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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 156 CE
Delta: 0.05
Vega: 0.03
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 0.25 0 48.05 374 -43 1,216
9 Apr 127.18 0.25 -0.1 55.72 124 17 1,258
8 Apr 130.28 0.35 -0.05 52.52 311 -5 1,226
7 Apr 129.48 0.45 -0.1 53.42 660 -2 1,237
4 Apr 140.39 0.55 -2.45 32.91 2,383 21 1,233
3 Apr 153.62 3 -0.7 24.31 1,817 181 1,214
2 Apr 154.69 3.65 0.65 24.78 2,784 244 1,038
1 Apr 153.12 3 -0.9 24.75 2,737 546 791
28 Mar 154.24 3.9 -1.05 25.80 1,301 135 245
27 Mar 155.42 4.9 -0.2 26.96 424 17 108
26 Mar 155.81 4.95 -1.05 27.54 172 49 81
25 Mar 156.73 5.9 -1.1 28.62 95 4 31
24 Mar 158.42 6.95 0.45 27.14 38 7 26
21 Mar 157.28 6.5 -0.05 27.10 9 -1 19
20 Mar 159.04 6.55 -0.65 20.03 1 0 20
19 Mar 158.60 7.2 1.95 24.99 9 2 19
18 Mar 154.66 5.25 1.25 26.31 4 0 16
17 Mar 151.81 4 -1 25.89 1 0 16
13 Mar 150.88 5 1.5 32.06 2 0 14
12 Mar 150.30 3.5 -1.1 24.70 1 0 14
11 Mar 150.75 4.6 0 0.00 0 -1 0
10 Mar 151.05 4.6 -0.45 28.81 2 -1 14
7 Mar 151.56 5.05 2.55 27.92 2 1 15
6 Mar 150.44 2.5 0 0.00 0 14 0
5 Mar 146.10 2.5 0.45 26.16 21 14 14
4 Mar 139.34 2.05 0 8.21 0 0 0
3 Mar 138.57 2.05 0 8.48 0 0 0
28 Feb 137.20 2.05 0 9.27 0 0 0
27 Feb 138.69 2.05 0 8.10 0 0 0
26 Feb 137.00 2.05 0 8.81 0 0 0
25 Feb 137.07 2.05 0 8.81 0 0 0
24 Feb 137.65 2.05 0 8.55 0 0 0
21 Feb 140.76 2.05 0 6.69 0 0 0
20 Feb 138.04 2.05 0 7.93 0 0 0
19 Feb 135.76 2.05 0 8.90 0 0 0
18 Feb 134.54 2.05 0 9.58 0 0 0
17 Feb 134.29 2.05 0 9.44 0 0 0
14 Feb 134.47 2.05 0 9.32 0 0 0
13 Feb 136.25 2.05 0 8.27 0 0 0
12 Feb 132.28 2.05 0 10.00 0 0 0
11 Feb 130.11 2.05 0 10.82 0 0 0
10 Feb 134.04 2.05 0 9.09 0 0 0
7 Feb 138.31 2.05 0 6.39 0 0 0


For Tata Steel Limited - strike price 156 expiring on 24APR2025

Delta for 156 CE is 0.05

Historical price for 156 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 48.05, the open interest changed by -43 which decreased total open position to 1216


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 55.72, the open interest changed by 17 which increased total open position to 1258


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 52.52, the open interest changed by -5 which decreased total open position to 1226


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 53.42, the open interest changed by -2 which decreased total open position to 1237


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.55, which was -2.45 lower than the previous day. The implied volatity was 32.91, the open interest changed by 21 which increased total open position to 1233


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 3, which was -0.7 lower than the previous day. The implied volatity was 24.31, the open interest changed by 181 which increased total open position to 1214


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 3.65, which was 0.65 higher than the previous day. The implied volatity was 24.78, the open interest changed by 244 which increased total open position to 1038


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 3, which was -0.9 lower than the previous day. The implied volatity was 24.75, the open interest changed by 546 which increased total open position to 791


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 25.80, the open interest changed by 135 which increased total open position to 245


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 4.9, which was -0.2 lower than the previous day. The implied volatity was 26.96, the open interest changed by 17 which increased total open position to 108


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 27.54, the open interest changed by 49 which increased total open position to 81


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 5.9, which was -1.1 lower than the previous day. The implied volatity was 28.62, the open interest changed by 4 which increased total open position to 31


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 6.95, which was 0.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by 7 which increased total open position to 26


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 27.10, the open interest changed by -1 which decreased total open position to 19


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 6.55, which was -0.65 lower than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 20


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 7.2, which was 1.95 higher than the previous day. The implied volatity was 24.99, the open interest changed by 2 which increased total open position to 19


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 16


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 16


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 14


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 3.5, which was -1.1 lower than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 14


