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TATASTEEL
Tata Steel Limited
138.85 -2.67 (-1.89%)

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Historical option data for TATASTEEL

25 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 29MAY2025 155 CE
Delta: 0.15
Vega: 0.10
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
25 Apr 138.85 0.95 -0.5 30.81 2,361 184 1,054
24 Apr 141.52 1.45 -0.05 30.25 1,218 221 869
23 Apr 141.16 1.5 0.1 31.37 813 87 647
22 Apr 138.16 1.35 -0.2 33.93 970 305 560
21 Apr 139.18 1.6 0.35 33.10 382 101 256
17 Apr 137.14 1.25 -0.15 31.80 152 11 155
16 Apr 136.97 1.4 -0.15 32.83 158 40 141
15 Apr 136.41 1.55 0 34.18 71 14 101
11 Apr 133.42 1.55 0.35 37.04 24 4 87
9 Apr 127.18 1.2 -0.25 41.28 11 5 81
8 Apr 130.28 1.45 -0.1 39.56 40 11 74
7 Apr 129.48 1.5 -0.85 39.36 100 12 62
4 Apr 140.39 2.3 -5 29.31 86 25 49
3 Apr 153.62 7.3 0 28.13 2 0 22
2 Apr 154.69 7.3 0.6 25.24 22 13 16
1 Apr 153.12 6.7 -0.8 26.11 1 0 2
28 Mar 154.24 7.5 -2.4 26.51 6 2 2

For Tata Steel Limited - strike price 155 expiring on 29MAY2025

Delta for 155 CE is 0.15

Historical price for 155 CE is as follows

On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 30.81, the open interest changed by 184 which increased total open position to 1054


On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 30.25, the open interest changed by 221 which increased total open position to 869


On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 31.37, the open interest changed by 87 which increased total open position to 647


On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 33.93, the open interest changed by 305 which increased total open position to 560


On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 33.10, the open interest changed by 101 which increased total open position to 256


On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 31.80, the open interest changed by 11 which increased total open position to 155


On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 32.83, the open interest changed by 40 which increased total open position to 141


On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 34.18, the open interest changed by 14 which increased total open position to 101


On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 37.04, the open interest changed by 4 which increased total open position to 87


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 41.28, the open interest changed by 5 which increased total open position to 81


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 39.56, the open interest changed by 11 which increased total open position to 74


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 39.36, the open interest changed by 12 which increased total open position to 62


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 2.3, which was -5 lower than the previous day. The implied volatity was 29.31, the open interest changed by 25 which increased total open position to 49


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 22


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 7.3, which was 0.6 higher than the previous day. The implied volatity was 25.24, the open interest changed by 13 which increased total open position to 16


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 6.7, which was -0.8 lower than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 2


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 7.5, which was -2.4 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 2


TATASTEEL 29MAY2025 155 PE
Delta: -0.78
Vega: 0.13
Theta: -0.04
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
25 Apr 138.85 17.15 3.2 41.17 177 35 267
24 Apr 141.52 13.9 -0.65 33.13 116 39 232
23 Apr 141.16 14.65 -2.65 34.25 97 81 193
22 Apr 138.16 17.35 1.15 38.36 66 56 111
21 Apr 139.18 16.2 -1.4 38.38 33 32 54
17 Apr 137.14 17.6 -0.4 34.79 20 15 17
16 Apr 136.97 18 -1.3 36.84 2 0 1
15 Apr 136.41 19.3 -8.4 43.54 1 1 1
11 Apr 133.42 27.7 0 0.00 0 -1 0
9 Apr 127.18 27.7 4.95 49.57 1 0 2
8 Apr 130.28 22.75 17.55 - 1 0 1
7 Apr 129.48 5.2 0 0.00 0 0 0
4 Apr 140.39 5.2 0 0.00 0 0 0
3 Apr 153.62 5.2 0 0.00 0 1 0
2 Apr 154.69 5.2 -2.35 25.84 1 0 0
1 Apr 153.12 7.55 0 0.44 0 0 0
28 Mar 154.24 7.55 0 0.97 0 0 0

For Tata Steel Limited - strike price 155 expiring on 29MAY2025

Delta for 155 PE is -0.78

Historical price for 155 PE is as follows

On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 17.15, which was 3.2 higher than the previous day. The implied volatity was 41.17, the open interest changed by 35 which increased total open position to 267


On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 13.9, which was -0.65 lower than the previous day. The implied volatity was 33.13, the open interest changed by 39 which increased total open position to 232


On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 14.65, which was -2.65 lower than the previous day. The implied volatity was 34.25, the open interest changed by 81 which increased total open position to 193


On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 17.35, which was 1.15 higher than the previous day. The implied volatity was 38.36, the open interest changed by 56 which increased total open position to 111


On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 16.2, which was -1.4 lower than the previous day. The implied volatity was 38.38, the open interest changed by 32 which increased total open position to 54


On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 17.6, which was -0.4 lower than the previous day. The implied volatity was 34.79, the open interest changed by 15 which increased total open position to 17


On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 18, which was -1.3 lower than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 1


On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 19.3, which was -8.4 lower than the previous day. The implied volatity was 43.54, the open interest changed by 1 which increased total open position to 1


On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 27.7, which was 4.95 higher than the previous day. The implied volatity was 49.57, the open interest changed by 0 which decreased total open position to 2


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 22.75, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Apr TATASTEEL was trading at 129.48. 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 0 which decreased total open position to 0


On 4 Apr TATASTEEL was trading at 140.39. 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 0 which decreased total open position to 0


On 3 Apr TATASTEEL was trading at 153.62. 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 1 which increased total open position to 0


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 5.2, which was -2.35 lower than the previous day. The implied volatity was 25.84, 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 7.55, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0