TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
17 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 151 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 137.14 | 0.1 | -0.1 | 37.15 | 472 | 14 | 251 | |||
| 16 Apr | 136.97 | 0.2 | -0.05 | 39.97 | 387 | 8 | 220 | |||
| 15 Apr | 136.41 | 0.25 | -0.15 | 40.43 | 154 | -13 | 211 | |||
| 11 Apr | 133.42 | 0.4 | 0 | 44.22 | 291 | 6 | 224 | |||
| 9 Apr | 127.18 | 0.4 | -0.15 | 53.28 | 81 | -7 | 217 | |||
| 8 Apr | 130.28 | 0.55 | -0.2 | 49.92 | 308 | -18 | 222 | |||
| 7 Apr | 129.48 | 0.75 | -0.35 | 52.08 | 566 | -30 | 247 | |||
| 4 Apr | 140.39 | 1.15 | -4.55 | 32.02 | 1,033 | 226 | 282 | |||
| 3 Apr | 153.62 | 5.75 | -0.95 | 24.69 | 13 | 6 | 57 | |||
| 2 Apr | 154.69 | 6.7 | 1 | 25.94 | 78 | 2 | 50 | |||
| 1 Apr | 153.12 | 5.75 | -1.1 | 25.99 | 47 | 15 | 47 | |||
| 28 Mar | 154.24 | 6.75 | -1.25 | 26.72 | 32 | 2 | 32 | |||
| 27 Mar | 155.42 | 8 | -1.25 | 28.13 | 17 | 12 | 29 | |||
| 26 Mar | 155.81 | 9.25 | 0 | 36.59 | 12 | 0 | 16 | |||
| 25 Mar | 156.73 | 9.25 | -0.85 | 30.78 | 4 | -1 | 14 | |||
| 24 Mar | 158.42 | 10.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 10.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 10.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Mar | 158.60 | 10.1 | 3.4 | 21.29 | 4 | 0 | 14 | |||
| 18 Mar | 154.66 | 6.7 | 0 | 0.00 | 0 | 5 | 0 | |||
| 17 Mar | 151.81 | 6.7 | 0.3 | 27.40 | 9 | 5 | 14 | |||
| 13 Mar | 150.88 | 6.4 | 0.25 | 27.88 | 7 | 4 | 9 | |||
| 12 Mar | 150.30 | 6.15 | -0.35 | 27.37 | 2 | 0 | 4 | |||
| 11 Mar | 150.75 | 6.5 | 0.5 | 27.17 | 1 | 0 | 3 | |||
| 10 Mar | 151.05 | 6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 6 | -0.95 | 21.44 | 1 | 0 | 3 | |||
| 6 Mar | 150.44 | 6.95 | 2.95 | 30.09 | 3 | 0 | 4 | |||
| 5 Mar | 146.10 | 4 | 1.5 | 25.56 | 3 | 2 | 3 | |||
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| 4 Mar | 139.34 | 2.5 | -1 | 28.67 | 1 | 0 | 0 | |||
| 3 Mar | 138.57 | 3.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 3.5 | 0 | 6.51 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 151 expiring on 24APR2025
Delta for 151 CE is 0.04
Historical price for 151 CE is as follows
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 37.15, the open interest changed by 14 which increased total open position to 251
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 39.97, the open interest changed by 8 which increased total open position to 220
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 40.43, the open interest changed by -13 which decreased total open position to 211
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 44.22, the open interest changed by 6 which increased total open position to 224
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 53.28, the open interest changed by -7 which decreased total open position to 217
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 49.92, the open interest changed by -18 which decreased total open position to 222
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 52.08, the open interest changed by -30 which decreased total open position to 247
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1.15, which was -4.55 lower than the previous day. The implied volatity was 32.02, the open interest changed by 226 which increased total open position to 282
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 5.75, which was -0.95 lower than the previous day. The implied volatity was 24.69, the open interest changed by 6 which increased total open position to 57
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 6.7, which was 1 higher than the previous day. The implied volatity was 25.94, the open interest changed by 2 which increased total open position to 50
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 5.75, which was -1.1 lower than the previous day. The implied volatity was 25.99, the open interest changed by 15 which increased total open position to 47
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 26.72, the open interest changed by 2 which increased total open position to 32
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 8, which was -1.25 lower than the previous day. The implied volatity was 28.13, the open interest changed by 12 which increased total open position to 29
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 16
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 9.25, which was -0.85 lower than the previous day. The implied volatity was 30.78, the open interest changed by -1 which decreased total open position to 14
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 10.1, 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
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 10.1, 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
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 10.1, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 10.1, which was 3.4 higher than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 14
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 6.7, which was 0.3 higher than the previous day. The implied volatity was 27.40, the open interest changed by 5 which increased total open position to 14
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 6.4, which was 0.25 higher than the previous day. The implied volatity was 27.88, the open interest changed by 4 which increased total open position to 9
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 6.15, which was -0.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 4
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 27.17, the open interest changed by 0 which decreased total open position to 3
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 6, 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
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 6, which was -0.95 lower than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 3
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 6.95, which was 2.95 higher than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 4
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 4, which was 1.5 higher than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 3
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 3.5, 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
