TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:23 AM IST
| TATASTEEL 26DEC2024 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.09
Theta: -0.10
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.45 | 5.95 | -1.25 | 23.30 | 374 | 106 | 1,624 | |||
| 11 Dec | 150.60 | 7.2 | 0.20 | 26.30 | 1,046 | -109 | 1,528 | |||
| 10 Dec | 150.32 | 7 | 0.45 | 25.28 | 2,184 | -317 | 1,650 | |||
| 9 Dec | 149.88 | 6.55 | 0.85 | 25.00 | 4,087 | -464 | 1,966 | |||
| 6 Dec | 148.29 | 5.7 | 0.90 | 24.96 | 3,213 | -86 | 2,429 | |||
| 5 Dec | 147.07 | 4.8 | 0.40 | 22.32 | 4,421 | -181 | 2,517 | |||
| 4 Dec | 145.85 | 4.4 | -0.45 | 24.28 | 3,959 | 428 | 2,727 | |||
| 3 Dec | 146.54 | 4.85 | -0.10 | 23.71 | 2,310 | 39 | 2,299 | |||
| 2 Dec | 146.41 | 4.95 | 0.80 | 24.78 | 4,214 | -36 | 2,276 | |||
| 29 Nov | 144.54 | 4.15 | -0.05 | 24.84 | 3,290 | 389 | 2,326 | |||
| 28 Nov | 143.39 | 4.2 | -0.35 | 27.26 | 3,462 | 582 | 1,933 | |||
| 27 Nov | 144.53 | 4.55 | -0.15 | 25.56 | 1,734 | 241 | 1,352 | |||
| 26 Nov | 144.47 | 4.7 | 0.05 | 26.64 | 1,275 | 181 | 1,107 | |||
| 25 Nov | 143.67 | 4.65 | 0.55 | 27.53 | 1,811 | 420 | 929 | |||
| 22 Nov | 142.78 | 4.1 | 0.60 | 26.59 | 1,003 | 90 | 599 | |||
|
|
||||||||||
| 21 Nov | 140.22 | 3.5 | 0.20 | 29.16 | 711 | 127 | 509 | |||
| 20 Nov | 139.46 | 3.3 | 0.00 | 28.00 | 422 | 68 | 381 | |||
| 19 Nov | 139.46 | 3.3 | -0.80 | 28.00 | 422 | 67 | 381 | |||
| 18 Nov | 141.21 | 4.1 | 1.30 | 28.22 | 694 | 41 | 313 | |||
| 14 Nov | 137.98 | 2.8 | -1.00 | 26.21 | 265 | 67 | 274 | |||
| 13 Nov | 139.17 | 3.8 | -1.80 | 28.17 | 318 | 115 | 206 | |||
| 12 Nov | 144.17 | 5.6 | -0.90 | 26.53 | 91 | 29 | 90 | |||
| 11 Nov | 145.01 | 6.5 | -2.00 | 26.73 | 93 | 55 | 61 | |||
| 8 Nov | 147.57 | 8.5 | -17.80 | 29.42 | 6 | 2 | 2 | |||
| 7 Nov | 150.95 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 153.62 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 149.75 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 148.56 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 148.97 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 150.06 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 149.38 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 145.86 | 26.3 | 26.30 | - | 0 | 0 | 0 | |||
| 22 Oct | 150.39 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 155.39 | 0 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 145 expiring on 26DEC2024
Delta for 145 CE is 0.78
Historical price for 145 CE is as follows
On 12 Dec TATASTEEL was trading at 149.45. The strike last trading price was 5.95, which was -1.25 lower than the previous day. The implied volatity was 23.30, the open interest changed by 106 which increased total open position to 1624
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 7.2, which was 0.20 higher than the previous day. The implied volatity was 26.30, the open interest changed by -109 which decreased total open position to 1528
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 7, which was 0.45 higher than the previous day. The implied volatity was 25.28, the open interest changed by -317 which decreased total open position to 1650
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 6.55, which was 0.85 higher than the previous day. The implied volatity was 25.00, the open interest changed by -464 which decreased total open position to 1966
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 5.7, which was 0.90 higher than the previous day. The implied volatity was 24.96, the open interest changed by -86 which decreased total open position to 2429
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 4.8, which was 0.40 higher than the previous day. The implied volatity was 22.32, the open interest changed by -181 which decreased total open position to 2517
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 4.4, which was -0.45 lower than the previous day. The implied volatity was 24.28, the open interest changed by 428 which increased total open position to 2727
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 4.85, which was -0.10 lower than the previous day. The implied volatity was 23.71, the open interest changed by 39 which increased total open position to 2299
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 4.95, which was 0.80 higher than the previous day. The implied volatity was 24.78, the open interest changed by -36 which decreased total open position to 2276
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by 389 which increased total open position to 2326
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 4.2, which was -0.35 lower than the previous day. The implied volatity was 27.26, the open interest changed by 582 which increased total open position to 1933
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 4.55, which was -0.15 lower than the previous day. The implied volatity was 25.56, the open interest changed by 241 which increased total open position to 1352
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 4.7, which was 0.05 higher than the previous day. The implied volatity was 26.64, the open interest changed by 181 which increased total open position to 1107
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 4.65, which was 0.55 higher than the previous day. The implied volatity was 27.53, the open interest changed by 420 which increased total open position to 929
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 4.1, which was 0.60 higher than the previous day. The implied volatity was 26.59, the open interest changed by 90 which increased total open position to 599
