TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.17
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 4.1 | -0.80 | 23.46 | 2,616 | 535 | 1,794 | |||
| 26 Dec | 140.36 | 4.9 | -0.60 | 22.35 | 1,893 | 445 | 1,258 | |||
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| 24 Dec | 140.38 | 5.5 | -0.90 | 23.92 | 1,847 | 472 | 817 | |||
| 23 Dec | 141.71 | 6.4 | 0.60 | 25.43 | 580 | 88 | 345 | |||
| 20 Dec | 140.68 | 5.8 | -1.85 | 25.35 | 364 | 69 | 250 | |||
| 19 Dec | 143.26 | 7.65 | -0.80 | 25.84 | 317 | 65 | 181 | |||
| 18 Dec | 144.46 | 8.45 | -1.15 | 24.44 | 76 | 39 | 116 | |||
| 17 Dec | 145.68 | 9.6 | -1.45 | 26.07 | 66 | 38 | 77 | |||
| 16 Dec | 147.79 | 11.05 | -0.95 | 24.41 | 18 | 13 | 39 | |||
| 13 Dec | 148.95 | 12 | -1.00 | 24.02 | 5 | 4 | 25 | |||
| 12 Dec | 150.78 | 13 | -0.80 | 20.03 | 3 | 0 | 20 | |||
| 11 Dec | 150.60 | 13.8 | -0.60 | 25.02 | 11 | 7 | 18 | |||
| 10 Dec | 150.32 | 14.4 | 1.40 | 30.03 | 12 | 3 | 6 | |||
| 9 Dec | 149.88 | 13 | 1.00 | 24.04 | 2 | 0 | 2 | |||
| 6 Dec | 148.29 | 12 | 1.05 | 23.78 | 1 | 0 | 1 | |||
| 5 Dec | 147.07 | 10.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 10.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 146.54 | 10.95 | -5.55 | 24.21 | 1 | 0 | 0 | |||
| 2 Dec | 146.41 | 16.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 16.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 139.17 | 16.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 16.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 16.5 | 16.50 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 0 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 140 expiring on 30JAN2025
Delta for 140 CE is 0.53
Historical price for 140 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 4.1, which was -0.80 lower than the previous day. The implied volatity was 23.46, the open interest changed by 535 which increased total open position to 1794
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 22.35, the open interest changed by 445 which increased total open position to 1258
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 5.5, which was -0.90 lower than the previous day. The implied volatity was 23.92, the open interest changed by 472 which increased total open position to 817
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 6.4, which was 0.60 higher than the previous day. The implied volatity was 25.43, the open interest changed by 88 which increased total open position to 345
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 5.8, which was -1.85 lower than the previous day. The implied volatity was 25.35, the open interest changed by 69 which increased total open position to 250
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 7.65, which was -0.80 lower than the previous day. The implied volatity was 25.84, the open interest changed by 65 which increased total open position to 181
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 8.45, which was -1.15 lower than the previous day. The implied volatity was 24.44, the open interest changed by 39 which increased total open position to 116
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 9.6, which was -1.45 lower than the previous day. The implied volatity was 26.07, the open interest changed by 38 which increased total open position to 77
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 11.05, which was -0.95 lower than the previous day. The implied volatity was 24.41, the open interest changed by 13 which increased total open position to 39
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 12, which was -1.00 lower than the previous day. The implied volatity was 24.02, the open interest changed by 4 which increased total open position to 25
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 13, which was -0.80 lower than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 20
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 13.8, which was -0.60 lower than the previous day. The implied volatity was 25.02, the open interest changed by 7 which increased total open position to 18
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 14.4, which was 1.40 higher than the previous day. The implied volatity was 30.03, the open interest changed by 3 which increased total open position to 6
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 13, which was 1.00 higher than the previous day. The implied volatity was 24.04, the open interest changed by 0 which decreased total open position to 2
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 12, which was 1.05 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 1
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 10.95, 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 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 10.95, which was -5.55 lower than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 16.5, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 16.5, 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 16.5, 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 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 16.5, 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 16.5, which was 16.50 higher 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 0, 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 30JAN2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
