TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.17
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 2.95 | -0.65 | 23.20 | 1,372 | 215 | 952 | |||
| 26 Dec | 140.36 | 3.6 | -0.55 | 22.21 | 1,299 | 307 | 738 | |||
| 24 Dec | 140.38 | 4.15 | -0.85 | 23.63 | 937 | 220 | 431 | |||
| 23 Dec | 141.71 | 5 | 0.35 | 25.26 | 474 | 88 | 203 | |||
| 20 Dec | 140.68 | 4.65 | -1.50 | 25.93 | 230 | 55 | 115 | |||
| 19 Dec | 143.26 | 6.15 | -0.70 | 25.67 | 142 | 25 | 59 | |||
| 18 Dec | 144.46 | 6.85 | -1.05 | 24.41 | 48 | 26 | 34 | |||
| 17 Dec | 145.68 | 7.9 | -3.75 | 25.76 | 9 | 7 | 7 | |||
| 16 Dec | 147.79 | 11.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 148.95 | 11.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 150.78 | 11.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 11.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 150.32 | 11.65 | 3.30 | 24.52 | 1 | 0 | 1 | |||
| 9 Dec | 149.88 | 8.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 8.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 8.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 145.85 | 8.35 | -1.30 | 22.47 | 2 | 1 | 1 | |||
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| 3 Dec | 146.54 | 9.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 9.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 9.65 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 142.5 expiring on 30JAN2025
Delta for 142.5 CE is 0.43
Historical price for 142.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 23.20, the open interest changed by 215 which increased total open position to 952
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 22.21, the open interest changed by 307 which increased total open position to 738
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 23.63, the open interest changed by 220 which increased total open position to 431
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 5, which was 0.35 higher than the previous day. The implied volatity was 25.26, the open interest changed by 88 which increased total open position to 203
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 4.65, which was -1.50 lower than the previous day. The implied volatity was 25.93, the open interest changed by 55 which increased total open position to 115
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 6.15, which was -0.70 lower than the previous day. The implied volatity was 25.67, the open interest changed by 25 which increased total open position to 59
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 6.85, which was -1.05 lower than the previous day. The implied volatity was 24.41, the open interest changed by 26 which increased total open position to 34
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 7.9, which was -3.75 lower than the previous day. The implied volatity was 25.76, the open interest changed by 7 which increased total open position to 7
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 11.65, 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 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 11.65, 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 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 11.65, 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 11.65, which was 3.30 higher than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 1
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 8.35, 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 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 8.35, 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 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 8.35, 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 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 8.35, which was -1.30 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 1
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 9.65, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 9.65, 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 9.65, 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 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
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 | 5.4 | 0.75 | 24.65 | 687 | 98 | 613 |
| 26 Dec | 140.36 | 4.65 | 0.20 | 25.14 | 812 | 204 | 509 |
| 24 Dec | 140.38 | 4.45 | 0.10 | 24.40 | 539 | 160 | 309 |
| 23 Dec | 141.71 | 4.35 | -1.05 | 26.01 | 270 | 57 | 150 |
| 20 Dec | 140.68 | 5.4 | 1.40 | 27.48 | 89 | 17 | 92 |
| 19 Dec | 143.26 | 4 | 0.50 | 26.31 | 90 | 43 | 74 |
| 18 Dec | 144.46 | 3.5 | 0.40 | 26.33 | 39 | 15 | 32 |
| 17 Dec | 145.68 | 3.1 | 0.70 | 26.07 | 20 | 10 | 17 |
| 16 Dec | 147.79 | 2.4 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Dec | 148.95 | 2.4 | 0.20 | 26.54 | 5 | 3 | 6 |
| 12 Dec | 150.78 | 2.2 | 0.00 | 27.47 | 1 | 0 | 2 |
| 11 Dec | 150.60 | 2.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 150.32 | 2.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 149.88 | 2.2 | -4.75 | 25.89 | 2 | 1 | 1 |
| 6 Dec | 148.29 | 6.95 | 0.00 | 4.54 | 0 | 0 | 0 |
| 5 Dec | 147.07 | 6.95 | 0.00 | 3.99 | 0 | 0 | 0 |
| 4 Dec | 145.85 | 6.95 | 0.00 | 3.31 | 0 | 0 | 0 |
| 3 Dec | 146.54 | 6.95 | 0.00 | 3.69 | 0 | 0 | 0 |
| 2 Dec | 146.41 | 6.95 | 0.00 | 3.61 | 0 | 0 | 0 |
| 29 Nov | 144.54 | 6.95 | 2.58 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 142.5 expiring on 30JAN2025
Delta for 142.5 PE is -0.57
Historical price for 142.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 5.4, which was 0.75 higher than the previous day. The implied volatity was 24.65, the open interest changed by 98 which increased total open position to 613
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 4.65, which was 0.20 higher than the previous day. The implied volatity was 25.14, the open interest changed by 204 which increased total open position to 509
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 4.45, which was 0.10 higher than the previous day. The implied volatity was 24.40, the open interest changed by 160 which increased total open position to 309
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 4.35, which was -1.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by 57 which increased total open position to 150
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 5.4, which was 1.40 higher than the previous day. The implied volatity was 27.48, the open interest changed by 17 which increased total open position to 92
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 4, which was 0.50 higher than the previous day. The implied volatity was 26.31, the open interest changed by 43 which increased total open position to 74
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 3.5, which was 0.40 higher than the previous day. The implied volatity was 26.33, the open interest changed by 15 which increased total open position to 32
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 3.1, which was 0.70 higher than the previous day. The implied volatity was 26.07, the open interest changed by 10 which increased total open position to 17
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 2.4, which was 0.20 higher than the previous day. The implied volatity was 26.54, the open interest changed by 3 which increased total open position to 6
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 2
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 2.2, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 2.2, which was -4.75 lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 1
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 6.95, which was lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
