TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.15
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 2.1 | -0.50 | 23.34 | 2,914 | 265 | 1,974 | |||
| 26 Dec | 140.36 | 2.6 | -0.40 | 22.36 | 2,574 | 537 | 1,711 | |||
| 24 Dec | 140.38 | 3 | -0.80 | 23.19 | 1,730 | 453 | 1,176 | |||
| 23 Dec | 141.71 | 3.8 | 0.20 | 25.03 | 1,292 | 232 | 722 | |||
| 20 Dec | 140.68 | 3.6 | -1.20 | 25.98 | 689 | 111 | 490 | |||
| 19 Dec | 143.26 | 4.8 | -0.65 | 25.28 | 533 | 106 | 380 | |||
| 18 Dec | 144.46 | 5.45 | -1.05 | 24.40 | 406 | 125 | 266 | |||
| 17 Dec | 145.68 | 6.5 | -1.30 | 26.10 | 130 | 36 | 142 | |||
| 16 Dec | 147.79 | 7.8 | -0.30 | 25.49 | 86 | 24 | 106 | |||
| 13 Dec | 148.95 | 8.1 | -1.40 | 22.34 | 170 | 27 | 81 | |||
| 12 Dec | 150.78 | 9.5 | -1.45 | 23.33 | 40 | -6 | 53 | |||
| 11 Dec | 150.60 | 10.95 | 1.15 | 29.87 | 2 | 0 | 59 | |||
| 10 Dec | 150.32 | 9.8 | 0.50 | 24.27 | 45 | 10 | 59 | |||
| 9 Dec | 149.88 | 9.3 | 1.00 | 23.83 | 58 | 4 | 49 | |||
| 6 Dec | 148.29 | 8.3 | 0.60 | 23.32 | 20 | 5 | 45 | |||
| 5 Dec | 147.07 | 7.7 | 0.65 | 23.24 | 53 | -7 | 36 | |||
| 4 Dec | 145.85 | 7.05 | -0.35 | 23.46 | 41 | 27 | 42 | |||
| 3 Dec | 146.54 | 7.4 | -0.45 | 22.74 | 3 | 0 | 15 | |||
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| 2 Dec | 146.41 | 7.85 | 0.75 | 25.13 | 42 | 6 | 13 | |||
| 29 Nov | 144.54 | 7.1 | -0.05 | 25.90 | 12 | 4 | 7 | |||
| 28 Nov | 143.39 | 7.15 | 0.35 | 27.76 | 1 | 0 | 2 | |||
| 27 Nov | 144.53 | 6.8 | -6.80 | 23.59 | 2 | 1 | 1 | |||
| 13 Nov | 139.17 | 13.6 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 13.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 13.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 13.6 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 145 expiring on 30JAN2025
Delta for 145 CE is 0.33
Historical price for 145 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 23.34, the open interest changed by 265 which increased total open position to 1974
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 22.36, the open interest changed by 537 which increased total open position to 1711
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 23.19, the open interest changed by 453 which increased total open position to 1176
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 3.8, which was 0.20 higher than the previous day. The implied volatity was 25.03, the open interest changed by 232 which increased total open position to 722
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 25.98, the open interest changed by 111 which increased total open position to 490
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 4.8, which was -0.65 lower than the previous day. The implied volatity was 25.28, the open interest changed by 106 which increased total open position to 380
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 5.45, which was -1.05 lower than the previous day. The implied volatity was 24.40, the open interest changed by 125 which increased total open position to 266
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 6.5, which was -1.30 lower than the previous day. The implied volatity was 26.10, the open interest changed by 36 which increased total open position to 142
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 7.8, which was -0.30 lower than the previous day. The implied volatity was 25.49, the open interest changed by 24 which increased total open position to 106
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 8.1, which was -1.40 lower than the previous day. The implied volatity was 22.34, the open interest changed by 27 which increased total open position to 81
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 9.5, which was -1.45 lower than the previous day. The implied volatity was 23.33, the open interest changed by -6 which decreased total open position to 53
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 10.95, which was 1.15 higher than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 59
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 9.8, which was 0.50 higher than the previous day. The implied volatity was 24.27, the open interest changed by 10 which increased total open position to 59
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 9.3, which was 1.00 higher than the previous day. The implied volatity was 23.83, the open interest changed by 4 which increased total open position to 49
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 8.3, which was 0.60 higher than the previous day. The implied volatity was 23.32, the open interest changed by 5 which increased total open position to 45
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 7.7, which was 0.65 higher than the previous day. The implied volatity was 23.24, the open interest changed by -7 which decreased total open position to 36
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 7.05, which was -0.35 lower than the previous day. The implied volatity was 23.46, the open interest changed by 27 which increased total open position to 42
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 7.4, which was -0.45 lower than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 15
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 7.85, which was 0.75 higher than the previous day. The implied volatity was 25.13, the open interest changed by 6 which increased total open position to 13
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 7.1, which was -0.05 lower than the previous day. The implied volatity was 25.90, the open interest changed by 4 which increased total open position to 7