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 | 4 | 0.50 | 24.45 | 2,767 | 197 | 2,027 |
| 26 Dec | 140.36 | 3.5 | 0.10 | 25.52 | 2,214 | 526 | 1,827 |
| 24 Dec | 140.38 | 3.4 | 0.05 | 25.14 | 1,661 | 476 | 1,290 |
| 23 Dec | 141.71 | 3.35 | -0.80 | 26.64 | 1,091 | 106 | 832 |
| 20 Dec | 140.68 | 4.15 | 1.15 | 27.33 | 766 | 42 | 722 |
| 19 Dec | 143.26 | 3 | 0.30 | 26.36 | 472 | 51 | 679 |
| 18 Dec | 144.46 | 2.7 | 0.30 | 26.95 | 630 | 6 | 628 |
| 17 Dec | 145.68 | 2.4 | 0.60 | 26.83 | 480 | 0 | 620 |
| 16 Dec | 147.79 | 1.8 | 0.20 | 26.17 | 238 | 4 | 619 |
| 13 Dec | 148.95 | 1.6 | 0.25 | 25.57 | 501 | 16 | 615 |
| 12 Dec | 150.78 | 1.35 | 0.05 | 25.68 | 311 | 107 | 602 |
| 11 Dec | 150.60 | 1.3 | -0.10 | 25.41 | 130 | 32 | 492 |
| 10 Dec | 150.32 | 1.4 | -0.25 | 25.60 | 378 | 144 | 459 |
| 9 Dec | 149.88 | 1.65 | -0.25 | 26.24 | 196 | 100 | 314 |
| 6 Dec | 148.29 | 1.9 | -0.40 | 25.20 | 130 | 35 | 201 |
| 5 Dec | 147.07 | 2.3 | -0.30 | 26.00 | 79 | 25 | 166 |
| 4 Dec | 145.85 | 2.6 | 0.05 | 25.75 | 118 | 91 | 140 |
| 3 Dec | 146.54 | 2.55 | -0.10 | 26.31 | 62 | 38 | 47 |
| 2 Dec | 146.41 | 2.65 | -0.70 | 26.33 | 8 | 5 | 8 |
| 29 Nov | 144.54 | 3.35 | -2.10 | 26.60 | 3 | 2 | 2 |
| 13 Nov | 139.17 | 5.45 | 0.00 | 1.04 | 0 | 0 | 0 |
| 7 Nov | 150.95 | 5.45 | 0.00 | 6.33 | 0 | 0 | 0 |
| 5 Nov | 152.29 | 5.45 | 0.00 | 6.01 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 5.45 | 4.28 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 140 expiring on 30JAN2025
Delta for 140 PE is -0.47
Historical price for 140 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 4, which was 0.50 higher than the previous day. The implied volatity was 24.45, the open interest changed by 197 which increased total open position to 2027
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 3.5, which was 0.10 higher than the previous day. The implied volatity was 25.52, the open interest changed by 526 which increased total open position to 1827
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 476 which increased total open position to 1290
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 3.35, which was -0.80 lower than the previous day. The implied volatity was 26.64, the open interest changed by 106 which increased total open position to 832
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 4.15, which was 1.15 higher than the previous day. The implied volatity was 27.33, the open interest changed by 42 which increased total open position to 722
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 26.36, the open interest changed by 51 which increased total open position to 679
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 2.7, which was 0.30 higher than the previous day. The implied volatity was 26.95, the open interest changed by 6 which increased total open position to 628
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 26.83, the open interest changed by 0 which decreased total open position to 620
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 26.17, the open interest changed by 4 which increased total open position to 619
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 25.57, the open interest changed by 16 which increased total open position to 615
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 25.68, the open interest changed by 107 which increased total open position to 602
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 25.41, the open interest changed by 32 which increased total open position to 492
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 25.60, the open interest changed by 144 which increased total open position to 459
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 26.24, the open interest changed by 100 which increased total open position to 314
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was 25.20, the open interest changed by 35 which increased total open position to 201
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 26.00, the open interest changed by 25 which increased total open position to 166
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 2.6, which was 0.05 higher than the previous day. The implied volatity was 25.75, the open interest changed by 91 which increased total open position to 140
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was 26.31, the open interest changed by 38 which increased total open position to 47
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 2.65, which was -0.70 lower than the previous day. The implied volatity was 26.33, the open interest changed by 5 which increased total open position to 8
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 3.35, which was -2.10 lower than the previous day. The implied volatity was 26.60, the open interest changed by 2 which increased total open position to 2
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 5.45, which was 0.00 lower than the previous day. The implied volatity was 6.01, 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 5.45, which was lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
