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TATASTEEL
Tata Steel Limited

136.41 3.00 (2.25%)

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Historical option data for TATASTEEL

15 Apr 2025 04:12 PM IST
TATASTEEL 24APR2025 154 CE
Delta: 0.04
Vega: 0.02
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 136.41 0.15 -0.15 42.17 190 1 413
11 Apr 133.42 0.3 0 46.54 171 -19 412
9 Apr 127.18 0.3 -0.1 54.71 337 -31 404
8 Apr 130.28 0.4 -0.1 50.98 245 -4 436
7 Apr 129.48 0.55 -0.15 52.83 661 -114 447
4 Apr 140.39 0.75 -3.25 32.65 2,818 186 572
3 Apr 153.62 4 -0.8 24.66 1,020 125 384
2 Apr 154.69 4.8 0.85 25.56 1,105 -26 259
1 Apr 153.12 3.9 -1.05 24.72 1,256 109 285
28 Mar 154.24 4.95 -1.15 26.26 515 69 176
27 Mar 155.42 6.05 -0.2 27.45 73 4 107
26 Mar 155.81 6.05 -1.1 27.85 41 -2 102
25 Mar 156.73 7 -1.25 28.53 26 -2 105
24 Mar 158.42 8.25 -0.5 27.45 54 7 107
21 Mar 157.28 8.75 -0.1 33.11 16 5 99
20 Mar 159.04 8.85 0.25 25.65 19 -3 94
19 Mar 158.60 8.65 2 25.97 44 15 96
18 Mar 154.66 6.65 1.7 28.25 76 27 81
17 Mar 151.81 4.95 -0.3 26.29 4 -1 53
13 Mar 150.88 5.25 0.65 29.22 3 1 55
12 Mar 150.30 4.6 -0.4 26.32 4 -1 54
11 Mar 150.75 5 0 26.88 10 9 54
10 Mar 151.05 5 -0.65 26.90 10 2 44
7 Mar 151.56 5.65 0.6 26.84 12 7 42
6 Mar 150.44 4.85 1.35 26.72 38 6 35
5 Mar 146.10 3.45 1.6 27.60 34 14 29
4 Mar 139.34 1.85 -0.5 28.66 16 14 14
3 Mar 138.57 2.35 0 7.74 0 0 0
28 Feb 137.20 2.35 0 7.99 0 0 0
27 Feb 138.69 0 0 0.00 0 0 0
26 Feb 137.00 0 0 0.00 0 0 0
25 Feb 137.07 0 0 0.00 0 0 0
24 Feb 137.65 0 0 0.00 0 0 0
21 Feb 140.76 0 0 0.00 0 0 0
20 Feb 138.04 0 0 0.00 0 0 0
19 Feb 135.76 0 0 0.00 0 0 0
18 Feb 134.54 0 0 0.00 0 0 0
17 Feb 134.29 0 0 0.00 0 0 0
14 Feb 134.47 0 0 0.00 0 0 0
13 Feb 136.25 0 0 0.00 0 0 0
12 Feb 132.28 0 0 0.00 0 0 0
11 Feb 130.11 0 0 0.00 0 0 0
10 Feb 134.04 0 0 0.00 0 0 0
7 Feb 138.31 0 0 0.00 0 0 0


For Tata Steel Limited - strike price 154 expiring on 24APR2025

Delta for 154 CE is 0.04

Historical price for 154 CE is as follows

On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.17, the open interest changed by 1 which increased total open position to 413


On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 46.54, the open interest changed by -19 which decreased total open position to 412


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 54.71, the open interest changed by -31 which decreased total open position to 404


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 50.98, the open interest changed by -4 which decreased total open position to 436


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 52.83, the open interest changed by -114 which decreased total open position to 447


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.75, which was -3.25 lower than the previous day. The implied volatity was 32.65, the open interest changed by 186 which increased total open position to 572


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 4, which was -0.8 lower than the previous day. The implied volatity was 24.66, the open interest changed by 125 which increased total open position to 384


