TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:03 AM IST
| TATASTEEL 26DEC2024 147.5 CE | ||||||||||
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Delta: 0.66
Vega: 0.11
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 149.53 | 4.25 | -0.95 | 23.54 | 324 | 74 | 747 | |||
| 11 Dec | 150.60 | 5.2 | 0.10 | 24.52 | 1,089 | -61 | 684 | |||
| 10 Dec | 150.32 | 5.1 | 0.35 | 24.66 | 1,596 | -155 | 772 | |||
| 9 Dec | 149.88 | 4.75 | 0.65 | 24.26 | 4,922 | -219 | 937 | |||
| 6 Dec | 148.29 | 4.1 | 0.75 | 24.34 | 3,731 | -49 | 1,155 | |||
| 5 Dec | 147.07 | 3.35 | 0.25 | 22.18 | 4,377 | -472 | 1,205 | |||
| 4 Dec | 145.85 | 3.1 | -0.35 | 24.09 | 4,109 | 391 | 1,677 | |||
| 3 Dec | 146.54 | 3.45 | -0.15 | 23.41 | 2,650 | 460 | 1,275 | |||
| 2 Dec | 146.41 | 3.6 | 0.60 | 24.61 | 2,382 | -13 | 816 | |||
| 29 Nov | 144.54 | 3 | -0.05 | 24.74 | 1,916 | 206 | 832 | |||
| 28 Nov | 143.39 | 3.05 | -0.35 | 26.74 | 1,846 | 304 | 626 | |||
| 27 Nov | 144.53 | 3.4 | -0.10 | 25.63 | 385 | 83 | 322 | |||
| 26 Nov | 144.47 | 3.5 | 0.05 | 26.31 | 277 | 40 | 238 | |||
| 25 Nov | 143.67 | 3.45 | 0.40 | 26.95 | 483 | 124 | 199 | |||
| 22 Nov | 142.78 | 3.05 | 0.30 | 26.31 | 126 | 15 | 90 | |||
| 21 Nov | 140.22 | 2.75 | 0.20 | 29.68 | 90 | 27 | 73 | |||
| 20 Nov | 139.46 | 2.55 | 0.00 | 28.34 | 62 | -10 | 46 | |||
| 19 Nov | 139.46 | 2.55 | -0.60 | 28.34 | 62 | -10 | 46 | |||
| 18 Nov | 141.21 | 3.15 | 1.00 | 28.10 | 104 | 27 | 55 | |||
| 14 Nov | 137.98 | 2.15 | -0.60 | 26.60 | 19 | 3 | 29 | |||
| 13 Nov | 139.17 | 2.75 | -2.55 | 26.82 | 32 | 23 | 25 | |||
| 12 Nov | 144.17 | 5.3 | -4.20 | 30.79 | 3 | 1 | 1 | |||
| 11 Nov | 145.01 | 9.5 | 0.00 | 0.34 | 0 | 0 | 0 | |||
| 8 Nov | 147.57 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 153.62 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 9.5 | 9.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 149.75 | 0 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 147.5 expiring on 26DEC2024
Delta for 147.5 CE is 0.66
Historical price for 147.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 4.25, which was -0.95 lower than the previous day. The implied volatity was 23.54, the open interest changed by 74 which increased total open position to 747
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 5.2, which was 0.10 higher than the previous day. The implied volatity was 24.52, the open interest changed by -61 which decreased total open position to 684
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 5.1, which was 0.35 higher than the previous day. The implied volatity was 24.66, the open interest changed by -155 which decreased total open position to 772
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 4.75, which was 0.65 higher than the previous day. The implied volatity was 24.26, the open interest changed by -219 which decreased total open position to 937
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 4.1, which was 0.75 higher than the previous day. The implied volatity was 24.34, the open interest changed by -49 which decreased total open position to 1155
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 3.35, which was 0.25 higher than the previous day. The implied volatity was 22.18, the open interest changed by -472 which decreased total open position to 1205
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 24.09, the open interest changed by 391 which increased total open position to 1677
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 23.41, the open interest changed by 460 which increased total open position to 1275
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was 24.61, the open interest changed by -13 which decreased total open position to 816
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 24.74, the open interest changed by 206 which increased total open position to 832
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 26.74, the open interest changed by 304 which increased total open position to 626
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was 25.63, the open interest changed by 83 which increased total open position to 322
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 26.31, the open interest changed by 40 which increased total open position to 238
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 3.45, which was 0.40 higher than the previous day. The implied volatity was 26.95, the open interest changed by 124 which increased total open position to 199
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 3.05, which was 0.30 higher than the previous day. The implied volatity was 26.31, the open interest changed by 15 which increased total open position to 90
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 2.75, which was 0.20 higher than the previous day. The implied volatity was 29.68, the open interest changed by 27 which increased total open position to 73
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 28.34, the open interest changed by -10 which decreased total open position to 46
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 2.55, which was -0.60 lower than the previous day. The implied volatity was 28.34, the open interest changed by -10 which decreased total open position to 46
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 3.15, which was 1.00 higher than the previous day. The implied volatity was 28.10, the open interest changed by 27 which increased total open position to 55
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 2.15, which was -0.60 lower than the previous day. The implied volatity was 26.60, the open interest changed by 3 which increased total open position to 29
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 2.75, which was -2.55 lower than the previous day. The implied volatity was 26.82, the open interest changed by 23 which increased total open position to 25
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 5.3, which was -4.20 lower than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 1
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 9.5, 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 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 9.5, 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 9.5, 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 9.5, 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 9.5, which was 9.50 higher 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 0, 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 26DEC2024 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.11
