TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:13 AM IST
| TATASTEEL 26DEC2024 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.11
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.40 | 1.7 | -0.60 | 23.40 | 1,554 | 184 | 2,417 | |||
| 11 Dec | 150.60 | 2.3 | -0.15 | 23.47 | 6,401 | 275 | 2,231 | |||
| 10 Dec | 150.32 | 2.45 | 0.20 | 24.75 | 7,757 | 527 | 1,959 | |||
| 9 Dec | 149.88 | 2.25 | 0.35 | 24.56 | 6,033 | 301 | 1,431 | |||
| 6 Dec | 148.29 | 1.9 | 0.40 | 24.22 | 2,549 | 396 | 1,133 | |||
| 5 Dec | 147.07 | 1.5 | 0.10 | 22.91 | 1,945 | 26 | 732 | |||
| 4 Dec | 145.85 | 1.4 | -0.25 | 24.32 | 1,507 | 39 | 709 | |||
| 3 Dec | 146.54 | 1.65 | -0.10 | 24.08 | 1,305 | 223 | 669 | |||
| 2 Dec | 146.41 | 1.75 | 0.25 | 24.80 | 1,181 | 56 | 445 | |||
| 29 Nov | 144.54 | 1.5 | 0.00 | 25.29 | 1,079 | 11 | 387 | |||
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| 28 Nov | 143.39 | 1.5 | -0.30 | 26.38 | 918 | 169 | 375 | |||
| 27 Nov | 144.53 | 1.8 | -0.10 | 26.09 | 175 | 12 | 206 | |||
| 26 Nov | 144.47 | 1.9 | 0.10 | 26.73 | 106 | 12 | 193 | |||
| 25 Nov | 143.67 | 1.8 | -0.10 | 26.60 | 279 | 107 | 184 | |||
| 22 Nov | 142.78 | 1.9 | 0.25 | 28.35 | 76 | 9 | 86 | |||
| 21 Nov | 140.22 | 1.65 | 0.10 | 30.59 | 61 | 10 | 78 | |||
| 20 Nov | 139.46 | 1.55 | 0.00 | 29.58 | 44 | 13 | 67 | |||
| 19 Nov | 139.46 | 1.55 | -0.40 | 29.58 | 44 | 12 | 67 | |||
| 18 Nov | 141.21 | 1.95 | 0.75 | 29.26 | 65 | 11 | 55 | |||
| 14 Nov | 137.98 | 1.2 | -0.55 | 27.06 | 26 | 8 | 44 | |||
| 13 Nov | 139.17 | 1.75 | -1.10 | 28.32 | 39 | 13 | 36 | |||
| 12 Nov | 144.17 | 2.85 | -0.60 | 27.45 | 18 | 8 | 23 | |||
| 11 Nov | 145.01 | 3.45 | -1.25 | 27.64 | 13 | 3 | 14 | |||
| 8 Nov | 147.57 | 4.7 | -1.90 | 28.66 | 11 | 4 | 11 | |||
| 7 Nov | 150.95 | 6.6 | -1.20 | 28.38 | 8 | 4 | 7 | |||
| 6 Nov | 153.62 | 7.8 | 0.65 | 26.27 | 4 | 2 | 2 | |||
| 5 Nov | 152.29 | 7.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 7.15 | 7.15 | 2.02 | 0 | 0 | 0 | |||
| 1 Nov | 149.75 | 0 | 0.21 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 152.5 expiring on 26DEC2024
Delta for 152.5 CE is 0.37
Historical price for 152.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 23.40, the open interest changed by 184 which increased total open position to 2417
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 23.47, the open interest changed by 275 which increased total open position to 2231
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 24.75, the open interest changed by 527 which increased total open position to 1959
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 24.56, the open interest changed by 301 which increased total open position to 1431
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 24.22, the open interest changed by 396 which increased total open position to 1133
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 22.91, the open interest changed by 26 which increased total open position to 732
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 24.32, the open interest changed by 39 which increased total open position to 709
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 24.08, the open interest changed by 223 which increased total open position to 669
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 24.80, the open interest changed by 56 which increased total open position to 445
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 25.29, the open interest changed by 11 which increased total open position to 387
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 26.38, the open interest changed by 169 which increased total open position to 375
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 26.09, the open interest changed by 12 which increased total open position to 206
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 26.73, the open interest changed by 12 which increased total open position to 193
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 26.60, the open interest changed by 107 which increased total open position to 184
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 28.35, the open interest changed by 9 which increased total open position to 86
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 30.59, the open interest changed by 10 which increased total open position to 78
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by 13 which increased total open position to 67
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 29.58, the open interest changed by 12 which increased total open position to 67
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 1.95, which was 0.75 higher than the previous day. The implied volatity was 29.26, the open interest changed by 11 which increased total open position to 55
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 27.06, the open interest changed by 8 which increased total open position to 44
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 28.32, the open interest changed by 13 which increased total open position to 36
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 2.85, which was -0.60 lower than the previous day. The implied volatity was 27.45, the open interest changed by 8 which increased total open position to 23
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 3.45, which was -1.25 lower than the previous day. The implied volatity was 27.64, the open interest changed by 3 which increased total open position to 14
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 4.7, which was -1.90 lower than the previous day. The implied volatity was 28.66, the open interest changed by 4 which increased total open position to 11
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 6.6, which was -1.20 lower than the previous day. The implied volatity was 28.38, the open interest changed by 4 which increased total open position to 7
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 7.8, which was 0.65 higher than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 2
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 7.15, 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 7.15, which was 7.15 higher than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 26DEC2024 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.11
