TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
15 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 157 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.01
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 136.41 | 0.1 | -0.1 | 44.52 | 211 | 51 | 540 | |||
| 11 Apr | 133.42 | 0.25 | 0.05 | 49.64 | 484 | -13 | 489 | |||
| 9 Apr | 127.18 | 0.2 | -0.1 | 54.88 | 106 | 4 | 506 | |||
| 8 Apr | 130.28 | 0.3 | -0.1 | 52.35 | 142 | -7 | 502 | |||
| 7 Apr | 129.48 | 0.45 | 0 | 54.79 | 522 | 46 | 542 | |||
| 4 Apr | 140.39 | 0.5 | -2.1 | 33.59 | 1,688 | 66 | 495 | |||
| 3 Apr | 153.62 | 2.55 | -0.7 | 24.02 | 1,780 | 136 | 430 | |||
| 2 Apr | 154.69 | 3.3 | 0.7 | 25.48 | 1,766 | -16 | 294 | |||
| 1 Apr | 153.12 | 2.6 | -0.85 | 24.70 | 1,785 | 35 | 312 | |||
| 28 Mar | 154.24 | 3.4 | -1.05 | 25.39 | 1,193 | 72 | 277 | |||
| 27 Mar | 155.42 | 4.4 | -0.3 | 26.86 | 484 | 27 | 205 | |||
| 26 Mar | 155.81 | 4.5 | -0.95 | 27.68 | 298 | 82 | 184 | |||
| 25 Mar | 156.73 | 5.3 | -1.1 | 28.13 | 381 | 36 | 102 | |||
| 24 Mar | 158.42 | 6.35 | 0.45 | 27.02 | 142 | 2 | 66 | |||
| 21 Mar | 157.28 | 5.8 | -0.85 | 26.25 | 18 | 9 | 63 | |||
| 20 Mar | 159.04 | 6.65 | -0.4 | 24.07 | 7 | 4 | 54 | |||
| 19 Mar | 158.60 | 7.05 | 2.05 | 27.31 | 57 | 45 | 48 | |||
| 18 Mar | 154.66 | 5 | 2.8 | 27.43 | 8 | 1 | 1 | |||
| 17 Mar | 151.81 | 2.2 | 0 | 2.30 | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 2.2 | 0 | 2.91 | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 2.2 | 0 | 3.12 | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 2.2 | 0 | 2.79 | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 2.2 | 0 | 2.74 | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 2.2 | 0 | 2.10 | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 2.2 | 0 | 3.09 | 0 | 0 | 0 | |||
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| 5 Mar | 146.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 139.34 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 138.57 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 137.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 157 expiring on 24APR2025
Delta for 157 CE is 0.03
Historical price for 157 CE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 44.52, the open interest changed by 51 which increased total open position to 540
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 49.64, the open interest changed by -13 which decreased total open position to 489
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 54.88, the open interest changed by 4 which increased total open position to 506
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 52.35, the open interest changed by -7 which decreased total open position to 502
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 54.79, the open interest changed by 46 which increased total open position to 542
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.5, which was -2.1 lower than the previous day. The implied volatity was 33.59, the open interest changed by 66 which increased total open position to 495
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.55, which was -0.7 lower than the previous day. The implied volatity was 24.02, the open interest changed by 136 which increased total open position to 430
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 3.3, which was 0.7 higher than the previous day. The implied volatity was 25.48, the open interest changed by -16 which decreased total open position to 294
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 24.70, the open interest changed by 35 which increased total open position to 312
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 3.4, which was -1.05 lower than the previous day. The implied volatity was 25.39, the open interest changed by 72 which increased total open position to 277
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 4.4, which was -0.3 lower than the previous day. The implied volatity was 26.86, the open interest changed by 27 which increased total open position to 205
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 4.5, which was -0.95 lower than the previous day. The implied volatity was 27.68, the open interest changed by 82 which increased total open position to 184
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 5.3, which was -1.1 lower than the previous day. The implied volatity was 28.13, the open interest changed by 36 which increased total open position to 102
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 6.35, which was 0.45 higher than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 66
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 5.8, which was -0.85 lower than the previous day. The implied volatity was 26.25, the open interest changed by 9 which increased total open position to 63
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 6.65, which was -0.4 lower than the previous day. The implied volatity was 24.07, the open interest changed by 4 which increased total open position to 54
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 7.05, which was 2.05 higher than the previous day. The implied volatity was 27.31, the open interest changed by 45 which increased total open position to 48
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 5, which was 2.8 higher than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 1
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 2.30, 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 2.2, which was 0 lower than the previous day. The implied volatity was 2.91, 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 2.2, which was 0 lower than the previous day. The implied volatity was 3.12, 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 2.2, which was 0 lower than the previous day. The implied volatity was 2.79, 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 2.2, which was 0 lower than the previous day. The implied volatity was 2.74, 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 2.2, which was 0 lower than the previous day. The implied volatity was 2.10, 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 2.2, which was 0 lower than the previous day. The implied volatity was 3.09, 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 0, 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 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 0, 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 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 24APR2025 157 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 136.41 | 21 | -2.6 | - | 4 | -2 | 259 |
