TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 156 CE | ||||||||||
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Delta: 0.09
Vega: 0.07
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 0.45 | 25.50 | 142 | 112 | 112 | ||||
For Tata Steel Limited - strike price 156 expiring on 30JAN2025
Delta for 156 CE is 0.09
Historical price for 156 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 25.50, the open interest changed by 112 which increased total open position to 112
| TATASTEEL 30JAN2025 156 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 16 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 156 expiring on 30JAN2025
Delta for 156 PE is -
Historical price for 156 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
