TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 143 CE | ||||||||||
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Delta: 0.41
Vega: 0.16
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 2.75 | 23.16 | 115 | 62 | 62 | ||||
For Tata Steel Limited - strike price 143 expiring on 30JAN2025
Delta for 143 CE is 0.41
Historical price for 143 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 23.16, the open interest changed by 62 which increased total open position to 62
| TATASTEEL 30JAN2025 143 PE | |||||||
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Delta: -0.59
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 | 5.65 | 24.35 | 58 | 33 | 33 | |
For Tata Steel Limited - strike price 143 expiring on 30JAN2025
Delta for 143 PE is -0.59
Historical price for 143 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was 24.35, the open interest changed by 33 which increased total open position to 33
