TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.07
Theta: -0.12
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 1.2 | 0.25 | 39.93 | 761 | 108 | 568 | |||
| 9 Apr | 127.18 | 0.95 | -0.4 | 49.27 | 853 | 27 | 461 | |||
| 8 Apr | 130.28 | 1.4 | -0.4 | 47.26 | 839 | 30 | 432 | |||
|
|
||||||||||
| 7 Apr | 129.48 | 1.85 | -1.9 | 50.80 | 1,657 | 55 | 400 | |||
| 4 Apr | 140.39 | 3.75 | -11.15 | 32.28 | 951 | 344 | 344 | |||
| 3 Apr | 153.62 | 14.9 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 14.9 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 14.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 14.9 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 142.5 expiring on 24APR2025
Delta for 142.5 CE is 0.22
Historical price for 142.5 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 39.93, the open interest changed by 108 which increased total open position to 568
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 49.27, the open interest changed by 27 which increased total open position to 461
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 47.26, the open interest changed by 30 which increased total open position to 432
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.85, which was -1.9 lower than the previous day. The implied volatity was 50.80, the open interest changed by 55 which increased total open position to 400
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 3.75, which was -11.15 lower than the previous day. The implied volatity was 32.28, the open interest changed by 344 which increased total open position to 344
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 14.9, 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 14.9, 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 14.9, 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 14.9, 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 24APR2025 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.08
Theta: -0.09
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 9.9 | -5.8 | 42.28 | 162 | -15 | 105 |
| 9 Apr | 127.18 | 15.7 | 2.9 | 52.23 | 52 | -1 | 123 |
| 8 Apr | 130.28 | 12.8 | -1.65 | 41.41 | 12 | 1 | 125 |
| 7 Apr | 129.48 | 14 | 8.85 | 56.56 | 247 | -22 | 124 |
| 4 Apr | 140.39 | 5.1 | 4.5 | 34.56 | 774 | 106 | 146 |
| 3 Apr | 153.62 | 0.6 | -0.1 | 29.08 | 17 | 9 | 40 |
| 2 Apr | 154.69 | 0.7 | -0.15 | 31.39 | 15 | -1 | 30 |
| 1 Apr | 153.12 | 0.85 | 0.05 | 30.12 | 43 | 26 | 29 |
| 28 Mar | 154.24 | 0.8 | -0.4 | 28.59 | 6 | 3 | 3 |
For Tata Steel Limited - strike price 142.5 expiring on 24APR2025
Delta for 142.5 PE is -0.77
Historical price for 142.5 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 9.9, which was -5.8 lower than the previous day. The implied volatity was 42.28, the open interest changed by -15 which decreased total open position to 105
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 15.7, which was 2.9 higher than the previous day. The implied volatity was 52.23, the open interest changed by -1 which decreased total open position to 123
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 12.8, which was -1.65 lower than the previous day. The implied volatity was 41.41, the open interest changed by 1 which increased total open position to 125
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 14, which was 8.85 higher than the previous day. The implied volatity was 56.56, the open interest changed by -22 which decreased total open position to 124
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 5.1, which was 4.5 higher than the previous day. The implied volatity was 34.56, the open interest changed by 106 which increased total open position to 146
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 29.08, the open interest changed by 9 which increased total open position to 40
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by -1 which decreased total open position to 30
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 30.12, the open interest changed by 26 which increased total open position to 29
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 28.59, the open interest changed by 3 which increased total open position to 3
