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TATASTEEL
Tata Steel Limited
133.42 6.24 (4.91%)

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Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 24APR2025 150 CE
Delta: 0.10
Vega: 0.04
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 0.5 0.05 44.80 6,740 -577 3,432
9 Apr 127.18 0.45 -0.15 53.04 3,351 253 4,027
8 Apr 130.28 0.65 -0.1 50.34 5,743 588 3,804
7 Apr 129.48 0.85 -0.5 52.15 9,051 18 3,215
4 Apr 140.39 1.4 -5.05 32.59 10,991 2,494 3,222
3 Apr 153.62 6.5 -1 25.35 444 9 733
2 Apr 154.69 7.5 1.1 26.81 788 -6 723
1 Apr 153.12 6.4 -1.05 26.14 673 -50 730
28 Mar 154.24 7.45 -1.4 27.11 490 152 780
27 Mar 155.42 8.95 -0.05 30.02 363 78 628
26 Mar 155.81 8.7 -1.2 29.02 244 23 550
25 Mar 156.73 9.9 -1.3 30.59 229 22 528
24 Mar 158.42 11.2 0.55 28.28 145 -60 504
21 Mar 157.28 10.65 -1 28.97 88 -12 564
20 Mar 159.04 11.6 0 24.20 340 111 576
19 Mar 158.60 11.5 2.3 25.85 357 -26 463
18 Mar 154.66 9.15 1.85 28.94 312 74 489
17 Mar 151.81 7.45 0.45 28.38 110 26 416
13 Mar 150.88 6.95 0.1 27.99 101 13 389
12 Mar 150.30 6.8 -0.4 28.02 89 16 376
11 Mar 150.75 7.2 -0.35 27.98 51 12 361
10 Mar 151.05 7.55 0 29.77 73 31 348
7 Mar 151.56 7.45 0.4 25.62 82 -7 317
6 Mar 150.44 6.7 1.7 26.61 241 24 321
5 Mar 146.10 4.95 2.35 27.79 280 57 296
4 Mar 139.34 2.6 0.4 27.78 102 41 240
3 Mar 138.57 2.15 0.25 26.47 163 99 196
28 Feb 137.20 1.9 -0.2 25.85 85 37 97
27 Feb 138.69 2.1 0.15 24.35 15 3 60
26 Feb 137.00 2.15 -0.1 26.69 21 9 57
25 Feb 137.07 2.15 -0.1 26.69 21 9 57
24 Feb 137.65 2.25 -0.95 26.38 13 -4 47
21 Feb 140.76 3.2 0.85 25.40 12 4 49
20 Feb 138.04 2.35 0.2 24.99 13 8 43
19 Feb 135.76 2.15 0.55 26.71 4 1 35
18 Feb 134.54 1.6 -0.5 25.51 20 13 34
17 Feb 134.29 2.1 -0.2 28.10 2 1 20
14 Feb 134.47 2.3 -0.3 28.72 9 5 19
13 Feb 136.25 2.6 0.8 26.92 15 9 14
12 Feb 132.28 1.8 -1.3 27.64 8 4 4
11 Feb 130.11 3.1 0 8.52 0 0 0
10 Feb 134.04 3.1 0 6.56 0 0 0
7 Feb 138.31 0 0 0.00 0 0 0

For Tata Steel Limited - strike price 150 expiring on 24APR2025

Delta for 150 CE is 0.10

Historical price for 150 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 44.80, the open interest changed by -577 which decreased total open position to 3432


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 53.04, the open interest changed by 253 which increased total open position to 4027


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 50.34, the open interest changed by 588 which increased total open position to 3804


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was 52.15, the open interest changed by 18 which increased total open position to 3215


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1.4, which was -5.05 lower than the previous day. The implied volatity was 32.59, the open interest changed by 2494 which increased total open position to 3222


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 6.5, which was -1 lower than the previous day. The implied volatity was 25.35, the open interest changed by 9 which increased total open position to 733


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 7.5, which was 1.1 higher than the previous day. The implied volatity was 26.81, the open interest changed by -6 which decreased total open position to 723


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 6.4, which was -1.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by -50 which decreased total open position to 730


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 7.45, which was -1.4 lower than the previous day. The implied volatity was 27.11, the open interest changed by 152 which increased total open position to 780


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 8.95, which was -0.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by 78 which increased total open position to 628


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 8.7, which was -1.2 lower than the previous day. The implied volatity was 29.02, the open interest changed by 23 which increased total open position to 550


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 9.9, which was -1.3 lower than the previous day. The implied volatity was 30.59, the open interest changed by 22 which increased total open position to 528