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 4.6, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 28.81, the open interest changed by -1 which decreased total open position to 14


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 5.05, which was 2.55 higher than the previous day. The implied volatity was 27.92, the open interest changed by 1 which increased total open position to 15


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 26.16, the open interest changed by 14 which increased total open position to 14


On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 8.21, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.48, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.27, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.10, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.81, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.81, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.55, 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 2.05, which was 0 lower than the previous day. The implied volatity was 6.69, 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 2.05, 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 19 Feb TATASTEEL was trading at 135.76. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 8.90, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.58, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.44, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.32, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.27, 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 2.05, which was 0 lower than the previous day. The implied volatity was 10.00, 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 2.05, which was 0 lower than the previous day. The implied volatity was 10.82, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.09, 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 2.05, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 24APR2025 156 PE
Delta: -0.90
Vega: 0.05
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 22.7 -2.65 61.18 13 -4 370
9 Apr 127.18 25.35 0 0.00 0 -1 0
8 Apr 130.28 25.35 -1.45 40.74 3 -1 374
7 Apr 129.48 26.8 11.5 76.64 39 -7 375
4 Apr 140.39 15.3 10.7 36.97 314 0 384
3 Apr 153.62 4.5 0.35 25.98 801 81 385
2 Apr 154.69 4.1 -0.85 26.28 876 96 308
1 Apr 153.12 4.9 0.2 25.61 676 16 213
28 Mar 154.24 4.8 0.6 25.98 743 21 197
27 Mar 155.42 4.15 -0.25 25.80 480 84 178
26 Mar 155.81 4.5 0.4 26.70 306 27 82
25 Mar 156.73 4.2 0.7 27.76 151 21 53
24 Mar 158.42 3.5 -0.3 28.06 47 7 32
21 Mar 157.28 3.8 0.45 26.16 27 4 25
20 Mar 159.04 3.4 -0.35 27.68 17 5 21
19 Mar 158.60 3.75 -1.9 28.32 19 13 15
18 Mar 154.66 5.65 -18.7 29.24 2 0 0
17 Mar 151.81 24.35 0 - 0 0 0
13 Mar 150.88 24.35 0 - 0 0 0
12 Mar 150.30 24.35 0 - 0 0 0
11 Mar 150.75 24.35 0 - 0 0 0
10 Mar 151.05 24.35 0 - 0 0 0
7 Mar 151.56 24.35 0 - 0 0 0
6 Mar 150.44 24.35 0 - 0 0 0
5 Mar 146.10 24.35 0 - 0 0 0
4 Mar 139.34 24.35 0 - 0 0 0
3 Mar 138.57 0 0 - 0 0 0
28 Feb 137.20 0 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 156 expiring on 24APR2025

Delta for 156 PE is -0.90

Historical price for 156 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 22.7, which was -2.65 lower than the previous day. The implied volatity was 61.18, the open interest changed by -4 which decreased total open position to 370


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 25.35, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 25.35, which was -1.45 lower than the previous day. The implied volatity was 40.74, the open interest changed by -1 which decreased total open position to 374


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 26.8, which was 11.5 higher than the previous day. The implied volatity was 76.64, the open interest changed by -7 which decreased total open position to 375


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 15.3, which was 10.7 higher than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 384


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 25.98, the open interest changed by 81 which increased total open position to 385


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 4.1, which was -0.85 lower than the previous day. The implied volatity was 26.28, the open interest changed by 96 which increased total open position to 308


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 4.9, which was 0.2 higher than the previous day. The implied volatity was 25.61, the open interest changed by 16 which increased total open position to 213


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 4.8, which was 0.6 higher than the previous day. The implied volatity was 25.98, the open interest changed by 21 which increased total open position to 197


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 25.80, the open interest changed by 84 which increased total open position to 178


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 4.5, which was 0.4 higher than the previous day. The implied volatity was 26.70, the open interest changed by 27 which increased total open position to 82


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 4.2, which was 0.7 higher than the previous day. The implied volatity was 27.76, the open interest changed by 21 which increased total open position to 53


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 28.06, the open interest changed by 7 which increased total open position to 32


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 3.8, which was 0.45 higher than the previous day. The implied volatity was 26.16, the open interest changed by 4 which increased total open position to 25


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 3.4, which was -0.35 lower than the previous day. The implied volatity was 27.68, the open interest changed by 5 which increased total open position to 21


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 3.75, which was -1.9 lower than the previous day. The implied volatity was 28.32, the open interest changed by 13 which increased total open position to 15


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 5.65, which was -18.7 lower than the previous day. The implied volatity was 29.24, 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 24.35, 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 24.35, 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 24.35, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 24.35, 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 24.35, 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 24.35, 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 24.35, 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 24.35, 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 24.35, 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 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 28 Feb TATASTEEL was trading at 137.20. 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 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