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TATASTEEL
Tata Steel Limited

133.42 6.24 (4.91%)

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Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
TATASTEEL 24APR2025 152 CE
Delta: 0.07
Vega: 0.03
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 0.35 0 44.64 379 -7 366
9 Apr 127.18 0.35 -0.1 53.35 188 15 368
8 Apr 130.28 0.45 -0.2 49.17 250 20 355
7 Apr 129.48 0.65 -0.3 51.79 657 -167 337
4 Apr 140.39 1 -4.25 32.24 2,201 398 506
3 Apr 153.62 5.25 -0.85 25.58 68 14 107
2 Apr 154.69 6.1 1.1 26.32 227 34 97
1 Apr 153.12 5.05 -1.1 25.26 144 5 64
28 Mar 154.24 6.1 -1.3 26.47 54 12 59
27 Mar 155.42 7.45 -0.15 28.73 29 11 44
26 Mar 155.81 7.35 -0.95 28.63 36 15 32
25 Mar 156.73 8.3 -1.2 28.91 7 5 17
24 Mar 158.42 9.5 0.5 26.67 3 2 11
21 Mar 157.28 9 -1.8 27.31 2 1 8
20 Mar 159.04 10.8 1.05 29.10 10 -3 8
19 Mar 158.60 9.75 2.25 24.17 4 1 11
18 Mar 154.66 7.5 1.5 26.71 6 1 6
17 Mar 151.81 6 -0.15 26.60 1 0 4
13 Mar 150.88 6.15 -0.3 29.12 3 0 4
12 Mar 150.30 6.45 0.25 31.30 1 0 4
11 Mar 150.75 6.2 -0.8 28.16 1 0 3
10 Mar 151.05 7 1.8 32.01 5 4 4
7 Mar 151.56 5.2 0 0.00 0 2 0
6 Mar 150.44 5.2 2.5 24.34 2 1 1
5 Mar 146.10 2.7 0 2.79 0 0 0
4 Mar 139.34 2.7 0 6.31 0 0 0
3 Mar 138.57 2.7 0 6.75 0 0 0
28 Feb 137.20 2.7 0 7.03 0 0 0
27 Feb 138.69 2.7 0 6.27 0 0 0
26 Feb 137.00 2.7 0 7.01 0 0 0
25 Feb 137.07 2.7 0 7.01 0 0 0
24 Feb 137.65 2.7 0 6.75 0 0 0
21 Feb 140.76 2.7 0 4.79 0 0 0
20 Feb 138.04 2.7 0 6.14 0 0 0
19 Feb 135.76 2.7 0 7.20 0 0 0
18 Feb 134.54 2.7 0 7.93 0 0 0
17 Feb 134.29 2.7 0 7.80 0 0 0
14 Feb 134.47 2.7 0 7.71 0 0 0
13 Feb 136.25 2.7 0 6.60 0 0 0
12 Feb 132.28 2.7 0 8.91 0 0 0
11 Feb 130.11 2.7 0 9.35 0 0 0
10 Feb 134.04 2.7 0 7.51 0 0 0
7 Feb 138.31 0 0 4.88 0 0 0


For Tata Steel Limited - strike price 152 expiring on 24APR2025

Delta for 152 CE is 0.07

Historical price for 152 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 44.64, the open interest changed by -7 which decreased total open position to 366


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 53.35, the open interest changed by 15 which increased total open position to 368


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 49.17, the open interest changed by 20 which increased total open position to 355


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 51.79, the open interest changed by -167 which decreased total open position to 337


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1, which was -4.25 lower than the previous day. The implied volatity was 32.24, the open interest changed by 398 which increased total open position to 506


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 5.25, which was -0.85 lower than the previous day. The implied volatity was 25.58, the open interest changed by 14 which increased total open position to 107


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 6.1, which was 1.1 higher than the previous day. The implied volatity was 26.32, the open interest changed by 34 which increased total open position to 97


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 5.05, which was -1.1 lower than the previous day. The implied volatity was 25.26, the open interest changed by 5 which increased total open position to 64


