TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.09
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.7 | -0.20 | 24.32 | 555 | 110 | 494 | |||
| 26 Dec | 140.36 | 0.9 | -0.20 | 23.42 | 494 | 177 | 379 | |||
| 24 Dec | 140.38 | 1.1 | -0.45 | 23.89 | 217 | 35 | 200 | |||
| 23 Dec | 141.71 | 1.55 | -0.05 | 25.43 | 195 | 9 | 166 | |||
| 20 Dec | 140.68 | 1.6 | -0.55 | 26.84 | 99 | 37 | 154 | |||
| 19 Dec | 143.26 | 2.15 | -0.45 | 25.53 | 114 | 28 | 116 | |||
| 18 Dec | 144.46 | 2.6 | -0.50 | 25.26 | 132 | 23 | 87 | |||
| 17 Dec | 145.68 | 3.1 | -0.90 | 25.51 | 33 | 6 | 63 | |||
| 16 Dec | 147.79 | 4 | -0.45 | 25.35 | 38 | 15 | 58 | |||
| 13 Dec | 148.95 | 4.45 | -1.15 | 24.30 | 32 | 13 | 43 | |||
| 12 Dec | 150.78 | 5.6 | -0.35 | 25.39 | 7 | 5 | 29 | |||
| 11 Dec | 150.60 | 5.95 | 0.60 | 26.27 | 16 | 9 | 24 | |||
| 10 Dec | 150.32 | 5.35 | 0.45 | 23.83 | 23 | 9 | 14 | |||
| 9 Dec | 149.88 | 4.9 | 0.65 | 22.98 | 7 | 2 | 5 | |||
| 6 Dec | 148.29 | 4.25 | 0.55 | 22.34 | 1 | 0 | 2 | |||
| 5 Dec | 147.07 | 3.7 | -1.70 | 21.91 | 2 | 1 | 1 | |||
| 4 Dec | 145.85 | 5.4 | 0.00 | 2.44 | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 5.4 | 0.00 | 2.02 | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 5.4 | 0.00 | 2.08 | 0 | 0 | 0 | |||
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| 29 Nov | 144.54 | 5.4 | 2.96 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 152.5 expiring on 30JAN2025
Delta for 152.5 CE is 0.14
Historical price for 152.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 24.32, the open interest changed by 110 which increased total open position to 494
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 23.42, the open interest changed by 177 which increased total open position to 379
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 23.89, the open interest changed by 35 which increased total open position to 200
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by 9 which increased total open position to 166
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 26.84, the open interest changed by 37 which increased total open position to 154
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 25.53, the open interest changed by 28 which increased total open position to 116
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 2.6, which was -0.50 lower than the previous day. The implied volatity was 25.26, the open interest changed by 23 which increased total open position to 87
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 25.51, the open interest changed by 6 which increased total open position to 63
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 25.35, the open interest changed by 15 which increased total open position to 58
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 4.45, which was -1.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 13 which increased total open position to 43
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was 25.39, the open interest changed by 5 which increased total open position to 29
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 5.95, which was 0.60 higher than the previous day. The implied volatity was 26.27, the open interest changed by 9 which increased total open position to 24
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 5.35, which was 0.45 higher than the previous day. The implied volatity was 23.83, the open interest changed by 9 which increased total open position to 14
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 22.98, the open interest changed by 2 which increased total open position to 5
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 4.25, which was 0.55 higher than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 2
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 3.7, which was -1.70 lower than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 1
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 5.4, which was lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 12 | 0.10 | - | 4 | 0 | 106 |
| 26 Dec | 140.36 | 11.9 | 0.50 | 28.05 | 84 | 68 | 104 |
| 24 Dec | 140.38 | 11.4 | 0.55 | 25.78 | 32 | 3 | 35 |
| 23 Dec | 141.71 | 10.85 | 0.25 | 26.76 | 18 | 10 | 31 |
| 20 Dec | 140.68 | 10.6 | 0.20 | 14.92 | 18 | 15 | 19 |
| 19 Dec | 143.26 | 10.4 | 0.50 | 29.27 | 2 | 1 | 3 |
| 18 Dec | 144.46 | 9.9 | 2.25 | 31.19 | 1 | 0 | 1 |
| 17 Dec | 145.68 | 7.65 | -4.95 | 23.01 | 1 | 0 | 0 |
| 16 Dec | 147.79 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 148.95 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 150.78 | 12.6 | 0.00 | 0.03 | 0 | 0 | 0 |
| 11 Dec | 150.60 | 12.6 | 0.00 | 0.21 | 0 | 0 | 0 |
| 10 Dec | 150.32 | 12.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 149.88 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 148.29 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 147.07 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 145.85 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 146.54 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 146.41 | 12.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 144.54 | 12.6 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 152.5 expiring on 30JAN2025
Delta for 152.5 PE is -
Historical price for 152.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 12, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 11.9, which was 0.50 higher than the previous day. The implied volatity was 28.05, the open interest changed by 68 which increased total open position to 104
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 11.4, which was 0.55 higher than the previous day. The implied volatity was 25.78, the open interest changed by 3 which increased total open position to 35
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 10.85, which was 0.25 higher than the previous day. The implied volatity was 26.76, the open interest changed by 10 which increased total open position to 31
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 10.6, which was 0.20 higher than the previous day. The implied volatity was 14.92, the open interest changed by 15 which increased total open position to 19
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 10.4, which was 0.50 higher than the previous day. The implied volatity was 29.27, the open interest changed by 1 which increased total open position to 3
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 9.9, which was 2.25 higher than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 1
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 7.65, which was -4.95 lower than the previous day. The implied volatity was 23.01, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 12.6, 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 Dec TATASTEEL was trading at 148.95. The strike last trading price was 12.6, 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 Dec TATASTEEL was trading at 150.78. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 12.6, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 12.6, 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 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 12.6, 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 12.6, 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 12.6, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 12.6, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 12.6, 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 12.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