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.40 | 4.2 | 0.70 | 23.33 | 502 | 80 | 988 |
| 11 Dec | 150.60 | 3.5 | -0.40 | 23.27 | 2,771 | 322 | 909 |
| 10 Dec | 150.32 | 3.9 | -0.50 | 24.72 | 2,185 | 209 | 586 |
| 9 Dec | 149.88 | 4.4 | -0.95 | 25.03 | 1,304 | 84 | 376 |
| 6 Dec | 148.29 | 5.35 | -1.10 | 23.30 | 503 | 62 | 299 |
| 5 Dec | 147.07 | 6.45 | -0.80 | 26.38 | 554 | 82 | 234 |
| 4 Dec | 145.85 | 7.25 | 0.40 | 25.63 | 303 | -12 | 152 |
| 3 Dec | 146.54 | 6.85 | 0.15 | 26.06 | 68 | 27 | 164 |
| 2 Dec | 146.41 | 6.7 | -1.60 | 23.33 | 37 | 9 | 135 |
| 29 Nov | 144.54 | 8.3 | -0.80 | 24.29 | 61 | 27 | 122 |
| 28 Nov | 143.39 | 9.1 | 0.60 | 25.55 | 106 | 60 | 94 |
| 27 Nov | 144.53 | 8.5 | -0.40 | 26.43 | 26 | 10 | 34 |
| 26 Nov | 144.47 | 8.9 | -0.50 | 27.82 | 17 | 9 | 23 |
| 25 Nov | 143.67 | 9.4 | -2.10 | 28.44 | 21 | 10 | 13 |
| 22 Nov | 142.78 | 11.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 140.22 | 11.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 139.46 | 11.5 | 0.00 | 14.38 | 1 | 1 | 2 |
| 19 Nov | 139.46 | 11.5 | 0.60 | 14.38 | 1 | 0 | 2 |
| 18 Nov | 141.21 | 10.9 | 5.90 | 23.68 | 1 | 0 | 1 |
| 14 Nov | 137.98 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 139.17 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 144.17 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 145.01 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 147.57 | 5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 150.95 | 5 | -1.30 | 24.21 | 1 | 0 | 0 |
| 6 Nov | 153.62 | 6.3 | -3.10 | 35.26 | 2 | 1 | 1 |
| 5 Nov | 152.29 | 9.4 | 0.00 | 1.25 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 9.4 | 9.40 | - | 0 | 0 | 0 |
| 1 Nov | 149.75 | 0 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 152.5 expiring on 26DEC2024
Delta for 152.5 PE is -0.63
Historical price for 152.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 4.2, which was 0.70 higher than the previous day. The implied volatity was 23.33, the open interest changed by 80 which increased total open position to 988
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 23.27, the open interest changed by 322 which increased total open position to 909
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 3.9, which was -0.50 lower than the previous day. The implied volatity was 24.72, the open interest changed by 209 which increased total open position to 586
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 4.4, which was -0.95 lower than the previous day. The implied volatity was 25.03, the open interest changed by 84 which increased total open position to 376
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 5.35, which was -1.10 lower than the previous day. The implied volatity was 23.30, the open interest changed by 62 which increased total open position to 299
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 6.45, which was -0.80 lower than the previous day. The implied volatity was 26.38, the open interest changed by 82 which increased total open position to 234
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 7.25, which was 0.40 higher than the previous day. The implied volatity was 25.63, the open interest changed by -12 which decreased total open position to 152
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 6.85, which was 0.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by 27 which increased total open position to 164
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 6.7, which was -1.60 lower than the previous day. The implied volatity was 23.33, the open interest changed by 9 which increased total open position to 135
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 8.3, which was -0.80 lower than the previous day. The implied volatity was 24.29, the open interest changed by 27 which increased total open position to 122
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 9.1, which was 0.60 higher than the previous day. The implied volatity was 25.55, the open interest changed by 60 which increased total open position to 94
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 8.5, which was -0.40 lower than the previous day. The implied volatity was 26.43, the open interest changed by 10 which increased total open position to 34
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 8.9, which was -0.50 lower than the previous day. The implied volatity was 27.82, the open interest changed by 9 which increased total open position to 23
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 9.4, which was -2.10 lower than the previous day. The implied volatity was 28.44, the open interest changed by 10 which increased total open position to 13
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 11.5, which was 0.00 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 Nov TATASTEEL was trading at 140.22. The strike last trading price was 11.5, which was 0.00 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 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1 which increased total open position to 2
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 11.5, which was 0.60 higher than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 2
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 10.9, which was 5.90 higher than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 1
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 5, which was 0.00 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 5, which was 0.00 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 5, which was 0.00 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 Nov TATASTEEL was trading at 145.01. The strike last trading price was 5, which was 0.00 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 Nov TATASTEEL was trading at 147.57. The strike last trading price was 5, which was 0.00 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 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 5, which was -1.30 lower than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 6.3, which was -3.10 lower than the previous day. The implied volatity was 35.26, the open interest changed by 1 which increased total open position to 1
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 9.4, which was 9.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
