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TATASTEEL
Tata Steel Limited

133.42 6.24 (4.91%)

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Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
TATASTEEL 24APR2025 142 CE
Delta: 0.23
Vega: 0.08
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 1.35 0.35 40.57 1,009 -33 669
9 Apr 127.18 1 -0.45 49.02 1,038 87 699
8 Apr 130.28 1.5 -0.35 47.39 1,208 177 613
7 Apr 129.48 1.9 -2.05 50.20 1,732 86 433
4 Apr 140.39 4.1 -10.4 33.22 1,038 320 364
3 Apr 153.62 14.5 0 0.00 0 3 0
2 Apr 154.69 14.5 1.9 33.69 3 2 43
1 Apr 153.12 12.6 -0.8 25.81 20 4 42
28 Mar 154.24 13.4 -5.1 23.74 43 37 38
27 Mar 155.42 18.5 0 0.00 0 0 0
26 Mar 155.81 18.5 0 0.00 0 0 0
25 Mar 156.73 18.5 0 0.00 0 0 0
24 Mar 158.42 18.5 0 0.00 0 1 0
21 Mar 157.28 18.5 13.35 42.38 1 0 0
20 Mar 159.04 5.15 0 - 0 0 0
19 Mar 158.60 5.15 0 - 0 0 0
18 Mar 154.66 5.15 0 - 0 0 0
17 Mar 151.81 5.15 0 - 0 0 0
13 Mar 150.88 5.15 0 - 0 0 0
12 Mar 150.30 5.15 0 - 0 0 0
11 Mar 150.75 5.15 0 - 0 0 0
10 Mar 151.05 5.15 0 - 0 0 0
7 Mar 151.56 5.15 0 - 0 0 0
6 Mar 150.44 5.15 0 - 0 0 0
5 Mar 146.10 5.15 0 - 0 0 0
4 Mar 139.34 5.15 0 0.55 0 0 0
3 Mar 138.57 5.15 0 1.17 0 0 0
28 Feb 137.20 5.15 0 1.76 0 0 0
27 Feb 138.69 5.15 0 0.71 0 0 0
26 Feb 137.00 5.15 0 1.70 0 0 0
25 Feb 137.07 5.15 0 1.70 0 0 0
24 Feb 137.65 5.15 0 1.45 0 0 0
21 Feb 140.76 5.15 0 - 0 0 0
20 Feb 138.04 5.15 0 1.05 0 0 0
19 Feb 135.76 5.15 0 1.71 0 0 0
18 Feb 134.54 5.15 0 4.24 0 0 0
17 Feb 134.29 5.15 0 3.64 0 0 0
14 Feb 134.47 5.15 0 2.43 0 0 0
13 Feb 136.25 5.15 0 1.10 0 0 0
12 Feb 132.28 5.15 0 3.86 0 0 0
11 Feb 130.11 5.15 0 3.39 0 0 0
10 Feb 134.04 5.15 0 2.80 0 0 0
7 Feb 138.31 5.15 0 0.86 0 0 0
1 Feb 132.97 5.15 0 3.21 0 0 0


For Tata Steel Limited - strike price 142 expiring on 24APR2025

Delta for 142 CE is 0.23

Historical price for 142 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 40.57, the open interest changed by -33 which decreased total open position to 669


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 49.02, the open interest changed by 87 which increased total open position to 699


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 47.39, the open interest changed by 177 which increased total open position to 613


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.9, which was -2.05 lower than the previous day. The implied volatity was 50.20, the open interest changed by 86 which increased total open position to 433


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 4.1, which was -10.4 lower than the previous day. The implied volatity was 33.22, the open interest changed by 320 which increased total open position to 364


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 14.5, which was 1.9 higher than the previous day. The implied volatity was 33.69, the open interest changed by 2 which increased total open position to 43


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 12.6, which was -0.8 lower than the previous day. The implied volatity was 25.81, the open interest changed by 4 which increased total open position to 42


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 13.4, which was -5.1 lower than the previous day. The implied volatity was 23.74, the open interest changed by 37 which increased total open position to 38


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 18.5, which was 0 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 18.5, which was 0 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 18.5, which was 0 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 18.5, 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 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 18.5, which was 13.35 higher than the previous day. The implied volatity was 42.38, the open interest changed by 0 which decreased total open position to 0


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 5.15, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 5.15, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 5.15, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 5.15, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5.15, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 5.15, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 5.15, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 5.15, 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 Mar TATASTEEL was trading at 151.56. The strike last trading price was 5.15, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 5.15, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 5.15, 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 Mar TATASTEEL was trading at 139.34. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 5.15, 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 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0


