TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:33 AM IST
| TATASTEEL 26DEC2024 142.5 CE | ||||||||||
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Delta: 0.86
Vega: 0.07
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.42 | 7.9 | -1.45 | 24.38 | 74 | -1 | 653 | |||
| 11 Dec | 150.60 | 9.35 | 0.15 | 27.86 | 146 | -11 | 653 | |||
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| 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 0.86
Historical price for 142.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.42. The strike last trading price was 7.9, which was -1.45 lower than the previous day. The implied volatity was 24.38, the open interest changed by -1 which decreased total open position to 653
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: -0.17
Vega: 0.07
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.42 | 0.75 | 0.15 | 27.29 | 364 | -5 | 792 |
| 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 -0.17
Historical price for 142.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.42. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 27.29, the open interest changed by -5 which decreased total open position to 792
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