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 11.2, which was 0.55 higher than the previous day. The implied volatity was 28.28, the open interest changed by -60 which decreased total open position to 504


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 10.65, which was -1 lower than the previous day. The implied volatity was 28.97, the open interest changed by -12 which decreased total open position to 564


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 24.20, the open interest changed by 111 which increased total open position to 576


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 11.5, which was 2.3 higher than the previous day. The implied volatity was 25.85, the open interest changed by -26 which decreased total open position to 463


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 9.15, which was 1.85 higher than the previous day. The implied volatity was 28.94, the open interest changed by 74 which increased total open position to 489


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 7.45, which was 0.45 higher than the previous day. The implied volatity was 28.38, the open interest changed by 26 which increased total open position to 416


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 6.95, which was 0.1 higher than the previous day. The implied volatity was 27.99, the open interest changed by 13 which increased total open position to 389


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 6.8, which was -0.4 lower than the previous day. The implied volatity was 28.02, the open interest changed by 16 which increased total open position to 376


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 7.2, which was -0.35 lower than the previous day. The implied volatity was 27.98, the open interest changed by 12 which increased total open position to 361


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 29.77, the open interest changed by 31 which increased total open position to 348


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 7.45, which was 0.4 higher than the previous day. The implied volatity was 25.62, the open interest changed by -7 which decreased total open position to 317


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 6.7, which was 1.7 higher than the previous day. The implied volatity was 26.61, the open interest changed by 24 which increased total open position to 321


On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 4.95, which was 2.35 higher than the previous day. The implied volatity was 27.79, the open interest changed by 57 which increased total open position to 296


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 2.6, which was 0.4 higher than the previous day. The implied volatity was 27.78, the open interest changed by 41 which increased total open position to 240


On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 26.47, the open interest changed by 99 which increased total open position to 196


On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 25.85, the open interest changed by 37 which increased total open position to 97


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 24.35, the open interest changed by 3 which increased total open position to 60


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 2.15, which was -0.1 lower than the previous day. The implied volatity was 26.69, the open interest changed by 9 which increased total open position to 57


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 2.15, which was -0.1 lower than the previous day. The implied volatity was 26.69, the open interest changed by 9 which increased total open position to 57


On 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 26.38, the open interest changed by -4 which decreased total open position to 47


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 3.2, which was 0.85 higher than the previous day. The implied volatity was 25.40, the open interest changed by 4 which increased total open position to 49


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 24.99, the open interest changed by 8 which increased total open position to 43


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 2.15, which was 0.55 higher than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 35


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 1.6, which was -0.5 lower than the previous day. The implied volatity was 25.51, the open interest changed by 13 which increased total open position to 34


On 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 28.10, the open interest changed by 1 which increased total open position to 20


On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 28.72, the open interest changed by 5 which increased total open position to 19


On 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 2.6, which was 0.8 higher than the previous day. The implied volatity was 26.92, the open interest changed by 9 which increased total open position to 14


On 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 1.8, which was -1.3 lower than the previous day. The implied volatity was 27.64, the open interest changed by 4 which increased total open position to 4


On 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 8.52, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, 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


TATASTEEL 24APR2025 150 PE
Delta: -0.89
Vega: 0.05
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 16.6 -5.9 47.08 196 -55 1,177
9 Apr 127.18 22.5 2.3 53.45 78 9 1,233
8 Apr 130.28 20.2 -0.5 55.17 96 -27 1,236
7 Apr 129.48 20.45 10.25 60.03 813 -244 1,264
4 Apr 140.39 10.15 8.1 34.93 5,035 -192 1,679
3 Apr 153.62 2.05 0.1 27.38 2,312 -86 1,876
2 Apr 154.69 2 -0.4 28.71 2,319 189 1,961
1 Apr 153.12 2.3 -0.05 26.80 2,591 -9 1,777
28 Mar 154.24 2.35 0.2 27.01 2,386 62 1,786
27 Mar 155.42 2.15 -0.1 28.00 1,835 485 1,724
26 Mar 155.81 2.3 0.2 28.06 1,829 210 1,309
25 Mar 156.73 2.15 0.35 28.88 1,078 76 1,100
24 Mar 158.42 1.8 -0.15 29.45 577 53 1,024
21 Mar 157.28 1.95 0.2 27.45 585 77 969
20 Mar 159.04 1.75 -0.2 28.75 507 73 891
19 Mar 158.60 1.9 -1.05 28.72 1,170 431 836
18 Mar 154.66 2.95 -1.25 28.44 467 143 405
17 Mar 151.81 4.15 -0.9 29.78 218 86 261
13 Mar 150.88 5.05 -0.2 30.58 169 9 176
12 Mar 150.30 5.2 0.1 30.18 101 10 166
11 Mar 150.75 5 -0.2 30.08 128 26 157
10 Mar 151.05 5.25 0.25 30.68 115 37 130
7 Mar 151.56 5.1 -0.4 30.88 101 17 93
6 Mar 150.44 5.5 -2 29.11 106 51 77
5 Mar 146.10 7.7 -5 29.99 35 25 26
4 Mar 139.34 12.7 0 0.00 0 1 0
3 Mar 138.57 12.7 -6.8 32.28 1 0 0
28 Feb 137.20 19.5 0 - 0 0 0
27 Feb 138.69 19.5 0 - 0 0 0
26 Feb 137.00 19.5 0 - 0 0 0
25 Feb 137.07 19.5 0 - 0 0 0
24 Feb 137.65 19.5 0 - 0 0 0
21 Feb 140.76 19.5 0 - 0 0 0
20 Feb 138.04 0 0 - 0 0 0
19 Feb 135.76 0 0 - 0 0 0
18 Feb 134.54 0 0 - 0 0 0
17 Feb 134.29 0 0 - 0 0 0
14 Feb 134.47 0 0 - 0 0 0
13 Feb 136.25 0 0 - 0 0 0
12 Feb 132.28 0 0 - 0 0 0
11 Feb 130.11 0 0 - 0 0 0
10 Feb 134.04 0 0 - 0 0 0
7 Feb 138.31 0 0 0.00 0 0 0