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 4.8, which was 0.85 higher than the previous day. The implied volatity was 25.56, the open interest changed by -26 which decreased total open position to 259


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 24.72, the open interest changed by 109 which increased total open position to 285


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 4.95, which was -1.15 lower than the previous day. The implied volatity was 26.26, the open interest changed by 69 which increased total open position to 176


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 6.05, which was -0.2 lower than the previous day. The implied volatity was 27.45, the open interest changed by 4 which increased total open position to 107


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 6.05, which was -1.1 lower than the previous day. The implied volatity was 27.85, the open interest changed by -2 which decreased total open position to 102


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 7, which was -1.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by -2 which decreased total open position to 105


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 8.25, which was -0.5 lower than the previous day. The implied volatity was 27.45, the open interest changed by 7 which increased total open position to 107


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 8.75, which was -0.1 lower than the previous day. The implied volatity was 33.11, the open interest changed by 5 which increased total open position to 99


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 8.85, which was 0.25 higher than the previous day. The implied volatity was 25.65, the open interest changed by -3 which decreased total open position to 94


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 8.65, which was 2 higher than the previous day. The implied volatity was 25.97, the open interest changed by 15 which increased total open position to 96


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 6.65, which was 1.7 higher than the previous day. The implied volatity was 28.25, the open interest changed by 27 which increased total open position to 81


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 4.95, which was -0.3 lower than the previous day. The implied volatity was 26.29, the open interest changed by -1 which decreased total open position to 53


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5.25, which was 0.65 higher than the previous day. The implied volatity was 29.22, the open interest changed by 1 which increased total open position to 55


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 26.32, the open interest changed by -1 which decreased total open position to 54


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 26.88, the open interest changed by 9 which increased total open position to 54


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 26.90, the open interest changed by 2 which increased total open position to 44


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 5.65, which was 0.6 higher than the previous day. The implied volatity was 26.84, the open interest changed by 7 which increased total open position to 42


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 4.85, which was 1.35 higher than the previous day. The implied volatity was 26.72, the open interest changed by 6 which increased total open position to 35


On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 3.45, which was 1.6 higher than the previous day. The implied volatity was 27.60, the open interest changed by 14 which increased total open position to 29


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 1.85, which was -0.5 lower than the previous day. The implied volatity was 28.66, the open interest changed by 14 which increased total open position to 14


On 3 Mar TATASTEEL was trading at 138.57. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 7.74, 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 2.35, which was 0 lower than the previous day. The implied volatity was 7.99, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 24APR2025 154 PE
Delta: -0.94
Vega: 0.03
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 136.41 17.1 -3.9 47.50 4 0 346
11 Apr 133.42 21 -5.5 63.20 7 -3 346
9 Apr 127.18 26.5 3 60.44 1 0 350
8 Apr 130.28 23.5 -0.8 45.28 29 -10 350
7 Apr 129.48 24.15 10.45 62.84 64 -10 360
4 Apr 140.39 13.5 9.95 36.01 608 -43 371
3 Apr 153.62 3.45 0.2 25.92 1,454 4 417
2 Apr 154.69 3.3 -0.65 27.35 1,645 178 413
1 Apr 153.12 3.95 0.2 26.46 1,439 56 234
28 Mar 154.24 3.85 0.5 26.35 849 107 178
27 Mar 155.42 3.35 -0.15 26.47 254 17 71
26 Mar 155.81 3.7 0.4 27.49 70 20 45
25 Mar 156.73 3.35 0.6 27.83 81 8 25
24 Mar 158.42 2.75 0 28.01 6 3 17
21 Mar 157.28 2.75 -0.1 24.73 13 -4 15
20 Mar 159.04 2.85 0 0.00 0 -3 0
19 Mar 158.60 2.85 -1.55 27.41 3 -1 21
18 Mar 154.66 4.4 -4.5 27.75 20 18 21
17 Mar 151.81 8.9 0 0.00 0 0 0
13 Mar 150.88 8.9 0 0.00 0 3 0
12 Mar 150.30 8.9 -13.8 38.50 3 2 2
11 Mar 150.75 22.7 0 - 0 0 0
10 Mar 151.05 22.7 0 - 0 0 0
7 Mar 151.56 22.7 0 - 0 0 0
6 Mar 150.44 22.7 0 - 0 0 0
5 Mar 146.10 22.7 0 - 0 0 0
4 Mar 139.34 22.7 0 - 0 0 0
3 Mar 138.57 22.7 0 - 0 0 0
28 Feb 137.20 22.7 0 - 0 0 0
27 Feb 138.69 0 0 0.00 0 0 0
26 Feb 137.00 0 0 0.00 0 0 0
25 Feb 137.07 0 0 0.00 0 0 0
24 Feb 137.65 0 0 0.00 0 0 0
21 Feb 140.76 0 0 0.00 0 0 0
20 Feb 138.04 0 0 0.00 0 0 0
19 Feb 135.76 0 0 0.00 0 0 0
18 Feb 134.54 0 0 0.00 0 0 0
17 Feb 134.29 0 0 0.00 0 0 0
14 Feb 134.47 0 0 0.00 0 0 0
13 Feb 136.25 0 0 0.00 0 0 0
12 Feb 132.28 0 0 0.00 0 0 0
11 Feb 130.11 0 0 0.00 0 0 0
10 Feb 134.04 0 0 0.00 0 0 0
7 Feb 138.31 0 0 0.00 0 0 0


