`
Related Pages for TATASTEEL
[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited
138.85 -2.67 (-1.89%)

Back to Option Chain

Historical option data for TATASTEEL

25 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 29MAY2025 142.5 CE
Delta: 0.44
Vega: 0.17
Theta: -0.09
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
25 Apr 138.85 4.05 -1.5 30.93 2,168 95 842
24 Apr 141.52 5.5 -0.05 30.66 1,847 461 748
23 Apr 141.16 5.4 0.5 31.73 411 56 289
22 Apr 138.16 4.65 -0.5 34.28 683 143 234
21 Apr 139.18 5.1 0.7 32.31 140 79 90
17 Apr 137.14 4.4 0 32.13 9 2 8
16 Apr 136.97 4.4 0.15 32.00 5 4 5
15 Apr 136.41 4.25 0 0.00 0 1 0
11 Apr 133.42 4.25 -13.4 36.69 2 1 1
9 Apr 127.18 17.65 0 8.32 0 0 0
8 Apr 130.28 17.65 0 6.62 0 0 0
7 Apr 129.48 17.65 0 6.42 0 0 0
4 Apr 140.39 17.65 0 - 0 0 0
3 Apr 153.62 17.65 0 - 0 0 0
2 Apr 154.69 17.65 0 - 0 0 0
1 Apr 153.12 17.65 0 - 0 0 0
28 Mar 154.24 17.65 0 - 0 0 0

For Tata Steel Limited - strike price 142.5 expiring on 29MAY2025

Delta for 142.5 CE is 0.44

Historical price for 142.5 CE is as follows

On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 4.05, which was -1.5 lower than the previous day. The implied volatity was 30.93, the open interest changed by 95 which increased total open position to 842


On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 5.5, which was -0.05 lower than the previous day. The implied volatity was 30.66, the open interest changed by 461 which increased total open position to 748


On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 5.4, which was 0.5 higher than the previous day. The implied volatity was 31.73, the open interest changed by 56 which increased total open position to 289


On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 4.65, which was -0.5 lower than the previous day. The implied volatity was 34.28, the open interest changed by 143 which increased total open position to 234


On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 5.1, which was 0.7 higher than the previous day. The implied volatity was 32.31, the open interest changed by 79 which increased total open position to 90


On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 32.13, the open interest changed by 2 which increased total open position to 8


On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 4.4, which was 0.15 higher than the previous day. The implied volatity was 32.00, the open interest changed by 4 which increased total open position to 5


On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.25, which was 0 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 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.25, which was -13.4 lower than the previous day. The implied volatity was 36.69, the open interest changed by 1 which increased total open position to 1


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 17.65, 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 Apr TATASTEEL was trading at 153.62. The strike last trading price was 17.65, 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 17.65, 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 17.65, 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 17.65, 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 142.5 PE
Delta: -0.54
Vega: 0.17
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
25 Apr 138.85 7.75 2.15 37.27 850 59 878
24 Apr 141.52 5.6 -0.45 32.95 1,575 604 827
23 Apr 141.16 6.25 -2.15 34.27 207 72 223
22 Apr 138.16 8.25 0.9 37.20 230 129 150
21 Apr 139.18 7.2 -1.3 35.52 29 11 20
17 Apr 137.14 8.5 -0.6 34.70 11 6 8
16 Apr 136.97 9.1 6.15 37.23 2 0 0
15 Apr 136.41 2.95 0 - 0 0 0
11 Apr 133.42 2.95 0 - 0 0 0
9 Apr 127.18 2.95 0 - 0 0 0
8 Apr 130.28 2.95 0 - 0 0 0
7 Apr 129.48 2.95 0 - 0 0 0
4 Apr 140.39 2.95 0 0.25 0 0 0
3 Apr 153.62 2.95 0 7.41 0 0 0
2 Apr 154.69 2.95 0 7.82 0 0 0
1 Apr 153.12 2.95 0 7.33 0 0 0
28 Mar 154.24 2.95 0 7.25 0 0 0

For Tata Steel Limited - strike price 142.5 expiring on 29MAY2025

Delta for 142.5 PE is -0.54

Historical price for 142.5 PE is as follows

On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 7.75, which was 2.15 higher than the previous day. The implied volatity was 37.27, the open interest changed by 59 which increased total open position to 878


On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 5.6, which was -0.45 lower than the previous day. The implied volatity was 32.95, the open interest changed by 604 which increased total open position to 827


On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 6.25, which was -2.15 lower than the previous day. The implied volatity was 34.27, the open interest changed by 72 which increased total open position to 223


On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 8.25, which was 0.9 higher than the previous day. The implied volatity was 37.20, the open interest changed by 129 which increased total open position to 150


On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 7.2, which was -1.3 lower than the previous day. The implied volatity was 35.52, the open interest changed by 11 which increased total open position to 20


On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 8.5, which was -0.6 lower than the previous day. The implied volatity was 34.70, the open interest changed by 6 which increased total open position to 8


On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 9.1, which was 6.15 higher than the previous day. The implied volatity was 37.23, the open interest changed by 0 which decreased total open position to 0


On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 2.95, 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 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 2.95, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 2.95, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 2.95, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 2.95, 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 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.95, which was 0 lower than the previous day. The implied volatity was 7.41, 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 2.95, which was 0 lower than the previous day. The implied volatity was 7.82, 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 2.95, which was 0 lower than the previous day. The implied volatity was 7.33, 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 2.95, which was 0 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0