TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:23 AM IST
| TATASTEEL 26DEC2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.07
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.45 | 0.65 | -0.35 | 24.92 | 595 | 81 | 1,101 | |||
| 11 Dec | 150.60 | 1 | -0.05 | 25.63 | 1,994 | 103 | 1,033 | |||
| 10 Dec | 150.32 | 1.05 | 0.05 | 25.89 | 2,885 | 43 | 926 | |||
| 9 Dec | 149.88 | 1 | 0.15 | 26.07 | 2,732 | 91 | 884 | |||
| 6 Dec | 148.29 | 0.85 | 0.15 | 25.51 | 1,386 | 51 | 775 | |||
| 5 Dec | 147.07 | 0.7 | 0.05 | 25.01 | 1,108 | 6 | 723 | |||
| 4 Dec | 145.85 | 0.65 | -0.10 | 25.94 | 1,052 | 51 | 717 | |||
| 3 Dec | 146.54 | 0.75 | 0.00 | 25.23 | 755 | 199 | 666 | |||
| 2 Dec | 146.41 | 0.75 | 0.00 | 25.05 | 491 | 67 | 465 | |||
| 29 Nov | 144.54 | 0.75 | -0.05 | 26.54 | 736 | 79 | 397 | |||
| 28 Nov | 143.39 | 0.8 | -0.15 | 27.86 | 497 | 141 | 326 | |||
| 27 Nov | 144.53 | 0.95 | -0.10 | 27.23 | 156 | 55 | 185 | |||
| 26 Nov | 144.47 | 1.05 | 0.00 | 28.02 | 105 | 52 | 129 | |||
| 25 Nov | 143.67 | 1.05 | -0.10 | 28.39 | 117 | 11 | 75 | |||
| 22 Nov | 142.78 | 1.15 | 0.05 | 29.87 | 31 | 8 | 72 | |||
| 21 Nov | 140.22 | 1.1 | 0.15 | 32.78 | 35 | 9 | 62 | |||
| 20 Nov | 139.46 | 0.95 | 0.00 | 30.93 | 64 | 27 | 54 | |||
| 19 Nov | 139.46 | 0.95 | -0.25 | 30.93 | 64 | 28 | 54 | |||
| 18 Nov | 141.21 | 1.2 | 0.40 | 30.46 | 29 | 11 | 27 | |||
| 14 Nov | 137.98 | 0.8 | -0.25 | 29.24 | 13 | 2 | 15 | |||
| 13 Nov | 139.17 | 1.05 | -3.55 | 29.16 | 49 | 8 | 12 | |||
| 12 Nov | 144.17 | 4.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 145.01 | 4.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 147.57 | 4.6 | -1.95 | 36.67 | 1 | 0 | 3 | |||
| 7 Nov | 150.95 | 6.55 | 1.30 | 37.88 | 4 | 1 | 1 | |||
| 6 Nov | 153.62 | 5.25 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 5.25 | 0.00 | 1.69 | 0 | 0 | 0 | |||
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| 4 Nov | 146.95 | 5.25 | 5.25 | 4.73 | 0 | 0 | 0 | |||
| 1 Nov | 149.75 | 0 | 2.95 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 157.5 expiring on 26DEC2024
Delta for 157.5 CE is 0.17
Historical price for 157.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.45. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 24.92, the open interest changed by 81 which increased total open position to 1101
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 25.63, the open interest changed by 103 which increased total open position to 1033
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 25.89, the open interest changed by 43 which increased total open position to 926
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 26.07, the open interest changed by 91 which increased total open position to 884
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 25.51, the open interest changed by 51 which increased total open position to 775
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 25.01, the open interest changed by 6 which increased total open position to 723
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 25.94, the open interest changed by 51 which increased total open position to 717
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 25.23, the open interest changed by 199 which increased total open position to 666
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by 67 which increased total open position to 465
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 26.54, the open interest changed by 79 which increased total open position to 397
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.86, the open interest changed by 141 which increased total open position to 326
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 27.23, the open interest changed by 55 which increased total open position to 185
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 28.02, the open interest changed by 52 which increased total open position to 129
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 28.39, the open interest changed by 11 which increased total open position to 75
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 29.87, the open interest changed by 8 which increased total open position to 72
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 32.78, the open interest changed by 9 which increased total open position to 62
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 30.93, the open interest changed by 27 which increased total open position to 54
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 30.93, the open interest changed by 28 which increased total open position to 54
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 1.2, which was 0.40 higher than the previous day. The implied volatity was 30.46, the open interest changed by 11 which increased total open position to 27
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 15
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.05, which was -3.55 lower than the previous day. The implied volatity was 29.16, the open interest changed by 8 which increased total open position to 12
