TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.16
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 3.15 | -1.25 | 30.99 | 3,668 | 126 | 1,562 | |||
| 24 Apr | 141.52 | 4.35 | -0.05 | 30.50 | 2,679 | 507 | 1,445 | |||
| 23 Apr | 141.16 | 4.25 | 0.4 | 31.30 | 1,725 | 261 | 938 | |||
| 22 Apr | 138.16 | 3.8 | -0.35 | 34.64 | 1,895 | 258 | 671 | |||
| 21 Apr | 139.18 | 4.2 | 0.9 | 32.89 | 1,085 | 132 | 413 | |||
| 17 Apr | 137.14 | 3.3 | -0.3 | 30.84 | 383 | 90 | 279 | |||
| 16 Apr | 136.97 | 3.55 | -0.1 | 32.11 | 213 | 26 | 187 | |||
| 15 Apr | 136.41 | 3.75 | 0.3 | 33.61 | 252 | 6 | 160 | |||
| 11 Apr | 133.42 | 3.4 | 0.65 | 36.12 | 128 | 31 | 154 | |||
| 9 Apr | 127.18 | 2.75 | -0.5 | 41.92 | 88 | 26 | 123 | |||
| 8 Apr | 130.28 | 3.1 | -0.25 | 39.12 | 113 | 15 | 100 | |||
| 7 Apr | 129.48 | 3.45 | -2 | 40.51 | 171 | 52 | 84 | |||
| 4 Apr | 140.39 | 5.55 | -6.75 | 29.97 | 51 | 30 | 31 | |||
| 3 Apr | 153.62 | 12.3 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 2 Apr | 154.69 | 12.3 | -3.6 | 14.68 | 1 | 0 | 0 | |||
| 1 Apr | 153.12 | 15.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 15.9 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 145 expiring on 29MAY2025
Delta for 145 CE is 0.37
Historical price for 145 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 3.15, which was -1.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 126 which increased total open position to 1562
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 4.35, which was -0.05 lower than the previous day. The implied volatity was 30.50, the open interest changed by 507 which increased total open position to 1445
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 4.25, which was 0.4 higher than the previous day. The implied volatity was 31.30, the open interest changed by 261 which increased total open position to 938
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 34.64, the open interest changed by 258 which increased total open position to 671
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 4.2, which was 0.9 higher than the previous day. The implied volatity was 32.89, the open interest changed by 132 which increased total open position to 413
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 3.3, which was -0.3 lower than the previous day. The implied volatity was 30.84, the open interest changed by 90 which increased total open position to 279
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was 32.11, the open interest changed by 26 which increased total open position to 187
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 3.75, which was 0.3 higher than the previous day. The implied volatity was 33.61, the open interest changed by 6 which increased total open position to 160
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 36.12, the open interest changed by 31 which increased total open position to 154
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 2.75, which was -0.5 lower than the previous day. The implied volatity was 41.92, the open interest changed by 26 which increased total open position to 123
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 39.12, the open interest changed by 15 which increased total open position to 100
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 3.45, which was -2 lower than the previous day. The implied volatity was 40.51, the open interest changed by 52 which increased total open position to 84
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 5.55, which was -6.75 lower than the previous day. The implied volatity was 29.97, the open interest changed by 30 which increased total open position to 31
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 12.3, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 12.3, which was -3.6 lower than the previous day. The implied volatity was 14.68, the open interest changed by 0 which decreased total open position to 0
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 15.9, 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 Mar TATASTEEL was trading at 154.24. The strike last trading price was 15.9, 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
| TATASTEEL 29MAY2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.16
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 9.2 | 2.3 | 36.78 | 1,166 | 382 | 1,280 |
| 24 Apr | 141.52 | 6.95 | -0.45 | 32.94 | 944 | 352 | 899 |
| 23 Apr | 141.16 | 7.6 | -2.3 | 34.01 | 808 | 50 | 545 |
| 22 Apr | 138.16 | 9.9 | 1.2 | 37.81 | 714 | 352 | 494 |
| 21 Apr | 139.18 | 8.65 | -1.55 | 35.46 | 125 | 49 | 137 |
| 17 Apr | 137.14 | 10.15 | -0.05 | 35.10 | 31 | 8 | 88 |
| 16 Apr | 136.97 | 10.2 | -1.3 | 34.63 | 47 | 32 | 80 |
| 15 Apr | 136.41 | 11.5 | -2 | 40.18 | 1 | 6 | 47 |
| 11 Apr | 133.42 | 13.5 | -5 | 38.77 | 8 | -1 | 41 |
| 9 Apr | 127.18 | 18.5 | 2.4 | 42.40 | 1 | 0 | 41 |
| 8 Apr | 130.28 | 16.1 | -0.9 | 39.49 | 6 | -2 | 41 |
| 7 Apr | 129.48 | 17 | 8.45 | 45.13 | 30 | -12 | 42 |
| 4 Apr | 140.39 | 8.55 | 6.1 | 33.83 | 51 | 24 | 54 |
| 3 Apr | 153.62 | 2.45 | 0.25 | 28.27 | 9 | 2 | 29 |
| 2 Apr | 154.69 | 2.2 | -1.45 | 27.92 | 28 | 12 | 12 |
| 1 Apr | 153.12 | 3.65 | 0 | 5.78 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 3.65 | 0 | 6.02 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 145 expiring on 29MAY2025
Delta for 145 PE is -0.61
Historical price for 145 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 9.2, which was 2.3 higher than the previous day. The implied volatity was 36.78, the open interest changed by 382 which increased total open position to 1280
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 6.95, which was -0.45 lower than the previous day. The implied volatity was 32.94, the open interest changed by 352 which increased total open position to 899
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 7.6, which was -2.3 lower than the previous day. The implied volatity was 34.01, the open interest changed by 50 which increased total open position to 545
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 9.9, which was 1.2 higher than the previous day. The implied volatity was 37.81, the open interest changed by 352 which increased total open position to 494
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 8.65, which was -1.55 lower than the previous day. The implied volatity was 35.46, the open interest changed by 49 which increased total open position to 137
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 10.15, which was -0.05 lower than the previous day. The implied volatity was 35.10, the open interest changed by 8 which increased total open position to 88
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 10.2, which was -1.3 lower than the previous day. The implied volatity was 34.63, the open interest changed by 32 which increased total open position to 80
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 11.5, which was -2 lower than the previous day. The implied volatity was 40.18, the open interest changed by 6 which increased total open position to 47
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 13.5, which was -5 lower than the previous day. The implied volatity was 38.77, the open interest changed by -1 which decreased total open position to 41
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 18.5, which was 2.4 higher than the previous day. The implied volatity was 42.40, the open interest changed by 0 which decreased total open position to 41
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 16.1, which was -0.9 lower than the previous day. The implied volatity was 39.49, the open interest changed by -2 which decreased total open position to 41
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 17, which was 8.45 higher than the previous day. The implied volatity was 45.13, the open interest changed by -12 which decreased total open position to 42
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 8.55, which was 6.1 higher than the previous day. The implied volatity was 33.83, the open interest changed by 24 which increased total open position to 54
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 28.27, the open interest changed by 2 which increased total open position to 29
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 2.2, which was -1.45 lower than the previous day. The implied volatity was 27.92, the open interest changed by 12 which increased total open position to 12
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
