TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.12
Theta: -0.05
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 1.05 | -0.25 | 24.20 | 4,326 | 476 | 3,228 | |||
| 26 Dec | 140.36 | 1.3 | -0.25 | 23.04 | 3,140 | 720 | 2,745 | |||
| 24 Dec | 140.38 | 1.55 | -0.60 | 23.55 | 2,433 | 498 | 2,023 | |||
| 23 Dec | 141.71 | 2.15 | 0.00 | 25.43 | 1,465 | 299 | 1,522 | |||
| 20 Dec | 140.68 | 2.15 | -0.80 | 26.74 | 1,086 | 178 | 1,213 | |||
| 19 Dec | 143.26 | 2.95 | -0.40 | 25.95 | 963 | 272 | 1,036 | |||
| 18 Dec | 144.46 | 3.35 | -0.65 | 24.87 | 826 | 188 | 767 | |||
| 17 Dec | 145.68 | 4 | -1.10 | 25.44 | 685 | 186 | 577 | |||
| 16 Dec | 147.79 | 5.1 | -0.30 | 25.47 | 310 | 51 | 391 | |||
| 13 Dec | 148.95 | 5.4 | -1.40 | 23.34 | 673 | 122 | 342 | |||
| 12 Dec | 150.78 | 6.8 | 0.05 | 25.31 | 172 | 41 | 220 | |||
| 11 Dec | 150.60 | 6.75 | -0.30 | 24.03 | 82 | 12 | 179 | |||
| 10 Dec | 150.32 | 7.05 | 0.05 | 25.80 | 139 | 7 | 167 | |||
| 9 Dec | 149.88 | 7 | 1.30 | 27.00 | 132 | 20 | 158 | |||
| 6 Dec | 148.29 | 5.7 | 0.60 | 24.13 | 88 | 1 | 139 | |||
| 5 Dec | 147.07 | 5.1 | 0.45 | 23.44 | 89 | -8 | 137 | |||
| 4 Dec | 145.85 | 4.65 | -0.40 | 23.76 | 75 | 38 | 145 | |||
| 3 Dec | 146.54 | 5.05 | -0.25 | 23.74 | 106 | 29 | 106 | |||
| 2 Dec | 146.41 | 5.3 | 0.55 | 25.03 | 47 | 13 | 76 | |||
| 29 Nov | 144.54 | 4.75 | 0.10 | 25.61 | 13 | 3 | 62 | |||
| 28 Nov | 143.39 | 4.65 | -0.05 | 26.43 | 21 | 5 | 57 | |||
| 27 Nov | 144.53 | 4.7 | -0.40 | 24.51 | 25 | 16 | 52 | |||
| 26 Nov | 144.47 | 5.1 | 0.25 | 26.32 | 10 | 3 | 37 | |||
| 25 Nov | 143.67 | 4.85 | 0.15 | 26.03 | 33 | 7 | 34 | |||
| 22 Nov | 142.78 | 4.7 | 0.55 | 26.95 | 26 | 8 | 35 | |||
| 21 Nov | 140.22 | 4.15 | 0.15 | 28.59 | 7 | 2 | 27 | |||
| 20 Nov | 139.46 | 4 | 0.00 | 28.09 | 17 | 2 | 24 | |||
| 19 Nov | 139.46 | 4 | -1.00 | 28.09 | 17 | 1 | 24 | |||
| 18 Nov | 141.21 | 5 | 1.40 | 29.43 | 13 | 4 | 23 | |||
|
|
||||||||||
| 14 Nov | 137.98 | 3.6 | -0.50 | 27.39 | 14 | 4 | 19 | |||
| 13 Nov | 139.17 | 4.1 | -1.70 | 26.92 | 17 | 8 | 14 | |||
| 12 Nov | 144.17 | 5.8 | -5.20 | 26.71 | 6 | 5 | 5 | |||
| 7 Nov | 150.95 | 11 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 11 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 11 | - | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 150 expiring on 30JAN2025
Delta for 150 CE is 0.19
Historical price for 150 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 24.20, the open interest changed by 476 which increased total open position to 3228
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 720 which increased total open position to 2745
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 23.55, the open interest changed by 498 which increased total open position to 2023
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 25.43, the open interest changed by 299 which increased total open position to 1522
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 26.74, the open interest changed by 178 which increased total open position to 1213
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 25.95, the open interest changed by 272 which increased total open position to 1036
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 3.35, which was -0.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by 188 which increased total open position to 767
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 4, which was -1.10 lower than the previous day. The implied volatity was 25.44, the open interest changed by 186 which increased total open position to 577
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 5.1, which was -0.30 lower than the previous day. The implied volatity was 25.47, the open interest changed by 51 which increased total open position to 391
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 5.4, which was -1.40 lower than the previous day. The implied volatity was 23.34, the open interest changed by 122 which increased total open position to 342
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 6.8, which was 0.05 higher than the previous day. The implied volatity was 25.31, the open interest changed by 41 which increased total open position to 220
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 6.75, which was -0.30 lower than the previous day. The implied volatity was 24.03, the open interest changed by 12 which increased total open position to 179
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 25.80, the open interest changed by 7 which increased total open position to 167
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 7, which was 1.30 higher than the previous day. The implied volatity was 27.00, the open interest changed by 20 which increased total open position to 158
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 5.7, which was 0.60 higher than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 139
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 5.1, which was 0.45 higher than the previous day. The implied volatity was 23.44, the open interest changed by -8 which decreased total open position to 137
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 4.65, which was -0.40 lower than the previous day. The implied volatity was 23.76, the open interest changed by 38 which increased total open position to 145
