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[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited

140.68 -2.58 (-1.80%)

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Historical option data for TATASTEEL

20 Dec 2024 04:12 PM IST
TATASTEEL 26DEC2024 145 CE
Delta: 0.18
Vega: 0.05
Theta: -0.11
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
20 Dec 140.68 0.45 -0.80 25.56 20,127 -9 2,942
19 Dec 143.26 1.25 -0.70 24.39 11,105 242 2,954
18 Dec 144.46 1.95 -1.00 23.66 8,655 384 2,714
17 Dec 145.68 2.95 -1.55 26.55 3,088 266 2,345
16 Dec 147.79 4.5 -0.60 26.88 2,249 81 2,080
13 Dec 148.95 5.1 -1.95 21.15 5,049 458 1,996
12 Dec 150.78 7.05 -0.15 28.12 1,483 20 1,538
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 0.18

Historical price for 145 CE is as follows

On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.45, which was -0.80 lower than the previous day. The implied volatity was 25.56, the open interest changed by -9 which decreased total open position to 2942


On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 1.25, which was -0.70 lower than the previous day. The implied volatity was 24.39, the open interest changed by 242 which increased total open position to 2954


On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 1.95, which was -1.00 lower than the previous day. The implied volatity was 23.66, the open interest changed by 384 which increased total open position to 2714


On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 26.55, the open interest changed by 266 which increased total open position to 2345


On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 4.5, which was -0.60 lower than the previous day. The implied volatity was 26.88, the open interest changed by 81 which increased total open position to 2080


On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 5.1, which was -1.95 lower than the previous day. The implied volatity was 21.15, the open interest changed by 458 which increased total open position to 1996


On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 7.05, which was -0.15 lower than the previous day. The implied volatity was 28.12, the open interest changed by 20 which increased total open position to 1538


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: -0.81
Vega: 0.05
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
20 Dec 140.68 4.8 1.95 26.35 3,984 -338 1,441
19 Dec 143.26 2.85 0.50 24.63 2,439 -317 1,777
18 Dec 144.46 2.35 0.55 26.67 6,718 -347 2,277
17 Dec 145.68 1.8 0.65 24.96 4,598 0 2,626
16 Dec 147.79 1.15 0.15 25.07 3,436 23 2,626
13 Dec 148.95 1 0.10 23.64 10,688 151 2,605
12 Dec 150.78 0.9 0.00 25.85 3,993 36 2,461
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 -0.81

Historical price for 145 PE is as follows

On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 4.8, which was 1.95 higher than the previous day. The implied volatity was 26.35, the open interest changed by -338 which decreased total open position to 1441


On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 2.85, which was 0.50 higher than the previous day. The implied volatity was 24.63, the open interest changed by -317 which decreased total open position to 1777


On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by -347 which decreased total open position to 2277


On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 1.8, which was 0.65 higher than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 2626


On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 25.07, the open interest changed by 23 which increased total open position to 2626


On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 23.64, the open interest changed by 151 which increased total open position to 2605


On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 25.85, the open interest changed by 36 which increased total open position to 2461


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