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

149.67 -0.93 (-0.62%)

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Historical option data for TATASTEEL

12 Dec 2024 10:03 AM IST
TATASTEEL 26DEC2024 142.5 CE
Delta: 0.85
Vega: 0.07
Theta: -0.10
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 149.53 8.2 -1.15 26.01 43 4 658
11 Dec 150.60 9.35 0.15 27.86 146 -11 653
10 Dec 150.32 9.2 0.65 27.65 204 -31 662
9 Dec 149.88 8.55 0.95 25.43 900 171 695
6 Dec 148.29 7.6 1.10 26.10 420 -13 523
5 Dec 147.07 6.5 0.50 22.07 637 -64 537
4 Dec 145.85 6 -0.45 24.66 736 8 609
3 Dec 146.54 6.45 -0.25 23.44 740 215 603
2 Dec 146.41 6.7 0.95 26.05 368 2 386
29 Nov 144.54 5.75 0.20 26.28 545 14 384
28 Nov 143.39 5.55 -0.50 27.64 533 105 372
27 Nov 144.53 6.05 0.00 26.23 404 33 266
26 Nov 144.47 6.05 0.15 26.52 161 3 231
25 Nov 143.67 5.9 0.50 27.13 332 125 231
22 Nov 142.78 5.4 0.90 27.12 511 136 242
21 Nov 140.22 4.5 0.10 29.09 231 19 106
20 Nov 139.46 4.4 0.00 28.67 174 45 87
19 Nov 139.46 4.4 -0.85 28.67 174 45 87
18 Nov 141.21 5.25 1.60 28.43 132 27 41
14 Nov 137.98 3.65 -8.70 26.03 35 13 13
13 Nov 139.17 12.35 0.00 0.91 0 0 0
12 Nov 144.17 12.35 0.00 - 0 0 0
11 Nov 145.01 12.35 0.00 - 0 0 0
8 Nov 147.57 12.35 0.00 - 0 0 0
7 Nov 150.95 12.35 0.00 - 0 0 0
6 Nov 153.62 12.35 0.00 - 0 0 0
5 Nov 152.29 12.35 0.00 - 0 0 0
4 Nov 146.95 12.35 12.35 - 0 0 0
1 Nov 149.75 0 - 0 0 0


For Tata Steel Limited - strike price 142.5 expiring on 26DEC2024

Delta for 142.5 CE is 0.85

Historical price for 142.5 CE is as follows

On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 8.2, which was -1.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by 4 which increased total open position to 658


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 9.35, which was 0.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by -11 which decreased total open position to 653


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 9.2, which was 0.65 higher than the previous day. The implied volatity was 27.65, the open interest changed by -31 which decreased total open position to 662


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 8.55, which was 0.95 higher than the previous day. The implied volatity was 25.43, the open interest changed by 171 which increased total open position to 695


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 7.6, which was 1.10 higher than the previous day. The implied volatity was 26.10, the open interest changed by -13 which decreased total open position to 523


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 6.5, which was 0.50 higher than the previous day. The implied volatity was 22.07, the open interest changed by -64 which decreased total open position to 537


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 6, which was -0.45 lower than the previous day. The implied volatity was 24.66, the open interest changed by 8 which increased total open position to 609


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 6.45, which was -0.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 215 which increased total open position to 603


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 6.7, which was 0.95 higher than the previous day. The implied volatity was 26.05, the open interest changed by 2 which increased total open position to 386


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 5.75, which was 0.20 higher than the previous day. The implied volatity was 26.28, the open interest changed by 14 which increased total open position to 384


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 5.55, which was -0.50 lower than the previous day. The implied volatity was 27.64, the open interest changed by 105 which increased total open position to 372


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 33 which increased total open position to 266


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 6.05, which was 0.15 higher than the previous day. The implied volatity was 26.52, the open interest changed by 3 which increased total open position to 231


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 5.9, which was 0.50 higher than the previous day. The implied volatity was 27.13, the open interest changed by 125 which increased total open position to 231


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 5.4, which was 0.90 higher than the previous day. The implied volatity was 27.12, the open interest changed by 136 which increased total open position to 242


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 4.5, which was 0.10 higher than the previous day. The implied volatity was 29.09, the open interest changed by 19 which increased total open position to 106


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by 45 which increased total open position to 87


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 28.67, the open interest changed by 45 which increased total open position to 87


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 5.25, which was 1.60 higher than the previous day. The implied volatity was 28.43, the open interest changed by 27 which increased total open position to 41


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 3.65, which was -8.70 lower than the previous day. The implied volatity was 26.03, the open interest changed by 13 which increased total open position to 13