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.53 | 1.7 | 0.25 | 24.12 | 620 | 47 | 1,243 |
| 11 Dec | 150.60 | 1.45 | -0.20 | 24.57 | 3,410 | 555 | 1,191 |
| 10 Dec | 150.32 | 1.65 | -0.35 | 24.97 | 2,952 | -175 | 666 |
| 9 Dec | 149.88 | 2 | -0.60 | 25.39 | 3,226 | -77 | 849 |
| 6 Dec | 148.29 | 2.6 | -0.75 | 23.65 | 1,850 | 65 | 928 |
| 5 Dec | 147.07 | 3.35 | -0.60 | 25.43 | 1,813 | -29 | 861 |
| 4 Dec | 145.85 | 3.95 | 0.30 | 24.97 | 1,217 | 112 | 889 |
| 3 Dec | 146.54 | 3.65 | -0.25 | 24.96 | 1,094 | 136 | 780 |
| 2 Dec | 146.41 | 3.9 | -0.95 | 25.45 | 791 | 96 | 646 |
| 29 Nov | 144.54 | 4.85 | -0.85 | 24.01 | 851 | 274 | 552 |
| 28 Nov | 143.39 | 5.7 | 0.50 | 26.14 | 409 | 137 | 278 |
| 27 Nov | 144.53 | 5.2 | -0.35 | 26.30 | 145 | 32 | 141 |
| 26 Nov | 144.47 | 5.55 | -0.75 | 27.39 | 209 | 48 | 128 |
| 25 Nov | 143.67 | 6.3 | -0.30 | 29.77 | 241 | 66 | 80 |
| 22 Nov | 142.78 | 6.6 | -1.40 | 26.11 | 31 | 19 | 33 |
| 21 Nov | 140.22 | 8 | -1.20 | 24.24 | 1 | 0 | 14 |
| 20 Nov | 139.46 | 9.2 | 0.00 | 29.70 | 26 | 12 | 13 |
| 19 Nov | 139.46 | 9.2 | 0.95 | 29.70 | 26 | 11 | 13 |
| 18 Nov | 141.21 | 8.25 | 4.05 | 29.99 | 1 | 0 | 1 |
| 14 Nov | 137.98 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 139.17 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 144.17 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 145.01 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 147.57 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 150.95 | 4.2 | -0.45 | 30.61 | 7 | 0 | 1 |
| 6 Nov | 153.62 | 4.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 152.29 | 4.65 | -2.20 | 34.44 | 3 | 1 | 1 |
| 4 Nov | 146.95 | 6.85 | 6.85 | 1.14 | 0 | 0 | 0 |
| 1 Nov | 149.75 | 0 | 2.73 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 147.5 expiring on 26DEC2024
Delta for 147.5 PE is -0.35
Historical price for 147.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 24.12, the open interest changed by 47 which increased total open position to 1243
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 24.57, the open interest changed by 555 which increased total open position to 1191
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 24.97, the open interest changed by -175 which decreased total open position to 666
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 25.39, the open interest changed by -77 which decreased total open position to 849
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 23.65, the open interest changed by 65 which increased total open position to 928
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 3.35, which was -0.60 lower than the previous day. The implied volatity was 25.43, the open interest changed by -29 which decreased total open position to 861
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 3.95, which was 0.30 higher than the previous day. The implied volatity was 24.97, the open interest changed by 112 which increased total open position to 889
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 3.65, which was -0.25 lower than the previous day. The implied volatity was 24.96, the open interest changed by 136 which increased total open position to 780
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 25.45, the open interest changed by 96 which increased total open position to 646
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 4.85, which was -0.85 lower than the previous day. The implied volatity was 24.01, the open interest changed by 274 which increased total open position to 552
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 5.7, which was 0.50 higher than the previous day. The implied volatity was 26.14, the open interest changed by 137 which increased total open position to 278
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 5.2, which was -0.35 lower than the previous day. The implied volatity was 26.30, the open interest changed by 32 which increased total open position to 141
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 5.55, which was -0.75 lower than the previous day. The implied volatity was 27.39, the open interest changed by 48 which increased total open position to 128
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 6.3, which was -0.30 lower than the previous day. The implied volatity was 29.77, the open interest changed by 66 which increased total open position to 80
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 6.6, which was -1.40 lower than the previous day. The implied volatity was 26.11, the open interest changed by 19 which increased total open position to 33
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 8, which was -1.20 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 14
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by 12 which increased total open position to 13
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 9.2, which was 0.95 higher than the previous day. The implied volatity was 29.70, the open interest changed by 11 which increased total open position to 13
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 8.25, which was 4.05 higher than the previous day. The implied volatity was 29.99, the open interest changed by 0 which decreased total open position to 1
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 4.2, 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 4.2, 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 4.2, 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 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 4.2, 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 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 4.2, 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 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 4.2, which was -0.45 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 1
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 4.65, which was 0.00 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 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 4.65, which was -2.20 lower than the previous day. The implied volatity was 34.44, the open interest changed by 1 which increased total open position to 1
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 6.85, which was 6.85 higher than the previous day. The implied volatity was 1.14, 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 0, which was lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
