TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 147 CE | ||||||||||
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Delta: 0.27
Vega: 0.14
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 1.55 | 23.31 | 145 | 87 | 87 | ||||
For Tata Steel Limited - strike price 147 expiring on 30JAN2025
Delta for 147 CE is 0.27
Historical price for 147 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was 23.31, the open interest changed by 87 which increased total open position to 87
| TATASTEEL 30JAN2025 147 PE | |||||||
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Delta: -0.71
Vega: 0.14
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 8.55 | 25.66 | 50 | 45 | 45 | |
For Tata Steel Limited - strike price 147 expiring on 30JAN2025
Delta for 147 PE is -0.71
Historical price for 147 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was 25.66, the open interest changed by 45 which increased total open position to 45