On 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


On 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0


On 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TATASTEEL was trading at 132.97. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 24APR2025 142 PE
Delta: -0.76
Vega: 0.08
Theta: -0.10
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 9.5 -5.75 42.17 185 -39 413
9 Apr 127.18 15.25 2.6 51.87 38 -3 453
8 Apr 130.28 12.95 -1.05 48.90 162 34 455
7 Apr 129.48 13.75 8.75 58.00 897 -43 422
4 Apr 140.39 4.85 4.2 34.71 1,857 345 469
3 Apr 153.62 0.65 0 30.69 83 15 125
2 Apr 154.69 0.65 -0.15 31.58 118 21 110
1 Apr 153.12 0.8 0 30.43 100 33 90
28 Mar 154.24 0.85 0.05 29.98 90 53 57
27 Mar 155.42 0.8 -12.85 30.88 4 0 0
26 Mar 155.81 13.65 0 10.22 0 0 0
25 Mar 156.73 13.65 0 10.77 0 0 0
24 Mar 158.42 13.65 0 11.70 0 0 0
21 Mar 157.28 13.65 0 10.73 0 0 0
20 Mar 159.04 13.65 0 11.58 0 0 0
19 Mar 158.60 13.65 0 11.24 0 0 0
18 Mar 154.66 13.65 0 9.16 0 0 0
17 Mar 151.81 13.65 0 7.58 0 0 0
13 Mar 150.88 13.65 0 6.71 0 0 0
12 Mar 150.30 13.65 0 6.45 0 0 0
11 Mar 150.75 13.65 0 6.65 0 0 0
10 Mar 151.05 13.65 0 6.54 0 0 0
7 Mar 151.56 13.65 0 6.84 0 0 0
6 Mar 150.44 13.65 0 5.86 0 0 0
5 Mar 146.10 13.65 0 3.54 0 0 0
4 Mar 139.34 13.65 0 - 0 0 0
3 Mar 138.57 13.65 0 - 0 0 0
28 Feb 137.20 13.65 0 - 0 0 0
27 Feb 138.69 13.65 0 - 0 0 0
26 Feb 137.00 13.65 0 - 0 0 0
25 Feb 137.07 13.65 0 - 0 0 0
24 Feb 137.65 13.65 0 - 0 0 0
21 Feb 140.76 13.65 0 0.19 0 0 0
20 Feb 138.04 0 0 - 0 0 0
19 Feb 135.76 0 0 - 0 0 0
18 Feb 134.54 0 0 - 0 0 0
17 Feb 134.29 0 0 - 0 0 0
14 Feb 134.47 0 0 - 0 0 0
13 Feb 136.25 0 0 - 0 0 0
12 Feb 132.28 0 0 - 0 0 0
11 Feb 130.11 0 0 - 0 0 0
10 Feb 134.04 0 0 - 0 0 0
7 Feb 138.31 0 0 - 0 0 0
1 Feb 132.97 0 0 - 0 0 0


For Tata Steel Limited - strike price 142 expiring on 24APR2025

Delta for 142 PE is -0.76

Historical price for 142 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 9.5, which was -5.75 lower than the previous day. The implied volatity was 42.17, the open interest changed by -39 which decreased total open position to 413


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 15.25, which was 2.6 higher than the previous day. The implied volatity was 51.87, the open interest changed by -3 which decreased total open position to 453


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 12.95, which was -1.05 lower than the previous day. The implied volatity was 48.90, the open interest changed by 34 which increased total open position to 455


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 13.75, which was 8.75 higher than the previous day. The implied volatity was 58.00, the open interest changed by -43 which decreased total open position to 422


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 4.85, which was 4.2 higher than the previous day. The implied volatity was 34.71, the open interest changed by 345 which increased total open position to 469


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 30.69, the open interest changed by 15 which increased total open position to 125


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 31.58, the open interest changed by 21 which increased total open position to 110


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 30.43, the open interest changed by 33 which increased total open position to 90


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 29.98, the open interest changed by 53 which increased total open position to 57


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.8, which was -12.85 lower than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 0


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 10.22, the open interest changed by 0 which decreased total open position to 0


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 10.77, the open interest changed by 0 which decreased total open position to 0


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 11.70, the open interest changed by 0 which decreased total open position to 0


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 10.73, the open interest changed by 0 which decreased total open position to 0


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 11.58, the open interest changed by 0 which decreased total open position to 0


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 11.24, the open interest changed by 0 which decreased total open position to 0


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 0


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0


On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 13.65, 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 Mar TATASTEEL was trading at 138.57. The strike last trading price was 13.65, 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 Feb TATASTEEL was trading at 137.20. The strike last trading price was 13.65, 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 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 13.65, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 13.65, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 13.65, 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 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 13.65, 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 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 0, 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 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 0, 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 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 0, 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 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 0, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 0, 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 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 0, 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 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 130.11. The strike last trading price was 0, 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 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 132.97. The strike last trading price was 0, 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