TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.14
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 1.45 | -0.35 | 23.44 | 675 | 21 | 538 | |||
| 26 Dec | 140.36 | 1.8 | -0.40 | 22.34 | 674 | 119 | 517 | |||
| 24 Dec | 140.38 | 2.2 | -0.65 | 23.49 | 441 | 118 | 397 | |||
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| 23 Dec | 141.71 | 2.85 | 0.05 | 25.04 | 395 | 108 | 279 | |||
| 20 Dec | 140.68 | 2.8 | -0.95 | 26.39 | 268 | 65 | 171 | |||
| 19 Dec | 143.26 | 3.75 | -0.55 | 25.44 | 188 | 24 | 108 | |||
| 18 Dec | 144.46 | 4.3 | -0.80 | 24.62 | 210 | 47 | 85 | |||
| 17 Dec | 145.68 | 5.1 | -1.15 | 25.48 | 29 | 19 | 38 | |||
| 16 Dec | 147.79 | 6.25 | -0.05 | 24.95 | 24 | 5 | 19 | |||
| 13 Dec | 148.95 | 6.3 | -2.70 | 21.16 | 13 | 10 | 14 | |||
| 12 Dec | 150.78 | 9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 150.60 | 9 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 10 Dec | 150.32 | 9 | 1.70 | 28.10 | 4 | 0 | 0 | |||
| 9 Dec | 149.88 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 7.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 7.3 | 0.37 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 147.5 expiring on 30JAN2025
Delta for 147.5 CE is 0.25
Historical price for 147.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by 21 which increased total open position to 538
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 22.34, the open interest changed by 119 which increased total open position to 517
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 23.49, the open interest changed by 118 which increased total open position to 397
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 25.04, the open interest changed by 108 which increased total open position to 279
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 26.39, the open interest changed by 65 which increased total open position to 171
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 3.75, which was -0.55 lower than the previous day. The implied volatity was 25.44, the open interest changed by 24 which increased total open position to 108
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 4.3, which was -0.80 lower than the previous day. The implied volatity was 24.62, the open interest changed by 47 which increased total open position to 85
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 5.1, which was -1.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 19 which increased total open position to 38
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 24.95, the open interest changed by 5 which increased total open position to 19
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 6.3, which was -2.70 lower than the previous day. The implied volatity was 21.16, the open interest changed by 10 which increased total open position to 14
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 9, 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 Dec TATASTEEL was trading at 150.60. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 9, which was 1.70 higher than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 0
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 7.3, 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 7.3, 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 7.3, 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 7.3, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 7.3, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 7.3, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.14
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 8.9 | 0.95 | 25.52 | 37 | 16 | 169 |
| 26 Dec | 140.36 | 7.95 | 0.45 | 26.56 | 80 | 26 | 153 |
| 24 Dec | 140.38 | 7.5 | 0.30 | 24.64 | 117 | 37 | 126 |
| 23 Dec | 141.71 | 7.2 | -1.30 | 26.12 | 80 | 19 | 87 |
| 20 Dec | 140.68 | 8.5 | 2.05 | 28.08 | 38 | 18 | 66 |
| 19 Dec | 143.26 | 6.45 | 0.45 | 25.58 | 33 | 9 | 47 |
| 18 Dec | 144.46 | 6 | 0.90 | 26.98 | 29 | 7 | 37 |
| 17 Dec | 145.68 | 5.1 | 0.85 | 25.07 | 57 | 6 | 28 |
| 16 Dec | 147.79 | 4.25 | 0.25 | 25.48 | 37 | 15 | 24 |
| 13 Dec | 148.95 | 4 | 1.10 | 25.66 | 7 | 5 | 8 |
| 12 Dec | 150.78 | 2.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 150.60 | 2.9 | -0.45 | 23.13 | 3 | 1 | 3 |
| 10 Dec | 150.32 | 3.35 | -0.85 | 24.86 | 1 | 0 | 1 |
| 9 Dec | 149.88 | 4.2 | -5.35 | 27.51 | 1 | 0 | 0 |
| 6 Dec | 148.29 | 9.55 | 0.00 | 1.78 | 0 | 0 | 0 |
| 5 Dec | 147.07 | 9.55 | 0.00 | 1.10 | 0 | 0 | 0 |
| 4 Dec | 145.85 | 9.55 | 0.00 | 0.49 | 0 | 0 | 0 |
| 3 Dec | 146.54 | 9.55 | 0.00 | 0.93 | 0 | 0 | 0 |
| 2 Dec | 146.41 | 9.55 | 0.00 | 0.95 | 0 | 0 | 0 |
| 29 Nov | 144.54 | 9.55 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 147.5 expiring on 30JAN2025
Delta for 147.5 PE is -0.73
Historical price for 147.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 8.9, which was 0.95 higher than the previous day. The implied volatity was 25.52, the open interest changed by 16 which increased total open position to 169
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 7.95, which was 0.45 higher than the previous day. The implied volatity was 26.56, the open interest changed by 26 which increased total open position to 153
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 7.5, which was 0.30 higher than the previous day. The implied volatity was 24.64, the open interest changed by 37 which increased total open position to 126
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 7.2, which was -1.30 lower than the previous day. The implied volatity was 26.12, the open interest changed by 19 which increased total open position to 87
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 8.5, which was 2.05 higher than the previous day. The implied volatity was 28.08, the open interest changed by 18 which increased total open position to 66
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 25.58, the open interest changed by 9 which increased total open position to 47
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 6, which was 0.90 higher than the previous day. The implied volatity was 26.98, the open interest changed by 7 which increased total open position to 37
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was 25.07, the open interest changed by 6 which increased total open position to 28
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 25.48, the open interest changed by 15 which increased total open position to 24
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 4, which was 1.10 higher than the previous day. The implied volatity was 25.66, the open interest changed by 5 which increased total open position to 8
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 2.9, 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 23.13, the open interest changed by 1 which increased total open position to 3
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 1
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 4.2, which was -5.35 lower than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 0
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
