TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.11
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 1.3 | -0.7 | 30.72 | 615 | 46 | 232 | |||
| 24 Apr | 141.52 | 1.95 | -0.1 | 30.25 | 518 | 41 | 187 | |||
| 23 Apr | 141.16 | 1.95 | 0.15 | 31.08 | 250 | 75 | 145 | |||
| 22 Apr | 138.16 | 1.75 | -0.25 | 33.81 | 141 | 49 | 65 | |||
| 21 Apr | 139.18 | 2 | 0.35 | 32.55 | 38 | 10 | 17 | |||
| 17 Apr | 137.14 | 1.65 | 0.1 | 31.86 | 4 | 2 | 6 | |||
| 16 Apr | 136.97 | 1.55 | -0.3 | 30.90 | 1 | 0 | 3 | |||
| 15 Apr | 136.41 | 1.85 | -9.35 | 33.30 | 3 | 0 | 0 | |||
| 11 Apr | 133.42 | 11.2 | 0 | 9.99 | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 11.2 | 0 | 12.81 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 11.2 | 0 | 11.39 | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 11.2 | 0 | 11.19 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 11.2 | 0 | 5.61 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 11.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 11.2 | 0 | - | 0 | 0 | 0 | |||
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| 28 Mar | 154.24 | 11.2 | 0 | - | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 152.5 expiring on 29MAY2025
Delta for 152.5 CE is 0.19
Historical price for 152.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 30.72, the open interest changed by 46 which increased total open position to 232
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was 30.25, the open interest changed by 41 which increased total open position to 187
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 31.08, the open interest changed by 75 which increased total open position to 145
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 33.81, the open interest changed by 49 which increased total open position to 65
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 32.55, the open interest changed by 10 which increased total open position to 17
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 31.86, the open interest changed by 2 which increased total open position to 6
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 30.90, the open interest changed by 0 which decreased total open position to 3
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 1.85, which was -9.35 lower than the previous day. The implied volatity was 33.30, the open interest changed by 0 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 9.99, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 12.81, 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 11.2, which was 0 lower than the previous day. The implied volatity was 11.39, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 11.19, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 11.2, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 11.2, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 11.2, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 11.2, 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
| TATASTEEL 29MAY2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.14
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 14.95 | 2.9 | 39.46 | 54 | 34 | 71 |
| 24 Apr | 141.52 | 12 | -0.55 | 33.33 | 35 | 11 | 36 |
| 23 Apr | 141.16 | 12.7 | -1.6 | 34.19 | 28 | 6 | 25 |
| 22 Apr | 138.16 | 14.3 | 0.3 | 30.24 | 1 | 0 | 18 |
| 21 Apr | 139.18 | 14 | -1.5 | 36.54 | 9 | 1 | 17 |
| 17 Apr | 137.14 | 15.5 | 10.2 | 34.30 | 12 | 9 | 15 |
| 16 Apr | 136.97 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 136.41 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 133.42 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 5.3 | 0 | 0.00 | 0 | 6 | 0 |
| 2 Apr | 154.69 | 5.3 | -1.1 | 30.87 | 8 | 4 | 4 |
| 1 Apr | 153.12 | 6.4 | 0 | 1.77 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 6.4 | 0 | 2.19 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 152.5 expiring on 29MAY2025
Delta for 152.5 PE is -0.75
Historical price for 152.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 14.95, which was 2.9 higher than the previous day. The implied volatity was 39.46, the open interest changed by 34 which increased total open position to 71
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 12, which was -0.55 lower than the previous day. The implied volatity was 33.33, the open interest changed by 11 which increased total open position to 36
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 12.7, which was -1.6 lower than the previous day. The implied volatity was 34.19, the open interest changed by 6 which increased total open position to 25
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 14.3, which was 0.3 higher than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 18
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 14, which was -1.5 lower than the previous day. The implied volatity was 36.54, the open interest changed by 1 which increased total open position to 17
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 15.5, which was 10.2 higher than the previous day. The implied volatity was 34.30, the open interest changed by 9 which increased total open position to 15
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 5.3, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 5.3, 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 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 5.3, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 5.3, 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 5.3, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 5.3, 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 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 5.3, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 5.3, which was -1.1 lower than the previous day. The implied volatity was 30.87, the open interest changed by 4 which increased total open position to 4
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