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 4.6, which was 0.00 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 Nov TATASTEEL was trading at 145.01. The strike last trading price was 4.6, which was 0.00 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 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 4.6, which was -1.95 lower than the previous day. The implied volatity was 36.67, the open interest changed by 0 which decreased total open position to 3
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 6.55, which was 1.30 higher than the previous day. The implied volatity was 37.88, the open interest changed by 1 which increased total open position to 1
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 5.25, which was 5.25 higher than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 26DEC2024 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.08
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.45 | 8.3 | 1.20 | 28.24 | 120 | -32 | 149 |
| 11 Dec | 150.60 | 7.1 | -0.45 | 24.48 | 660 | 61 | 181 |
| 10 Dec | 150.32 | 7.55 | -0.55 | 26.61 | 184 | 12 | 121 |
| 9 Dec | 149.88 | 8.1 | -1.15 | 26.41 | 248 | -7 | 107 |
| 6 Dec | 148.29 | 9.25 | -1.35 | 23.95 | 66 | 6 | 113 |
| 5 Dec | 147.07 | 10.6 | -0.80 | 29.52 | 78 | 33 | 107 |
| 4 Dec | 145.85 | 11.4 | 0.45 | 26.99 | 107 | 22 | 75 |
| 3 Dec | 146.54 | 10.95 | 0.00 | 28.30 | 18 | 6 | 52 |
| 2 Dec | 146.41 | 10.95 | -1.40 | 26.05 | 10 | 5 | 46 |
| 29 Nov | 144.54 | 12.35 | -1.05 | 22.99 | 21 | 18 | 40 |
| 28 Nov | 143.39 | 13.4 | 0.75 | 27.11 | 20 | 4 | 21 |
| 27 Nov | 144.53 | 12.65 | -0.40 | 28.07 | 15 | 9 | 18 |
| 26 Nov | 144.47 | 13.05 | 0.80 | 29.79 | 3 | 1 | 8 |
| 25 Nov | 143.67 | 12.25 | -0.20 | - | 7 | 6 | 6 |
| 22 Nov | 142.78 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 140.22 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 139.46 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 139.46 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 141.21 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 137.98 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 139.17 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 144.17 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 145.01 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 147.57 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 153.62 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 152.29 | 12.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 146.95 | 12.45 | 12.45 | - | 0 | 0 | 0 |
| 1 Nov | 149.75 | 0 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 157.5 expiring on 26DEC2024
Delta for 157.5 PE is -0.80
Historical price for 157.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.45. The strike last trading price was 8.3, which was 1.20 higher than the previous day. The implied volatity was 28.24, the open interest changed by -32 which decreased total open position to 149
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 7.1, which was -0.45 lower than the previous day. The implied volatity was 24.48, the open interest changed by 61 which increased total open position to 181
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 7.55, which was -0.55 lower than the previous day. The implied volatity was 26.61, the open interest changed by 12 which increased total open position to 121
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 8.1, which was -1.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by -7 which decreased total open position to 107
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 9.25, which was -1.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by 6 which increased total open position to 113
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 10.6, which was -0.80 lower than the previous day. The implied volatity was 29.52, the open interest changed by 33 which increased total open position to 107
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 11.4, which was 0.45 higher than the previous day. The implied volatity was 26.99, the open interest changed by 22 which increased total open position to 75
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 28.30, the open interest changed by 6 which increased total open position to 52
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 10.95, which was -1.40 lower than the previous day. The implied volatity was 26.05, the open interest changed by 5 which increased total open position to 46
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 12.35, which was -1.05 lower than the previous day. The implied volatity was 22.99, the open interest changed by 18 which increased total open position to 40
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 13.4, which was 0.75 higher than the previous day. The implied volatity was 27.11, the open interest changed by 4 which increased total open position to 21
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 12.65, which was -0.40 lower than the previous day. The implied volatity was 28.07, the open interest changed by 9 which increased total open position to 18
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 13.05, which was 0.80 higher than the previous day. The implied volatity was 29.79, the open interest changed by 1 which increased total open position to 8
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 12.25, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 12.45, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