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 29.16, the open interest changed by 127 which increased total open position to 509
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 28.00, the open interest changed by 68 which increased total open position to 381
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 3.3, which was -0.80 lower than the previous day. The implied volatity was 28.00, the open interest changed by 67 which increased total open position to 381
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 4.1, which was 1.30 higher than the previous day. The implied volatity was 28.22, the open interest changed by 41 which increased total open position to 313
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 2.8, which was -1.00 lower than the previous day. The implied volatity was 26.21, the open interest changed by 67 which increased total open position to 274
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 3.8, which was -1.80 lower than the previous day. The implied volatity was 28.17, the open interest changed by 115 which increased total open position to 206
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 5.6, which was -0.90 lower than the previous day. The implied volatity was 26.53, the open interest changed by 29 which increased total open position to 90
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 6.5, which was -2.00 lower than the previous day. The implied volatity was 26.73, the open interest changed by 55 which increased total open position to 61
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 8.5, which was -17.80 lower than the previous day. The implied volatity was 29.42, the open interest changed by 2 which increased total open position to 2
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 26.3, 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 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 26.3, 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 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 26.3, 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 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 26.3, 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 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 26.3, 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 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATASTEEL was trading at 145.86. The strike last trading price was 26.3, which was 26.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATASTEEL was trading at 150.39. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATASTEEL was trading at 155.39. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATASTEEL 26DEC2024 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.09
Theta: -0.07
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.45 | 1.1 | 0.20 | 25.68 | 971 | -125 | 2,300 |
| 11 Dec | 150.60 | 0.9 | -0.15 | 25.66 | 2,727 | -154 | 2,435 |
| 10 Dec | 150.32 | 1.05 | -0.25 | 25.98 | 3,960 | 133 | 2,598 |
| 9 Dec | 149.88 | 1.3 | -0.45 | 26.21 | 4,652 | 228 | 2,474 |
| 6 Dec | 148.29 | 1.75 | -0.50 | 24.49 | 2,351 | 107 | 2,255 |
| 5 Dec | 147.07 | 2.25 | -0.60 | 25.32 | 3,265 | -100 | 2,151 |
| 4 Dec | 145.85 | 2.85 | 0.25 | 25.80 | 3,723 | 214 | 2,246 |
| 3 Dec | 146.54 | 2.6 | -0.15 | 25.57 | 2,108 | 67 | 2,028 |
| 2 Dec | 146.41 | 2.75 | -0.85 | 25.54 | 1,994 | 163 | 1,963 |
| 29 Nov | 144.54 | 3.6 | -0.90 | 24.64 | 2,116 | 300 | 1,791 |
| 28 Nov | 143.39 | 4.5 | 0.55 | 27.50 | 2,605 | 490 | 1,495 |
| 27 Nov | 144.53 | 3.95 | -0.35 | 26.72 | 1,027 | 228 | 1,007 |
| 26 Nov | 144.47 | 4.3 | -0.45 | 27.90 | 767 | 107 | 779 |
| 25 Nov | 143.67 | 4.75 | -0.60 | 28.70 | 1,112 | 304 | 671 |
| 22 Nov | 142.78 | 5.35 | -1.80 | 27.42 | 302 | 50 | 417 |
| 21 Nov | 140.22 | 7.15 | -0.45 | 29.36 | 408 | 93 | 368 |
| 20 Nov | 139.46 | 7.6 | 0.00 | 30.00 | 148 | 25 | 276 |
| 19 Nov | 139.46 | 7.6 | 1.15 | 30.00 | 148 | 26 | 276 |
| 18 Nov | 141.21 | 6.45 | -2.15 | 28.50 | 292 | 27 | 251 |
| 14 Nov | 137.98 | 8.6 | 1.10 | 29.39 | 79 | 3 | 226 |
| 13 Nov | 139.17 | 7.5 | 2.25 | 28.16 | 147 | 11 | 224 |
| 12 Nov | 144.17 | 5.25 | 0.35 | 27.98 | 97 | 57 | 215 |
| 11 Nov | 145.01 | 4.9 | 0.80 | 29.11 | 118 | 13 | 159 |
| 8 Nov | 147.57 | 4.1 | 0.75 | 28.41 | 120 | 73 | 140 |
| 7 Nov | 150.95 | 3.35 | 0.30 | 30.82 | 102 | 39 | 67 |
| 6 Nov | 153.62 | 3.05 | -0.55 | 32.85 | 42 | -3 | 27 |
| 5 Nov | 152.29 | 3.6 | -2.05 | 33.57 | 34 | 9 | 15 |
| 4 Nov | 146.95 | 5.65 | -0.35 | 34.58 | 5 | 3 | 6 |
| 1 Nov | 149.75 | 6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 148.56 | 6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 148.97 | 6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 150.06 | 6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 149.38 | 6 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 145.86 | 6 | 1.55 | - | 3 | 1 | 3 |
| 22 Oct | 150.39 | 4.45 | 1.45 | - | 1 | 0 | 2 |
| 18 Oct | 155.39 | 3 | - | 2 | 1 | 1 | |
For Tata Steel Limited - strike price 145 expiring on 26DEC2024
Delta for 145 PE is -0.24
Historical price for 145 PE is as follows
On 12 Dec TATASTEEL was trading at 149.45. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 25.68, the open interest changed by -125 which decreased total open position to 2300
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by -154 which decreased total open position to 2435
