 higher than the previous day. The implied volatity was 32.44, the open interest changed by 3 which increased total open position to 33


On 16 Jan TATASTEEL was trading at 127.81. The strike last trading price was 3.8, which was 0.30 higher than the previous day. The implied volatity was 33.02, the open interest changed by 4 which increased total open position to 29


On 15 Jan TATASTEEL was trading at 126.53. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 24


On 14 Jan TATASTEEL was trading at 126.93. The strike last trading price was 3.5, which was 0.90 higher than the previous day. The implied volatity was 31.81, the open interest changed by -3 which decreased total open position to 24


On 13 Jan TATASTEEL was trading at 122.93. The strike last trading price was 2.6, which was -1.20 lower than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 25


On 10 Jan TATASTEEL was trading at 127.43. The strike last trading price was 3.8, which was -0.60 lower than the previous day. The implied volatity was 31.43, the open interest changed by 10 which increased total open position to 23


On 9 Jan TATASTEEL was trading at 129.93. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 30.10, the open interest changed by 6 which increased total open position to 11


On 8 Jan TATASTEEL was trading at 132.64. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 28.88, the open interest changed by 2 which increased total open position to 5


On 7 Jan TATASTEEL was trading at 133.38. The strike last trading price was 5.6, which was -5.25 lower than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 2


On 30 Dec TATASTEEL was trading at 136.88. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 27MAR2025 140 PE
Delta: -0.55
Vega: 0.15
Theta: -0.06
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
28 Feb 137.20 5.5 1.15 30.31 1,320 -52 1,126
27 Feb 138.69 4.3 -1 27.60 1,790 527 1,178
26 Feb 137.00 5.35 0.15 27.65 827 112 650
25 Feb 137.07 5.35 0.15 27.65 827 111 650
24 Feb 137.65 5.3 1.2 28.36 1,610 11 539
21 Feb 140.76 4.1 -1.05 29.37 1,685 247 528
20 Feb 138.04 5.2 -1.35 28.45 275 79 280
19 Feb 135.76 6.65 -0.7 29.76 293 32 202
18 Feb 134.54 7.55 0.15 29.05 43 9 169
17 Feb 134.29 7.4 -0.65 28.47 114 84 155
14 Feb 134.47 8.05 1.1 30.57 23 8 69
13 Feb 136.25 6.95 -1.85 31.76 45 25 61
12 Feb 132.28 8.8 -0.75 27.98 4 2 35
11 Feb 130.11 9.55 1.2 23.30 14 5 33
10 Feb 134.04 8.35 2.75 31.00 15 1 27
7 Feb 138.31 5.6 -3.4 28.00 45 9 27
6 Feb 132.54 9 1.25 29.60 2 0 17
5 Feb 134.40 7.75 -0.8 28.24 5 1 16
4 Feb 133.42 8.55 -1.45 28.38 22 -2 14
3 Feb 131.82 10 -1.5 30.66 13 10 13
1 Feb 132.97 11.5 0 0.00 0 0 0
31 Jan 134.62 11.5 0 0.00 0 0 0
30 Jan 131.12 11.5 0 0.00 0 0 0
29 Jan 130.80 11.5 0 0.00 0 0 0
28 Jan 128.62 11.5 0 0.00 0 0 0
27 Jan 126.37 11.5 0 0.00 0 0 0
24 Jan 129.74 11.5 0 0.00 0 0 0
23 Jan 130.37 11.5 0.00 0.00 0 0 0
22 Jan 128.92 11.5 0.00 0.00 0 0 0
21 Jan 129.70 11.5 0.00 0.00 0 0 0
20 Jan 131.66 11.5 6.35 35.76 1 0 3
17 Jan 130.28 5.15 0.00 0.00 0 0 0
16 Jan 127.81 5.15 0.00 0.00 0 0 0
15 Jan 126.53 5.15 0.00 0.00 0 0 0
14 Jan 126.93 5.15 0.00 0.00 0 0 0
13 Jan 122.93 5.15 0.00 0.00 0 0 0
10 Jan 127.43 5.15 0.00 0.00 0 0 0
9 Jan 129.93 5.15 0.00 0.00 0 0 0
8 Jan 132.64 5.15 0.00 0.00 0 0 0
7 Jan 133.38 5.15 -2.85 0.00 0 3 0
30 Dec 136.88 8 1.00 0 0 0


For Tata Steel Limited - strike price 140 expiring on 27MAR2025

Delta for 140 PE is -0.55

Historical price for 140 PE is as follows

On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 5.5, which was 1.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by -52 which decreased total open position to 1126


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 4.3, which was -1 lower than the previous day. The implied volatity was 27.60, the open interest changed by 527 which increased total open position to 1178


