TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 147.5 CE | ||||||||||
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Delta: 0.12
Vega: 0.05
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 0.6 | 0.05 | 41.96 | 527 | 64 | 412 | |||
| 9 Apr | 127.18 | 0.55 | -0.2 | 51.23 | 375 | 12 | 350 | |||
| 8 Apr | 130.28 | 0.8 | -0.25 | 48.65 | 676 | 85 | 337 | |||
| 7 Apr | 129.48 | 1.1 | -0.8 | 51.58 | 829 | -43 | 255 | |||
| 4 Apr | 140.39 | 1.95 | -5.75 | 32.12 | 1,154 | 295 | 296 | |||
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| 3 Apr | 153.62 | 7.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 154.69 | 7.7 | -3.35 | - | 1 | 0 | 0 | |||
| 1 Apr | 153.12 | 11.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 11.05 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 147.5 expiring on 24APR2025
Delta for 147.5 CE is 0.12
Historical price for 147.5 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 41.96, the open interest changed by 64 which increased total open position to 412
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 51.23, the open interest changed by 12 which increased total open position to 350
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 48.65, the open interest changed by 85 which increased total open position to 337
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.1, which was -0.8 lower than the previous day. The implied volatity was 51.58, the open interest changed by -43 which decreased total open position to 255
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1.95, which was -5.75 lower than the previous day. The implied volatity was 32.12, the open interest changed by 295 which increased total open position to 296
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 7.7, 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 7.7, which was -3.35 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 11.05, 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 11.05, 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 24APR2025 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 14.25 | -2.5 | 44.71 | 43 | -21 | 86 |
| 9 Apr | 127.18 | 16.75 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 16.75 | -2.25 | - | 5 | -1 | 106 |
| 7 Apr | 129.48 | 19 | 10.65 | 68.33 | 13 | -8 | 108 |
| 4 Apr | 140.39 | 8.2 | 6.95 | 34.08 | 612 | 60 | 114 |
| 3 Apr | 153.62 | 1.25 | -0.15 | 26.55 | 36 | 10 | 54 |
| 2 Apr | 154.69 | 1.4 | -0.3 | 29.31 | 33 | 8 | 43 |
| 1 Apr | 153.12 | 1.7 | -0.65 | 28.16 | 74 | 34 | 34 |
| 28 Mar | 154.24 | 2.35 | 0 | 5.97 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 147.5 expiring on 24APR2025
Delta for 147.5 PE is -0.86
Historical price for 147.5 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 14.25, which was -2.5 lower than the previous day. The implied volatity was 44.71, the open interest changed by -21 which decreased total open position to 86
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 16.75, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 16.75, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 106
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 19, which was 10.65 higher than the previous day. The implied volatity was 68.33, the open interest changed by -8 which decreased total open position to 108
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 8.2, which was 6.95 higher than the previous day. The implied volatity was 34.08, the open interest changed by 60 which increased total open position to 114
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 26.55, the open interest changed by 10 which increased total open position to 54
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 29.31, the open interest changed by 8 which increased total open position to 43
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 28.16, the open interest changed by 34 which increased total open position to 34
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