| 11 Apr | 133.42 | 23.6 | -3 | 60.78 | 4 | -2 | 261 |
| 9 Apr | 127.18 | 26.6 | 0 | 0.00 | 0 | -1 | 0 |
| 8 Apr | 130.28 | 26.6 | -0.55 | 53.57 | 1 | 0 | 264 |
| 7 Apr | 129.48 | 27.3 | 11.1 | 70.73 | 52 | -3 | 264 |
| 4 Apr | 140.39 | 16.2 | 11 | 37.23 | 293 | -96 | 267 |
| 3 Apr | 153.62 | 5.15 | 0.55 | 26.46 | 369 | 81 | 363 |
| 2 Apr | 154.69 | 4.65 | -0.9 | 26.36 | 359 | 49 | 280 |
| 1 Apr | 153.12 | 5.55 | 0.35 | 25.95 | 437 | -26 | 230 |
| 28 Mar | 154.24 | 5.25 | 0.55 | 25.31 | 396 | 32 | 256 |
| 27 Mar | 155.42 | 4.65 | 0 | 25.75 | 395 | 17 | 222 |
| 26 Mar | 155.81 | 5.05 | 0.5 | 26.89 | 369 | 22 | 206 |
| 25 Mar | 156.73 | 4.65 | 0.75 | 27.60 | 311 | 3 | 183 |
| 24 Mar | 158.42 | 3.9 | -0.35 | 27.97 | 99 | 1 | 182 |
| 21 Mar | 157.28 | 4.25 | 0.5 | 26.18 | 31 | 8 | 180 |
| 20 Mar | 159.04 | 3.7 | -0.35 | 27.17 | 65 | 14 | 174 |
| 19 Mar | 158.60 | 4.05 | -14.75 | 27.73 | 207 | 161 | 161 |
| 18 Mar | 154.66 | 18.8 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 151.81 | 18.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 150.88 | 18.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 150.30 | 18.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 150.75 | 18.8 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 151.05 | 18.8 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 151.56 | 18.8 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 150.44 | 18.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 146.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 139.34 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 138.57 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 137.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 157 expiring on 24APR2025
Delta for 157 PE is -
Historical price for 157 PE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 21, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 259
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 23.6, which was -3 lower than the previous day. The implied volatity was 60.78, the open interest changed by -2 which decreased total open position to 261
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 26.6, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 26.6, which was -0.55 lower than the previous day. The implied volatity was 53.57, the open interest changed by 0 which decreased total open position to 264
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 27.3, which was 11.1 higher than the previous day. The implied volatity was 70.73, the open interest changed by -3 which decreased total open position to 264
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 16.2, which was 11 higher than the previous day. The implied volatity was 37.23, the open interest changed by -96 which decreased total open position to 267
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 5.15, which was 0.55 higher than the previous day. The implied volatity was 26.46, the open interest changed by 81 which increased total open position to 363
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 4.65, which was -0.9 lower than the previous day. The implied volatity was 26.36, the open interest changed by 49 which increased total open position to 280
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 5.55, which was 0.35 higher than the previous day. The implied volatity was 25.95, the open interest changed by -26 which decreased total open position to 230
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 5.25, which was 0.55 higher than the previous day. The implied volatity was 25.31, the open interest changed by 32 which increased total open position to 256
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 25.75, the open interest changed by 17 which increased total open position to 222
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 5.05, which was 0.5 higher than the previous day. The implied volatity was 26.89, the open interest changed by 22 which increased total open position to 206
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 4.65, which was 0.75 higher than the previous day. The implied volatity was 27.60, the open interest changed by 3 which increased total open position to 183
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 27.97, the open interest changed by 1 which increased total open position to 182
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 4.25, which was 0.5 higher than the previous day. The implied volatity was 26.18, the open interest changed by 8 which increased total open position to 180
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was 27.17, the open interest changed by 14 which increased total open position to 174
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 4.05, which was -14.75 lower than the previous day. The implied volatity was 27.73, the open interest changed by 161 which increased total open position to 161
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 18.8, 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 Mar TATASTEEL was trading at 151.81. The strike last trading price was 18.8, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 18.8, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 18.8, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 18.8, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 18.8, 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 Mar TATASTEEL was trading at 151.56. The strike last trading price was 18.8, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 18.8, 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 0, 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 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 0, 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 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