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 6.1, which was -1.3 lower than the previous day. The implied volatity was 26.47, the open interest changed by 12 which increased total open position to 59


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 7.45, which was -0.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 11 which increased total open position to 44


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 7.35, which was -0.95 lower than the previous day. The implied volatity was 28.63, the open interest changed by 15 which increased total open position to 32


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 8.3, which was -1.2 lower than the previous day. The implied volatity was 28.91, the open interest changed by 5 which increased total open position to 17


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 9.5, which was 0.5 higher than the previous day. The implied volatity was 26.67, the open interest changed by 2 which increased total open position to 11


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 9, which was -1.8 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 8


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 29.10, the open interest changed by -3 which decreased total open position to 8


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 9.75, which was 2.25 higher than the previous day. The implied volatity was 24.17, the open interest changed by 1 which increased total open position to 11


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 7.5, which was 1.5 higher than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 6


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 6, which was -0.15 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 4


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 6.15, which was -0.3 lower than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 4


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 31.30, 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 6.2, which was -0.8 lower than the previous day. The implied volatity was 28.16, 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 7, which was 1.8 higher than the previous day. The implied volatity was 32.01, the open interest changed by 4 which increased total open position to 4


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 5.2, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 5.2, which was 2.5 higher than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 1


On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 2.79, 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 2.7, which was 0 lower than the previous day. The implied volatity was 6.31, 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 2.7, which was 0 lower than the previous day. The implied volatity was 6.75, 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 2.7, which was 0 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0


On 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0


On 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0


On 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0


On 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0


On 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0


On 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0


On 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0


On 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.80, the open interest changed by 0 which decreased total open position to 0


On 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.71, the open interest changed by 0 which decreased total open position to 0


On 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0


On 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 8.91, the open interest changed by 0 which decreased total open position to 0


On 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 24APR2025 152 PE
Delta: -0.89
Vega: 0.05
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 18.65 -2 52.22 25 -3 206
9 Apr 127.18 20.65 0 0.00 0 -12 0
8 Apr 130.28 20.65 -1.9 - 15 -12 209
7 Apr 129.48 22.55 10.75 65.40 100 -35 222
4 Apr 140.39 11.85 9.1 36.11 685 68 254
3 Apr 153.62 2.7 0.2 26.81 543 32 186
2 Apr 154.69 2.55 -0.5 27.77 738 18 156
1 Apr 153.12 2.95 0.05 25.96 499 6 139
28 Mar 154.24 3 0.3 26.47 508 30 133
27 Mar 155.42 2.65 -0.2 26.95 190 27 106
26 Mar 155.81 2.85 0.2 27.22 86 25 71
25 Mar 156.73 2.7 0.5 28.37 48 17 45
24 Mar 158.42 2.2 -0.1 28.52 16 6 27
21 Mar 157.28 2.3 -0.2 26.02 16 0 21
20 Mar 159.04 2.4 -0.1 0.00 0 -3 0
19 Mar 158.60 2.4 -1.2 28.47 46 -3 21
18 Mar 154.66 3.6 -1.9 27.97 25 11 21
17 Mar 151.81 5.5 -15.55 32.18 10 9 9
13 Mar 150.88 21.05 0 0.47 0 0 0
12 Mar 150.30 21.05 0 0.22 0 0 0
11 Mar 150.75 21.05 0 0.48 0 0 0
10 Mar 151.05 21.05 0 0.43 0 0 0
7 Mar 151.56 21.05 0 1.10 0 0 0
6 Mar 150.44 21.05 0 - 0 0 0
5 Mar 146.10 21.05 0 - 0 0 0
4 Mar 139.34 21.05 0 - 0 0 0
3 Mar 138.57 21.05 0 - 0 0 0
28 Feb 137.20 21.05 0 - 0 0 0
27 Feb 138.69 0 0 - 0 0 0
26 Feb 137.00 0 0 - 0 0 0
25 Feb 137.07 0 0 - 0 0 0
24 Feb 137.65 0 0 - 0 0 0
21 Feb 140.76 0 0 - 0 0 0
20 Feb 138.04 0 0 - 0 0 0
19 Feb 135.76 0 0 - 0 0 0
18 Feb 134.54 0 0 - 0 0 0
17 Feb 134.29 0 0 - 0 0 0
14 Feb 134.47 0 0 - 0 0 0
13 Feb 136.25 0 0 - 0 0 0
12 Feb 132.28 0 0 - 0 0 0
11 Feb 130.11 0 0 - 0 0 0
10 Feb 134.04 0 0 - 0 0 0
7 Feb 138.31 0 0 - 0 0 0