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 5.05, which was -0.25 lower than the previous day. The implied volatity was 23.74, the open interest changed by 29 which increased total open position to 106
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 25.03, the open interest changed by 13 which increased total open position to 76
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 4.75, which was 0.10 higher than the previous day. The implied volatity was 25.61, the open interest changed by 3 which increased total open position to 62
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 5 which increased total open position to 57
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 4.7, which was -0.40 lower than the previous day. The implied volatity was 24.51, the open interest changed by 16 which increased total open position to 52
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 26.32, the open interest changed by 3 which increased total open position to 37
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 4.85, which was 0.15 higher than the previous day. The implied volatity was 26.03, the open interest changed by 7 which increased total open position to 34
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was 26.95, the open interest changed by 8 which increased total open position to 35
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 28.59, the open interest changed by 2 which increased total open position to 27
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 24
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 28.09, the open interest changed by 1 which increased total open position to 24
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 5, which was 1.40 higher than the previous day. The implied volatity was 29.43, the open interest changed by 4 which increased total open position to 23
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 3.6, which was -0.50 lower than the previous day. The implied volatity was 27.39, the open interest changed by 4 which increased total open position to 19
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 4.1, which was -1.70 lower than the previous day. The implied volatity was 26.92, the open interest changed by 8 which increased total open position to 14
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 5.8, which was -5.20 lower than the previous day. The implied volatity was 26.71, the open interest changed by 5 which increased total open position to 5
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 11, 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 11, 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 11, 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 30JAN2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.12
Theta: -0.02
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 10.95 | 1.20 | 26.38 | 234 | 18 | 1,392 |
| 26 Dec | 140.36 | 9.75 | 0.45 | 26.54 | 960 | 553 | 1,374 |
| 24 Dec | 140.38 | 9.3 | 0.40 | 24.67 | 394 | 198 | 820 |
| 23 Dec | 141.71 | 8.9 | -1.40 | 26.14 | 370 | 132 | 622 |
| 20 Dec | 140.68 | 10.3 | 2.15 | 28.44 | 181 | 66 | 492 |
| 19 Dec | 143.26 | 8.15 | 0.65 | 26.26 | 177 | 74 | 426 |
| 18 Dec | 144.46 | 7.5 | 0.95 | 27.20 | 141 | 38 | 350 |
| 17 Dec | 145.68 | 6.55 | 1.10 | 25.43 | 214 | 40 | 311 |
| 16 Dec | 147.79 | 5.45 | 0.30 | 25.42 | 147 | 29 | 270 |
| 13 Dec | 148.95 | 5.15 | 0.85 | 25.72 | 235 | 26 | 232 |
| 12 Dec | 150.78 | 4.3 | 0.15 | 24.84 | 125 | 26 | 204 |
| 11 Dec | 150.60 | 4.15 | -0.25 | 24.45 | 92 | 31 | 177 |
| 10 Dec | 150.32 | 4.4 | -0.50 | 24.94 | 156 | 53 | 145 |
| 9 Dec | 149.88 | 4.9 | -0.75 | 25.75 | 78 | 37 | 92 |
| 6 Dec | 148.29 | 5.65 | -0.65 | 25.42 | 39 | 21 | 55 |
| 5 Dec | 147.07 | 6.3 | -0.80 | 26.02 | 8 | 5 | 33 |
| 4 Dec | 145.85 | 7.1 | 0.40 | 26.66 | 24 | 12 | 29 |
| 3 Dec | 146.54 | 6.7 | -3.05 | 26.38 | 17 | 16 | 16 |
| 2 Dec | 146.41 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 144.54 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 143.39 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 144.53 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 144.47 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 143.67 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 142.78 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 140.22 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 139.46 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 139.46 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 141.21 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 137.98 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 139.17 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 144.17 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 9.75 | 0.00 | 2.24 | 0 | 0 | 0 |
| 5 Nov | 152.29 | 9.75 | 0.00 | 1.79 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 9.75 | 0.39 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 150 expiring on 30JAN2025
Delta for 150 PE is -0.79
Historical price for 150 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 10.95, which was 1.20 higher than the previous day. The implied volatity was 26.38, the open interest changed by 18 which increased total open position to 1392