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 5.35, which was 0.15 higher than the previous day. The implied volatity was 27.65, the open interest changed by 112 which increased total open position to 650


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 5.35, which was 0.15 higher than the previous day. The implied volatity was 27.65, the open interest changed by 111 which increased total open position to 650


On 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 5.3, which was 1.2 higher than the previous day. The implied volatity was 28.36, the open interest changed by 11 which increased total open position to 539


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 4.1, which was -1.05 lower than the previous day. The implied volatity was 29.37, the open interest changed by 247 which increased total open position to 528


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 5.2, which was -1.35 lower than the previous day. The implied volatity was 28.45, the open interest changed by 79 which increased total open position to 280


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 6.65, which was -0.7 lower than the previous day. The implied volatity was 29.76, the open interest changed by 32 which increased total open position to 202


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 7.55, which was 0.15 higher than the previous day. The implied volatity was 29.05, the open interest changed by 9 which increased total open position to 169


On 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 7.4, which was -0.65 lower than the previous day. The implied volatity was 28.47, the open interest changed by 84 which increased total open position to 155


On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 8.05, which was 1.1 higher than the previous day. The implied volatity was 30.57, the open interest changed by 8 which increased total open position to 69


On 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was 31.76, the open interest changed by 25 which increased total open position to 61


On 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 8.8, which was -0.75 lower than the previous day. The implied volatity was 27.98, the open interest changed by 2 which increased total open position to 35


On 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 9.55, which was 1.2 higher than the previous day. The implied volatity was 23.30, the open interest changed by 5 which increased total open position to 33


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 8.35, which was 2.75 higher than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 27


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 5.6, which was -3.4 lower than the previous day. The implied volatity was 28.00, the open interest changed by 9 which increased total open position to 27


On 6 Feb TATASTEEL was trading at 132.54. The strike last trading price was 9, which was 1.25 higher than the previous day. The implied volatity was 29.60, the open interest changed by 0 which decreased total open position to 17


On 5 Feb TATASTEEL was trading at 134.40. The strike last trading price was 7.75, which was -0.8 lower than the previous day. The implied volatity was 28.24, the open interest changed by 1 which increased total open position to 16


On 4 Feb TATASTEEL was trading at 133.42. The strike last trading price was 8.55, which was -1.45 lower than the previous day. The implied volatity was 28.38, the open interest changed by -2 which decreased total open position to 14


On 3 Feb TATASTEEL was trading at 131.82. The strike last trading price was 10, which was -1.5 lower than the previous day. The implied volatity was 30.66, the open interest changed by 10 which increased total open position to 13


On 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 11.5, 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 31 Jan TATASTEEL was trading at 134.62. The strike last trading price was 11.5, 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 30 Jan TATASTEEL was trading at 131.12. The strike last trading price was 11.5, 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 29 Jan TATASTEEL was trading at 130.80. The strike last trading price was 11.5, 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 28 Jan TATASTEEL was trading at 128.62. The strike last trading price was 11.5, 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 27 Jan TATASTEEL was trading at 126.37. The strike last trading price was 11.5, 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 Jan TATASTEEL was trading at 129.74. The strike last trading price was 11.5, 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 23 Jan TATASTEEL was trading at 130.37. The strike last trading price was 11.5, which was 0.00 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 22 Jan TATASTEEL was trading at 128.92. The strike last trading price was 11.5, which was 0.00 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 Jan TATASTEEL was trading at 129.70. The strike last trading price was 11.5, which was 0.00 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 Jan TATASTEEL was trading at 131.66. The strike last trading price was 11.5, which was 6.35 higher than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 3


On 17 Jan TATASTEEL was trading at 130.28. The strike last trading price was 5.15, which was 0.00 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 16 Jan TATASTEEL was trading at 127.81. The strike last trading price was 5.15, which was 0.00 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 15 Jan TATASTEEL was trading at 126.53. The strike last trading price was 5.15, which was 0.00 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 14 Jan TATASTEEL was trading at 126.93. The strike last trading price was 5.15, which was 0.00 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 Jan TATASTEEL was trading at 122.93. The strike last trading price was 5.15, which was 0.00 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 Jan TATASTEEL was trading at 127.43. The strike last trading price was 5.15, which was 0.00 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 9 Jan TATASTEEL was trading at 129.93. The strike last trading price was 5.15, which was 0.00 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 8 Jan TATASTEEL was trading at 132.64. The strike last trading price was 5.15, which was 0.00 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 7 Jan TATASTEEL was trading at 133.38. The strike last trading price was 5.15, which was -2.85 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 30 Dec TATASTEEL was trading at 136.88. The strike last trading price was 8, which was lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0