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 7.15, which was 0.35 higher than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 2
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 6.8, which was -6.80 lower than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 1
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 13.6, 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 13.6, 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 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.16
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 7 | 0.85 | 24.73 | 802 | 113 | 1,354 |
| 26 Dec | 140.36 | 6.15 | 0.30 | 25.53 | 839 | 350 | 1,240 |
| 24 Dec | 140.38 | 5.85 | 0.30 | 24.40 | 848 | 309 | 890 |
| 23 Dec | 141.71 | 5.55 | -1.25 | 25.37 | 517 | 135 | 580 |
| 20 Dec | 140.68 | 6.8 | 1.65 | 27.44 | 469 | 26 | 444 |
| 19 Dec | 143.26 | 5.15 | 0.60 | 26.05 | 278 | 1 | 420 |
| 18 Dec | 144.46 | 4.55 | 0.50 | 26.12 | 420 | 101 | 412 |
| 17 Dec | 145.68 | 4.05 | 0.80 | 25.78 | 179 | 21 | 310 |
| 16 Dec | 147.79 | 3.25 | 0.20 | 25.63 | 108 | 11 | 291 |
| 13 Dec | 148.95 | 3.05 | 0.65 | 25.72 | 198 | 33 | 280 |
| 12 Dec | 150.78 | 2.4 | 0.05 | 24.61 | 72 | 9 | 247 |
| 11 Dec | 150.60 | 2.35 | -0.20 | 24.52 | 77 | 22 | 237 |
| 10 Dec | 150.32 | 2.55 | -0.45 | 25.02 | 161 | 73 | 215 |
| 9 Dec | 149.88 | 3 | -0.45 | 26.14 | 127 | 59 | 141 |
| 6 Dec | 148.29 | 3.45 | -0.55 | 25.32 | 54 | 22 | 82 |
| 5 Dec | 147.07 | 4 | -0.60 | 26.10 | 42 | 21 | 59 |
| 4 Dec | 145.85 | 4.6 | 0.30 | 26.56 | 30 | 12 | 36 |
| 3 Dec | 146.54 | 4.3 | -0.40 | 26.29 | 34 | 17 | 23 |
| 2 Dec | 146.41 | 4.7 | -0.90 | 27.51 | 6 | 4 | 5 |
| 29 Nov | 144.54 | 5.6 | -1.80 | 27.57 | 1 | 0 | 0 |
| 28 Nov | 143.39 | 7.4 | 0.00 | 0.72 | 0 | 0 | 0 |
| 27 Nov | 144.53 | 7.4 | 0.00 | 1.23 | 0 | 0 | 0 |
| 13 Nov | 139.17 | 7.4 | 0.00 | 0.17 | 0 | 0 | 0 |
| 7 Nov | 150.95 | 7.4 | 0.00 | 5.22 | 0 | 0 | 0 |
| 5 Nov | 152.29 | 7.4 | 0.00 | 3.99 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 7.4 | 2.43 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 145 expiring on 30JAN2025
Delta for 145 PE is -0.66
Historical price for 145 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 24.73, the open interest changed by 113 which increased total open position to 1354
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 6.15, which was 0.30 higher than the previous day. The implied volatity was 25.53, the open interest changed by 350 which increased total open position to 1240
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 5.85, which was 0.30 higher than the previous day. The implied volatity was 24.40, the open interest changed by 309 which increased total open position to 890
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 5.55, which was -1.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 135 which increased total open position to 580
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 6.8, which was 1.65 higher than the previous day. The implied volatity was 27.44, the open interest changed by 26 which increased total open position to 444
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 5.15, which was 0.60 higher than the previous day. The implied volatity was 26.05, the open interest changed by 1 which increased total open position to 420
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 4.55, which was 0.50 higher than the previous day. The implied volatity was 26.12, the open interest changed by 101 which increased total open position to 412
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 4.05, which was 0.80 higher than the previous day. The implied volatity was 25.78, the open interest changed by 21 which increased total open position to 310
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 3.25, which was 0.20 higher than the previous day. The implied volatity was 25.63, the open interest changed by 11 which increased total open position to 291
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 25.72, the open interest changed by 33 which increased total open position to 280
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 24.61, the open interest changed by 9 which increased total open position to 247
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was 24.52, the open interest changed by 22 which increased total open position to 237
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 25.02, the open interest changed by 73 which increased total open position to 215
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 26.14, the open interest changed by 59 which increased total open position to 141
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 25.32, the open interest changed by 22 which increased total open position to 82
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 4, which was -0.60 lower than the previous day. The implied volatity was 26.10, the open interest changed by 21 which increased total open position to 59
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 4.6, which was 0.30 higher than the previous day. The implied volatity was 26.56, the open interest changed by 12 which increased total open position to 36
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 4.3, which was -0.40 lower than the previous day. The implied volatity was 26.29, the open interest changed by 17 which increased total open position to 23
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 4.7, which was -0.90 lower than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 5
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 5.6, which was -1.80 lower than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 7.4, which was lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