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 9.75, which was 0.45 higher than the previous day. The implied volatity was 26.54, the open interest changed by 553 which increased total open position to 1374
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 9.3, which was 0.40 higher than the previous day. The implied volatity was 24.67, the open interest changed by 198 which increased total open position to 820
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 8.9, which was -1.40 lower than the previous day. The implied volatity was 26.14, the open interest changed by 132 which increased total open position to 622
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 10.3, which was 2.15 higher than the previous day. The implied volatity was 28.44, the open interest changed by 66 which increased total open position to 492
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 8.15, which was 0.65 higher than the previous day. The implied volatity was 26.26, the open interest changed by 74 which increased total open position to 426
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 7.5, which was 0.95 higher than the previous day. The implied volatity was 27.20, the open interest changed by 38 which increased total open position to 350
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 6.55, which was 1.10 higher than the previous day. The implied volatity was 25.43, the open interest changed by 40 which increased total open position to 311
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 5.45, which was 0.30 higher than the previous day. The implied volatity was 25.42, the open interest changed by 29 which increased total open position to 270
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 5.15, which was 0.85 higher than the previous day. The implied volatity was 25.72, the open interest changed by 26 which increased total open position to 232
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 4.3, which was 0.15 higher than the previous day. The implied volatity was 24.84, the open interest changed by 26 which increased total open position to 204
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 24.45, the open interest changed by 31 which increased total open position to 177
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 4.4, which was -0.50 lower than the previous day. The implied volatity was 24.94, the open interest changed by 53 which increased total open position to 145
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 4.9, which was -0.75 lower than the previous day. The implied volatity was 25.75, the open interest changed by 37 which increased total open position to 92
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 5.65, which was -0.65 lower than the previous day. The implied volatity was 25.42, the open interest changed by 21 which increased total open position to 55
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 6.3, which was -0.80 lower than the previous day. The implied volatity was 26.02, the open interest changed by 5 which increased total open position to 33
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 7.1, which was 0.40 higher than the previous day. The implied volatity was 26.66, the open interest changed by 12 which increased total open position to 29
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 6.7, which was -3.05 lower than the previous day. The implied volatity was 26.38, the open interest changed by 16 which increased total open position to 16
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 9.75, 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 9.75, 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 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 9.75, 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 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 9.75, 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 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 9.75, 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 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 9.75, 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 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 9.75, 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 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 9.75, 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 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 9.75, 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 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 9.75, 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 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 9.75, 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 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 9.75, 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 9.75, 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 9.75, 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 9.75, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 9.75, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 9.75, which was lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