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 24APR2025 151 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.04
Theta: -0.10
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 137.14 | 14 | 0.05 | 53.68 | 1 | 0 | 115 |
| 16 Apr | 136.97 | 13.95 | -0.7 | 46.32 | 10 | -1 | 116 |
| 15 Apr | 136.41 | 14.65 | -3.7 | 53.09 | 4 | 1 | 118 |
| 11 Apr | 133.42 | 18.35 | -4.45 | 62.62 | 3 | 1 | 117 |
| 9 Apr | 127.18 | 22.8 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 22.8 | 0 | 0.00 | 0 | -1 | 0 |
| 7 Apr | 129.48 | 22.8 | 11.8 | 79.55 | 3 | 0 | 117 |
| 4 Apr | 140.39 | 10.9 | 8.55 | 34.59 | 545 | -5 | 122 |
| 3 Apr | 153.62 | 2.3 | 0.1 | 26.67 | 300 | -6 | 127 |
| 2 Apr | 154.69 | 2.15 | -0.55 | 27.42 | 517 | 7 | 134 |
| 1 Apr | 153.12 | 2.7 | 0.1 | 27.02 | 644 | 40 | 127 |
| 28 Mar | 154.24 | 2.7 | 0.3 | 27.00 | 354 | 24 | 87 |
| 27 Mar | 155.42 | 2.4 | -0.15 | 27.56 | 115 | 34 | 63 |
| 26 Mar | 155.81 | 2.6 | 0.3 | 27.88 | 29 | 0 | 28 |
| 25 Mar | 156.73 | 2.3 | 0.3 | 27.89 | 14 | 8 | 28 |
| 24 Mar | 158.42 | 2 | -0.15 | 29.06 | 7 | 5 | 19 |
| 21 Mar | 157.28 | 2.2 | -0.4 | 27.27 | 4 | 2 | 13 |
| 20 Mar | 159.04 | 2.6 | 0.5 | 32.64 | 1 | 0 | 11 |
| 19 Mar | 158.60 | 2.15 | -2.55 | 28.67 | 5 | 2 | 11 |
| 18 Mar | 154.66 | 4.7 | 0 | 0.00 | 0 | 2 | 0 |
| 17 Mar | 151.81 | 4.7 | -0.75 | 30.35 | 5 | 2 | 9 |
| 13 Mar | 150.88 | 5.4 | -0.7 | 30.00 | 3 | 1 | 5 |
| 12 Mar | 150.30 | 6.1 | -8.05 | 32.57 | 4 | 3 | 3 |
| 11 Mar | 150.75 | 14.15 | 0 | 1.21 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 14.15 | 0 | 1.13 | 0 | 0 | 0 |
| 7 Mar | 151.56 | 14.15 | 0 | 1.55 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 14.15 | 0 | 0.55 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 14.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 139.34 | 14.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 138.57 | 14.15 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 137.20 | 14.15 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 151 expiring on 24APR2025
Delta for 151 PE is -0.89
Historical price for 151 PE is as follows
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 14, which was 0.05 higher than the previous day. The implied volatity was 53.68, the open interest changed by 0 which decreased total open position to 115
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 13.95, which was -0.7 lower than the previous day. The implied volatity was 46.32, the open interest changed by -1 which decreased total open position to 116
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 14.65, which was -3.7 lower than the previous day. The implied volatity was 53.09, the open interest changed by 1 which increased total open position to 118
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 18.35, which was -4.45 lower than the previous day. The implied volatity was 62.62, the open interest changed by 1 which increased total open position to 117
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 22.8, 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
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 22.8, which was 11.8 higher than the previous day. The implied volatity was 79.55, the open interest changed by 0 which decreased total open position to 117
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 10.9, which was 8.55 higher than the previous day. The implied volatity was 34.59, the open interest changed by -5 which decreased total open position to 122
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 26.67, the open interest changed by -6 which decreased total open position to 127
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 27.42, the open interest changed by 7 which increased total open position to 134
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 2.7, which was 0.1 higher than the previous day. The implied volatity was 27.02, the open interest changed by 40 which increased total open position to 127
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 27.00, the open interest changed by 24 which increased total open position to 87
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 27.56, the open interest changed by 34 which increased total open position to 63
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 2.6, which was 0.3 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 28
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 27.89, the open interest changed by 8 which increased total open position to 28
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 5 which increased total open position to 19
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 13
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 2.6, which was 0.5 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 11
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 2.15, which was -2.55 lower than the previous day. The implied volatity was 28.67, the open interest changed by 2 which increased total open position to 11
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 30.35, the open interest changed by 2 which increased total open position to 9
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5.4, which was -0.7 lower than the previous day. The implied volatity was 30.00, the open interest changed by 1 which increased total open position to 5
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 6.1, which was -8.05 lower than the previous day. The implied volatity was 32.57, the open interest changed by 3 which increased total open position to 3
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 14.15, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 14.15, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 14.15, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 14.15, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 14.15, 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 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 14.15, 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 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 14.15, 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
On 28 Feb TATASTEEL was trading at 137.20. The strike last trading price was 14.15, 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
