TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.15
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 2.4 | -1 | 30.97 | 1,611 | 90 | 279 | |||
| 24 Apr | 141.52 | 3.4 | -0.05 | 30.48 | 744 | 52 | 192 | |||
| 23 Apr | 141.16 | 3.35 | 0.3 | 31.34 | 294 | 29 | 137 | |||
| 22 Apr | 138.16 | 2.95 | -0.35 | 34.14 | 309 | 47 | 106 | |||
| 21 Apr | 139.18 | 3.3 | 0.7 | 32.61 | 70 | 20 | 58 | |||
| 17 Apr | 137.14 | 2.6 | -0.25 | 30.97 | 14 | 5 | 38 | |||
| 16 Apr | 136.97 | 2.8 | -0.1 | 32.01 | 33 | 13 | 31 | |||
| 15 Apr | 136.41 | 2.9 | 0.3 | 32.92 | 15 | 17 | 17 | |||
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| 11 Apr | 133.42 | 2.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 2.6 | 0 | 0.00 | 0 | -2 | 0 | |||
| 8 Apr | 130.28 | 2.6 | -1 | 39.35 | 2 | -1 | 10 | |||
| 7 Apr | 129.48 | 3.6 | -10.6 | 44.88 | 11 | 10 | 10 | |||
| 4 Apr | 140.39 | 14.2 | 0 | 2.85 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 14.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 14.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 14.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 14.2 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 147.5 expiring on 29MAY2025
Delta for 147.5 CE is 0.30
Historical price for 147.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 30.97, the open interest changed by 90 which increased total open position to 279
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 3.4, which was -0.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by 52 which increased total open position to 192
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 3.35, which was 0.3 higher than the previous day. The implied volatity was 31.34, the open interest changed by 29 which increased total open position to 137
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 2.95, which was -0.35 lower than the previous day. The implied volatity was 34.14, the open interest changed by 47 which increased total open position to 106
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 3.3, which was 0.7 higher than the previous day. The implied volatity was 32.61, the open interest changed by 20 which increased total open position to 58
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 30.97, the open interest changed by 5 which increased total open position to 38
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 2.8, which was -0.1 lower than the previous day. The implied volatity was 32.01, the open interest changed by 13 which increased total open position to 31
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 2.9, which was 0.3 higher than the previous day. The implied volatity was 32.92, the open interest changed by 17 which increased total open position to 17
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 2.6, which was 0 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was 39.35, the open interest changed by -1 which decreased total open position to 10
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 3.6, which was -10.6 lower than the previous day. The implied volatity was 44.88, the open interest changed by 10 which increased total open position to 10
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 14.2, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 14.2, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 14.2, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 14.2, 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 14.2, 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 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.15
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 10.95 | 2.5 | 37.28 | 155 | 35 | 174 |
| 24 Apr | 141.52 | 8.4 | -0.45 | 32.55 | 224 | 99 | 139 |
| 23 Apr | 141.16 | 8.75 | -2.85 | 31.62 | 51 | 15 | 44 |
| 22 Apr | 138.16 | 11.6 | 1.15 | 37.96 | 29 | 20 | 29 |
| 21 Apr | 139.18 | 10.45 | 6 | 36.62 | 20 | 9 | 9 |
| 17 Apr | 137.14 | 4.45 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 136.97 | 4.45 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 136.41 | 4.45 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 133.42 | 4.45 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 4.45 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 4.45 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 4.45 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 4.45 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 4.45 | 0 | 4.81 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 4.45 | 0 | 5.29 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 4.45 | 0 | 4.47 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 4.45 | 0 | 4.77 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 147.5 expiring on 29MAY2025
Delta for 147.5 PE is -0.66
Historical price for 147.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 10.95, which was 2.5 higher than the previous day. The implied volatity was 37.28, the open interest changed by 35 which increased total open position to 174
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 8.4, which was -0.45 lower than the previous day. The implied volatity was 32.55, the open interest changed by 99 which increased total open position to 139
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 8.75, which was -2.85 lower than the previous day. The implied volatity was 31.62, the open interest changed by 15 which increased total open position to 44
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 11.6, which was 1.15 higher than the previous day. The implied volatity was 37.96, the open interest changed by 20 which increased total open position to 29
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 10.45, which was 6 higher than the previous day. The implied volatity was 36.62, the open interest changed by 9 which increased total open position to 9
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 4.45, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 4.45, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.45, 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 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 4.45, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 4.45, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 4.45, 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 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 4.45, 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 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 4.45, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 5.29, 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 4.45, which was 0 lower than the previous day. The implied volatity was 4.47, 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 4.45, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