For Tata Steel Limited - strike price 152 expiring on 24APR2025

Delta for 152 PE is -0.89

Historical price for 152 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 18.65, which was -2 lower than the previous day. The implied volatity was 52.22, the open interest changed by -3 which decreased total open position to 206


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 20.65, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 209


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 22.55, which was 10.75 higher than the previous day. The implied volatity was 65.40, the open interest changed by -35 which decreased total open position to 222


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 11.85, which was 9.1 higher than the previous day. The implied volatity was 36.11, the open interest changed by 68 which increased total open position to 254


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 26.81, the open interest changed by 32 which increased total open position to 186


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 2.55, which was -0.5 lower than the previous day. The implied volatity was 27.77, the open interest changed by 18 which increased total open position to 156


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 2.95, which was 0.05 higher than the previous day. The implied volatity was 25.96, the open interest changed by 6 which increased total open position to 139


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 3, which was 0.3 higher than the previous day. The implied volatity was 26.47, the open interest changed by 30 which increased total open position to 133


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 26.95, the open interest changed by 27 which increased total open position to 106


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 2.85, which was 0.2 higher than the previous day. The implied volatity was 27.22, the open interest changed by 25 which increased total open position to 71


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 2.7, which was 0.5 higher than the previous day. The implied volatity was 28.37, the open interest changed by 17 which increased total open position to 45


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 28.52, the open interest changed by 6 which increased total open position to 27


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 21


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 2.4, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 2.4, which was -1.2 lower than the previous day. The implied volatity was 28.47, the open interest changed by -3 which decreased total open position to 21


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 3.6, which was -1.9 lower than the previous day. The implied volatity was 27.97, the open interest changed by 11 which increased total open position to 21


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 5.5, which was -15.55 lower than the previous day. The implied volatity was 32.18, the open interest changed by 9 which increased total open position to 9


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 0.48, 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 21.05, which was 0 lower than the previous day. The implied volatity was 0.43, 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 21.05, which was 0 lower than the previous day. The implied volatity was 1.10, 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 21.05, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 21.05, 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 21.05, 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 21.05, 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 Feb TATASTEEL was trading at 137.20. The strike last trading price was 21.05, 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 27 Feb TATASTEEL was trading at 138.69. The strike last trading price was 0, 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 26 Feb TATASTEEL was trading at 137.00. The strike last trading price was 0, 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 25 Feb TATASTEEL was trading at 137.07. The strike last trading price was 0, 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 24 Feb TATASTEEL was trading at 137.65. The strike last trading price was 0, 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 21 Feb TATASTEEL was trading at 140.76. The strike last trading price was 0, 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 20 Feb TATASTEEL was trading at 138.04. The strike last trading price was 0, 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 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 0, 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 18 Feb TATASTEEL was trading at 134.54. The strike last trading price was 0, 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 17 Feb TATASTEEL was trading at 134.29. The strike last trading price was 0, 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 14 Feb TATASTEEL was trading at 134.47. The strike last trading price was 0, 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 13 Feb TATASTEEL was trading at 136.25. The strike last trading price was 0, 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 12 Feb TATASTEEL was trading at 132.28. The strike last trading price was 0, 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 11 Feb TATASTEEL was trading at 130.11. The strike last trading price was 0, 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 10 Feb TATASTEEL was trading at 134.04. The strike last trading price was 0, 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 7 Feb TATASTEEL was trading at 138.31. The strike last trading price was 0, 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