On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 12.35, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 12.35, 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 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 12.35, 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 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 12.35, 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 12.35, 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 12.35, 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 12.35, 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 12.35, which was 12.35 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 26DEC2024 142.5 PE
Delta: -0.16
Vega: 0.07
Theta: -0.06
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 149.53 0.7 0.10 27.35 269 26 823
11 Dec 150.60 0.6 -0.10 27.63 1,051 4 798
10 Dec 150.32 0.7 -0.15 27.69 1,708 -102 795
9 Dec 149.88 0.85 -0.30 27.45 2,050 151 898
6 Dec 148.29 1.15 -0.35 25.42 1,056 88 748
5 Dec 147.07 1.5 -0.40 25.90 1,329 -8 660
4 Dec 145.85 1.9 0.10 25.82 1,494 -70 669
3 Dec 146.54 1.8 -0.15 26.23 971 126 748
2 Dec 146.41 1.95 -0.65 26.39 1,105 46 620
29 Nov 144.54 2.6 -0.75 25.27 911 220 580
28 Nov 143.39 3.35 0.40 27.76 1,008 74 369
27 Nov 144.53 2.95 -0.20 27.32 484 110 294
26 Nov 144.47 3.15 -0.55 27.72 225 21 185
25 Nov 143.67 3.7 -0.30 29.45 377 57 165
22 Nov 142.78 4 -1.55 26.95 181 17 125
21 Nov 140.22 5.55 -0.55 28.57 35 20 108
20 Nov 139.46 6.1 0.00 29.89 75 14 89
19 Nov 139.46 6.1 0.90 29.89 75 15 89
18 Nov 141.21 5.2 -1.80 29.12 119 68 74
14 Nov 137.98 7 1.90 29.18 3 2 5
13 Nov 139.17 5.1 0.90 23.47 2 1 2
12 Nov 144.17 4.2 -0.50 28.51 1 0 0
11 Nov 145.01 4.7 0.00 3.06 0 0 0
8 Nov 147.57 4.7 0.00 4.21 0 0 0
7 Nov 150.95 4.7 0.00 6.33 0 0 0
6 Nov 153.62 4.7 0.00 7.65 0 0 0
5 Nov 152.29 4.7 0.00 6.89 0 0 0
4 Nov 146.95 4.7 4.70 4.04 0 0 0
1 Nov 149.75 0 5.50 0 0 0


For Tata Steel Limited - strike price 142.5 expiring on 26DEC2024

Delta for 142.5 PE is -0.16

Historical price for 142.5 PE is as follows

On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 27.35, the open interest changed by 26 which increased total open position to 823


On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 27.63, the open interest changed by 4 which increased total open position to 798


On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 27.69, the open interest changed by -102 which decreased total open position to 795


On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 27.45, the open interest changed by 151 which increased total open position to 898


On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 25.42, the open interest changed by 88 which increased total open position to 748


On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was 25.90, the open interest changed by -8 which decreased total open position to 660


On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 25.82, the open interest changed by -70 which decreased total open position to 669


On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 26.23, the open interest changed by 126 which increased total open position to 748


On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 26.39, the open interest changed by 46 which increased total open position to 620


On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 25.27, the open interest changed by 220 which increased total open position to 580


On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 3.35, which was 0.40 higher than the previous day. The implied volatity was 27.76, the open interest changed by 74 which increased total open position to 369


On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 2.95, which was -0.20 lower than the previous day. The implied volatity was 27.32, the open interest changed by 110 which increased total open position to 294


On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 27.72, the open interest changed by 21 which increased total open position to 185


On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 3.7, which was -0.30 lower than the previous day. The implied volatity was 29.45, the open interest changed by 57 which increased total open position to 165


On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 4, which was -1.55 lower than the previous day. The implied volatity was 26.95, the open interest changed by 17 which increased total open position to 125


On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 5.55, which was -0.55 lower than the previous day. The implied volatity was 28.57, the open interest changed by 20 which increased total open position to 108


On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 29.89, the open interest changed by 14 which increased total open position to 89


On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 6.1, which was 0.90 higher than the previous day. The implied volatity was 29.89, the open interest changed by 15 which increased total open position to 89


On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 5.2, which was -1.80 lower than the previous day. The implied volatity was 29.12, the open interest changed by 68 which increased total open position to 74


On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 7, which was 1.90 higher than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 5


On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 5.1, which was 0.90 higher than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 2


On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0


On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 4.7, 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 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 7.65, 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 4.7, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 4.7, which was 4.70 higher than the previous day. The implied volatity was 4.04, 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 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0