TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.06
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.35 | -0.10 | 25.60 | 206 | 72 | 180 | |||
| 26 Dec | 140.36 | 0.45 | -0.10 | 24.64 | 64 | 27 | 107 | |||
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| 24 Dec | 140.38 | 0.55 | -0.30 | 24.77 | 43 | 2 | 80 | |||
| 23 Dec | 141.71 | 0.85 | -0.15 | 26.38 | 35 | 25 | 79 | |||
| 20 Dec | 140.68 | 1 | -0.25 | 28.46 | 41 | 23 | 54 | |||
| 19 Dec | 143.26 | 1.25 | -0.25 | 26.41 | 33 | 14 | 30 | |||
| 18 Dec | 144.46 | 1.5 | -0.35 | 25.83 | 16 | 2 | 15 | |||
| 17 Dec | 145.68 | 1.85 | -0.60 | 26.10 | 11 | 1 | 13 | |||
| 16 Dec | 147.79 | 2.45 | 0.05 | 25.81 | 4 | 2 | 11 | |||
| 13 Dec | 148.95 | 2.4 | -0.60 | 22.90 | 2 | 1 | 8 | |||
| 12 Dec | 150.78 | 3 | -0.75 | 22.62 | 4 | 0 | 7 | |||
| 11 Dec | 150.60 | 3.75 | 0.40 | 25.70 | 4 | -2 | 6 | |||
| 10 Dec | 150.32 | 3.35 | -0.05 | 23.96 | 14 | 4 | 5 | |||
| 9 Dec | 149.88 | 3.4 | -0.50 | 25.11 | 1 | 0 | 0 | |||
| 6 Dec | 148.29 | 3.9 | 0.00 | 3.91 | 0 | 0 | 0 | |||
| 5 Dec | 147.07 | 3.9 | 0.00 | 4.45 | 0 | 0 | 0 | |||
| 4 Dec | 145.85 | 3.9 | 0.00 | 5.03 | 0 | 0 | 0 | |||
| 3 Dec | 146.54 | 3.9 | 0.00 | 4.60 | 0 | 0 | 0 | |||
| 2 Dec | 146.41 | 3.9 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 29 Nov | 144.54 | 3.9 | 5.40 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 157.5 expiring on 30JAN2025
Delta for 157.5 CE is 0.07
Historical price for 157.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 25.60, the open interest changed by 72 which increased total open position to 180
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 24.64, the open interest changed by 27 which increased total open position to 107
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 24.77, the open interest changed by 2 which increased total open position to 80
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 26.38, the open interest changed by 25 which increased total open position to 79
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 28.46, the open interest changed by 23 which increased total open position to 54
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 26.41, the open interest changed by 14 which increased total open position to 30
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 25.83, the open interest changed by 2 which increased total open position to 15
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 13
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 25.81, the open interest changed by 2 which increased total open position to 11
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 22.90, the open interest changed by 1 which increased total open position to 8
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 7
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 3.75, which was 0.40 higher than the previous day. The implied volatity was 25.70, the open interest changed by -2 which decreased total open position to 6
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was 23.96, the open interest changed by 4 which increased total open position to 5
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 0
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.04
Theta: 0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 17.25 | 0.55 | 22.26 | 1 | 0 | 17 |
| 26 Dec | 140.36 | 16.7 | -0.20 | 33.76 | 11 | 8 | 15 |
| 24 Dec | 140.38 | 16.9 | 0.85 | 37.03 | 8 | 6 | 6 |
| 23 Dec | 141.71 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 140.68 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 143.26 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 144.46 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 145.68 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 147.79 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 148.95 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 150.78 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 150.60 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 150.32 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 149.88 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 148.29 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 147.07 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 145.85 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 146.54 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 146.41 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 144.54 | 16.05 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 157.5 expiring on 30JAN2025
Delta for 157.5 PE is -0.95
Historical price for 157.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 17.25, which was 0.55 higher than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 17
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 16.7, which was -0.20 lower than the previous day. The implied volatity was 33.76, the open interest changed by 8 which increased total open position to 15
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 16.9, which was 0.85 higher than the previous day. The implied volatity was 37.03, the open interest changed by 6 which increased total open position to 6
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 140.68. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 143.26. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 144.46. The strike last trading price was 16.05, 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 16.05, 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 148.95. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 150.78. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 150.60. The strike last trading price was 16.05, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 16.05, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 16.05, 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 16.05, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 16.05, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 16.05, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