For Tata Steel Limited - strike price 150 expiring on 24APR2025

Delta for 150 PE is -0.89

Historical price for 150 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 16.6, which was -5.9 lower than the previous day. The implied volatity was 47.08, the open interest changed by -55 which decreased total open position to 1177


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 22.5, which was 2.3 higher than the previous day. The implied volatity was 53.45, the open interest changed by 9 which increased total open position to 1233


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 20.2, which was -0.5 lower than the previous day. The implied volatity was 55.17, the open interest changed by -27 which decreased total open position to 1236


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 20.45, which was 10.25 higher than the previous day. The implied volatity was 60.03, the open interest changed by -244 which decreased total open position to 1264


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 10.15, which was 8.1 higher than the previous day. The implied volatity was 34.93, the open interest changed by -192 which decreased total open position to 1679


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 27.38, the open interest changed by -86 which decreased total open position to 1876


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 28.71, the open interest changed by 189 which increased total open position to 1961


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by -9 which decreased total open position to 1777


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 27.01, the open interest changed by 62 which increased total open position to 1786


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 2.15, which was -0.1 lower than the previous day. The implied volatity was 28.00, the open interest changed by 485 which increased total open position to 1724


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 2.3, which was 0.2 higher than the previous day. The implied volatity was 28.06, the open interest changed by 210 which increased total open position to 1309


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 28.88, the open interest changed by 76 which increased total open position to 1100


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 53 which increased total open position to 1024


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 1.95, which was 0.2 higher than the previous day. The implied volatity was 27.45, the open interest changed by 77 which increased total open position to 969


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 28.75, the open interest changed by 73 which increased total open position to 891


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 28.72, the open interest changed by 431 which increased total open position to 836


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 28.44, the open interest changed by 143 which increased total open position to 405


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 4.15, which was -0.9 lower than the previous day. The implied volatity was 29.78, the open interest changed by 86 which increased total open position to 261


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5.05, which was -0.2 lower than the previous day. The implied volatity was 30.58, the open interest changed by 9 which increased total open position to 176


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 5.2, which was 0.1 higher than the previous day. The implied volatity was 30.18, the open interest changed by 10 which increased total open position to 166


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 5, which was -0.2 lower than the previous day. The implied volatity was 30.08, the open interest changed by 26 which increased total open position to 157


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 5.25, which was 0.25 higher than the previous day. The implied volatity was 30.68, the open interest changed by 37 which increased total open position to 130


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 30.88, the open interest changed by 17 which increased total open position to 93


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 5.5, which was -2 lower than the previous day. The implied volatity was 29.11, the open interest changed by 51 which increased total open position to 77


On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 7.7, which was -5 lower than the previous day. The implied volatity was 29.99, the open interest changed by 25 which increased total open position to 26


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 12.7, 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 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 12.7, which was -6.8 lower than the previous day. The implied volatity was 32.28, the open interest changed by 0 which decreased total open position to 0


On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 19.5, 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 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 19.5, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 19.5, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 19.5, 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 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 19.5, 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 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 19.5, 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 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 0, 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 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 0, 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 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 0, 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 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 0, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 0, 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 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 0, 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 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 130.11. The strike last trading price was 0, 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 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 0, 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 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, 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