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Related Pages for TATASTEEL
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TATASTEEL
Tata Steel Limited
138.91 -1.45 (-1.03%)

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Historical option data for TATASTEEL

27 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 30JAN2025 144 CE
Delta: 0.37
Vega: 0.16
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 2.35 22.89 82 45 45

For Tata Steel Limited - strike price 144 expiring on 30JAN2025

Delta for 144 CE is 0.37

Historical price for 144 CE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 22.89, the open interest changed by 45 which increased total open position to 45


TATASTEEL 30JAN2025 144 PE
Delta: -0.62
Vega: 0.16
Theta: -0.03
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
27 Dec 138.91 6.3 24.48 99 60 60

For Tata Steel Limited - strike price 144 expiring on 30JAN2025

Delta for 144 PE is -0.62

Historical price for 144 PE is as follows

On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was 24.48, the open interest changed by 60 which increased total open position to 60