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 25.98, the open interest changed by 133 which increased total open position to 2598
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 26.21, the open interest changed by 228 which increased total open position to 2474
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 24.49, the open interest changed by 107 which increased total open position to 2255
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 25.32, the open interest changed by -100 which decreased total open position to 2151
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 2.85, which was 0.25 higher than the previous day. The implied volatity was 25.80, the open interest changed by 214 which increased total open position to 2246
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 25.57, the open interest changed by 67 which increased total open position to 2028
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 25.54, the open interest changed by 163 which increased total open position to 1963
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 3.6, which was -0.90 lower than the previous day. The implied volatity was 24.64, the open interest changed by 300 which increased total open position to 1791
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 4.5, which was 0.55 higher than the previous day. The implied volatity was 27.50, the open interest changed by 490 which increased total open position to 1495
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 26.72, the open interest changed by 228 which increased total open position to 1007
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 4.3, which was -0.45 lower than the previous day. The implied volatity was 27.90, the open interest changed by 107 which increased total open position to 779
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 4.75, which was -0.60 lower than the previous day. The implied volatity was 28.70, the open interest changed by 304 which increased total open position to 671
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 5.35, which was -1.80 lower than the previous day. The implied volatity was 27.42, the open interest changed by 50 which increased total open position to 417
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 7.15, which was -0.45 lower than the previous day. The implied volatity was 29.36, the open interest changed by 93 which increased total open position to 368
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 25 which increased total open position to 276
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 7.6, which was 1.15 higher than the previous day. The implied volatity was 30.00, the open interest changed by 26 which increased total open position to 276
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 6.45, which was -2.15 lower than the previous day. The implied volatity was 28.50, the open interest changed by 27 which increased total open position to 251
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 8.6, which was 1.10 higher than the previous day. The implied volatity was 29.39, the open interest changed by 3 which increased total open position to 226
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 7.5, which was 2.25 higher than the previous day. The implied volatity was 28.16, the open interest changed by 11 which increased total open position to 224
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 5.25, which was 0.35 higher than the previous day. The implied volatity was 27.98, the open interest changed by 57 which increased total open position to 215
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 4.9, which was 0.80 higher than the previous day. The implied volatity was 29.11, the open interest changed by 13 which increased total open position to 159
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 4.1, which was 0.75 higher than the previous day. The implied volatity was 28.41, the open interest changed by 73 which increased total open position to 140
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 3.35, which was 0.30 higher than the previous day. The implied volatity was 30.82, the open interest changed by 39 which increased total open position to 67
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 32.85, the open interest changed by -3 which decreased total open position to 27
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 3.6, which was -2.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by 9 which increased total open position to 15
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 5.65, which was -0.35 lower than the previous day. The implied volatity was 34.58, the open interest changed by 3 which increased total open position to 6
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 6, 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 31 Oct TATASTEEL was trading at 148.56. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATASTEEL was trading at 148.97. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATASTEEL was trading at 150.06. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATASTEEL was trading at 149.38. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATASTEEL was trading at 145.86. The strike last trading price was 6, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATASTEEL was trading at 150.39. The strike last trading price was 4.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATASTEEL was trading at 155.39. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
