TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.08
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 0.75 | -0.35 | 31.70 | 253 | 22 | 218 | |||
| 24 Apr | 141.52 | 1.1 | -0.05 | 30.62 | 167 | 80 | 192 | |||
| 23 Apr | 141.16 | 1.15 | 0.1 | 31.70 | 191 | 51 | 113 | |||
| 22 Apr | 138.16 | 1.05 | -0.2 | 34.24 | 75 | 12 | 61 | |||
| 21 Apr | 139.18 | 1.25 | 0.3 | 33.40 | 37 | 26 | 47 | |||
| 17 Apr | 137.14 | 0.95 | -0.05 | 31.90 | 10 | 5 | 19 | |||
| 16 Apr | 136.97 | 1 | -0.4 | 32.16 | 17 | 9 | 13 | |||
| 15 Apr | 136.41 | 1.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 1.4 | 0.4 | 38.51 | 1 | 0 | 4 | |||
| 9 Apr | 127.18 | 1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 1 | 0 | 0.00 | 0 | 4 | 0 | |||
| 7 Apr | 129.48 | 1 | -7.65 | 37.12 | 6 | 0 | 0 | |||
| 4 Apr | 140.39 | 8.65 | 0 | 8.00 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 8.65 | 0 | 1.01 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 8.65 | 0 | 0.35 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 8.65 | 0 | 1.10 | 0 | 0 | 0 | |||
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| 28 Mar | 154.24 | 8.65 | 0 | 0.53 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 157.5 expiring on 29MAY2025
Delta for 157.5 CE is 0.12
Historical price for 157.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 31.70, the open interest changed by 22 which increased total open position to 218
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 30.62, the open interest changed by 80 which increased total open position to 192
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 31.70, the open interest changed by 51 which increased total open position to 113
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 34.24, the open interest changed by 12 which increased total open position to 61
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 33.40, the open interest changed by 26 which increased total open position to 47
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 31.90, the open interest changed by 5 which increased total open position to 19
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 32.16, the open interest changed by 9 which increased total open position to 13
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 1.4, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 4
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 1, 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, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1, which was -7.65 lower than the previous day. The implied volatity was 37.12, 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 8.65, which was 0 lower than the previous day. The implied volatity was 8.00, 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 8.65, which was 0 lower than the previous day. The implied volatity was 1.01, 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 8.65, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 1.10, 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 8.65, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 29MAY2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.12
Theta: -0.04
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 19.3 | 10.5 | 42.04 | 75 | 60 | 60 |
| 24 Apr | 141.52 | 8.8 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 141.16 | 8.8 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 138.16 | 8.8 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 139.18 | 8.8 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 137.14 | 8.8 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 136.97 | 8.8 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 136.41 | 8.8 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 133.42 | 8.8 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 8.8 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 8.8 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 8.8 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 8.8 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 8.8 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 154.69 | 8.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 153.12 | 8.8 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 154.24 | 8.8 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 157.5 expiring on 29MAY2025
Delta for 157.5 PE is -0.81
Historical price for 157.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 19.3, which was 10.5 higher than the previous day. The implied volatity was 42.04, the open interest changed by 60 which increased total open position to 60
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 8.8, 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 8.8, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 8.8, 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 Apr TATASTEEL was trading at 139.18. The strike last trading price was 8.8, 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 Apr TATASTEEL was trading at 137.14. The strike last trading price was 8.8, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 8.8, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 8.8, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 8.8, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 8.8, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 8.8, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 8.8, 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 Apr TATASTEEL was trading at 140.39. The strike last trading price was 8.8, 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 Apr TATASTEEL was trading at 153.62. The strike last trading price was 8.8, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 8.8, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 8.8, 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 Mar TATASTEEL was trading at 154.24. The strike last trading price was 8.8, 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