For Tata Steel Limited - strike price 154 expiring on 24APR2025

Delta for 154 PE is -0.94

Historical price for 154 PE is as follows

On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 17.1, which was -3.9 lower than the previous day. The implied volatity was 47.50, the open interest changed by 0 which decreased total open position to 346


On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 21, which was -5.5 lower than the previous day. The implied volatity was 63.20, the open interest changed by -3 which decreased total open position to 346


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 26.5, which was 3 higher than the previous day. The implied volatity was 60.44, the open interest changed by 0 which decreased total open position to 350


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 23.5, which was -0.8 lower than the previous day. The implied volatity was 45.28, the open interest changed by -10 which decreased total open position to 350


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 24.15, which was 10.45 higher than the previous day. The implied volatity was 62.84, the open interest changed by -10 which decreased total open position to 360


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 13.5, which was 9.95 higher than the previous day. The implied volatity was 36.01, the open interest changed by -43 which decreased total open position to 371


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 3.45, which was 0.2 higher than the previous day. The implied volatity was 25.92, the open interest changed by 4 which increased total open position to 417


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 27.35, the open interest changed by 178 which increased total open position to 413


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 3.95, which was 0.2 higher than the previous day. The implied volatity was 26.46, the open interest changed by 56 which increased total open position to 234


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 3.85, which was 0.5 higher than the previous day. The implied volatity was 26.35, the open interest changed by 107 which increased total open position to 178


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 26.47, the open interest changed by 17 which increased total open position to 71


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 3.7, which was 0.4 higher than the previous day. The implied volatity was 27.49, the open interest changed by 20 which increased total open position to 45


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 3.35, which was 0.6 higher than the previous day. The implied volatity was 27.83, the open interest changed by 8 which increased total open position to 25


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 28.01, the open interest changed by 3 which increased total open position to 17


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.75, which was -0.1 lower than the previous day. The implied volatity was 24.73, the open interest changed by -4 which decreased total open position to 15


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 2.85, which was 0 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 2.85, which was -1.55 lower than the previous day. The implied volatity was 27.41, the open interest changed by -1 which decreased total open position to 21


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 4.4, which was -4.5 lower than the previous day. The implied volatity was 27.75, the open interest changed by 18 which increased total open position to 21


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 8.9, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 8.9, which was -13.8 lower than the previous day. The implied volatity was 38.50, the open interest changed by 2 which increased total open position to 2


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 22.7, 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 Mar TATASTEEL was trading at 151.05. The strike last trading price was 22.7, 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 Mar TATASTEEL was trading at 151.56. The strike last trading price was 22.7, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 22.7, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0