TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:02 PM IST
| TATASTEEL 29MAY2025 154 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
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 | 1.15 | -0.5 | 31.44 | 343 | 2 | 112 | |||
| 24 Apr | 141.52 | 1.65 | -0.05 | 30.36 | 232 | 36 | 110 | |||
| 23 Apr | 141.16 | 1.65 | 0.05 | 31.12 | 35 | 7 | 75 | |||
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| 22 Apr | 138.16 | 1.5 | -0.25 | 33.89 | 65 | -2 | 68 | |||
| 21 Apr | 139.18 | 1.75 | 0.3 | 32.89 | 33 | 2 | 70 | |||
| 17 Apr | 137.14 | 1.45 | -0.05 | 32.24 | 16 | 8 | 68 | |||
| 16 Apr | 136.97 | 1.5 | -0.15 | 32.41 | 37 | 3 | 60 | |||
| 15 Apr | 136.41 | 1.65 | 0 | 33.73 | 241 | 92 | 99 | |||
| 11 Apr | 133.42 | 1.65 | -0.05 | 36.70 | 4 | 2 | 7 | |||
| 9 Apr | 127.18 | 1.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 1.7 | -5.8 | 40.67 | 1 | 0 | 5 | |||
| 7 Apr | 129.48 | 7.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 7.5 | 0 | 0.00 | 0 | 3 | 0 | |||
| 3 Apr | 153.62 | 7.5 | -0.1 | 26.59 | 7 | 2 | 4 | |||
| 2 Apr | 154.69 | 7.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 7.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 7.6 | 2.75 | 24.82 | 2 | 0 | 0 | |||
| 27 Mar | 155.42 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 155.81 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 156.73 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.42 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 157.28 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 159.04 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 158.60 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 154.66 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 4.85 | 0 | 0.35 | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 4.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 4.85 | 0 | 0.44 | 0 | 0 | 0 | |||
| 5 Mar | 146.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 154 expiring on 29MAY2025
Delta for 154 CE is 0.17
Historical price for 154 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 31.44, the open interest changed by 2 which increased total open position to 112
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 30.36, the open interest changed by 36 which increased total open position to 110
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 31.12, the open interest changed by 7 which increased total open position to 75
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 33.89, the open interest changed by -2 which decreased total open position to 68
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 1.75, which was 0.3 higher than the previous day. The implied volatity was 32.89, the open interest changed by 2 which increased total open position to 70
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by 8 which increased total open position to 68
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 32.41, the open interest changed by 3 which increased total open position to 60
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 33.73, the open interest changed by 92 which increased total open position to 99
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 36.70, the open interest changed by 2 which increased total open position to 7
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.7, 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 1.7, which was -5.8 lower than the previous day. The implied volatity was 40.67, the open interest changed by 0 which decreased total open position to 5
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 7.5, 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 7.5, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 7.5, which was -0.1 lower than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 4
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 7.6, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 7.6, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 7.6, which was 2.75 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 155.81. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 156.73. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 158.42. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 157.28. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 159.04. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 158.60. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 154.66. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 151.81. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 150.88. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 150.30. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 0.35, 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 4.85, 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 4.85, 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 4.85, which was 0 lower than the previous day. The implied volatity was 0.44, 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 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 4 Mar TATASTEEL was trading at 139.34. 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 29MAY2025 154 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 141.52 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 23 Apr | 141.16 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 22 Apr | 138.16 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 21 Apr | 139.18 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 17 Apr | 137.14 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 16 Apr | 136.97 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 15 Apr | 136.41 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 11 Apr | 133.42 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 3 Apr | 153.62 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 2 Apr | 154.69 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 1 Apr | 153.12 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 17.4 | 0 | 1.40 | 0 | 0 | 0 |
| 27 Mar | 155.42 | 17.4 | 0 | 2.21 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 17.4 | 0 | 1.98 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 17.4 | 0 | 3.01 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 17.4 | 0 | 3.65 | 0 | 0 | 0 |
| 21 Mar | 157.28 | 17.4 | 0 | 3.09 | 0 | 0 | 0 |
| 20 Mar | 159.04 | 17.4 | 0 | 3.88 | 0 | 0 | 0 |
| 19 Mar | 158.60 | 17.4 | 0 | 3.65 | 0 | 0 | 0 |
| 18 Mar | 154.66 | 17.4 | 0 | 1.59 | 0 | 0 | 0 |
| 17 Mar | 151.81 | 17.4 | 0 | 0.45 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 17.4 | 0 | 0.81 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 17.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 151.05 | 17.4 | 0 | 0.93 | 0 | 0 | 0 |
| 7 Mar | 151.56 | 17.4 | 0 | 0.46 | 0 | 0 | 0 |
| 6 Mar | 150.44 | 0 | 0 | 0.15 | 0 | 0 | 0 |
| 5 Mar | 146.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 154 expiring on 29MAY2025
Delta for 154 PE is -
Historical price for 154 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 0.45, 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 17.4, which was 0 lower than the previous day. The implied volatity was 0.81, 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 17.4, 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 17.4, which was 0 lower than the previous day. The implied volatity was 0.93, 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 17.4, which was 0 lower than the previous day. The implied volatity was 0.46, 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 0, which was 0 lower than the previous day. The implied volatity was 0.15, 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 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 4 Mar TATASTEEL was trading at 139.34. 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
