TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.07
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 0.55 | -0.3 | 31.93 | 3,862 | 261 | 1,619 | |||
| 24 Apr | 141.52 | 0.85 | -0.05 | 31.20 | 1,040 | 287 | 1,316 | |||
| 23 Apr | 141.16 | 0.85 | 0.05 | 31.74 | 1,088 | 132 | 1,027 | |||
| 22 Apr | 138.16 | 0.75 | -0.2 | 33.79 | 944 | 103 | 891 | |||
| 21 Apr | 139.18 | 0.9 | 0.15 | 32.94 | 590 | 164 | 784 | |||
| 17 Apr | 137.14 | 0.75 | -0.15 | 32.40 | 340 | 80 | 620 | |||
| 16 Apr | 136.97 | 0.85 | -0.15 | 33.27 | 570 | 50 | 536 | |||
| 15 Apr | 136.41 | 0.95 | -0.1 | 34.40 | 381 | 82 | 485 | |||
| 11 Apr | 133.42 | 1.05 | 0.15 | 37.75 | 233 | 80 | 403 | |||
| 9 Apr | 127.18 | 0.9 | -0.15 | 42.70 | 118 | 56 | 323 | |||
| 8 Apr | 130.28 | 1.05 | 0 | 40.66 | 156 | 25 | 268 | |||
| 7 Apr | 129.48 | 1.1 | -0.35 | 40.50 | 242 | 25 | 238 | |||
| 4 Apr | 140.39 | 1.5 | -2.95 | 29.93 | 406 | 19 | 210 | |||
| 3 Apr | 153.62 | 4.5 | -0.5 | 25.41 | 91 | 28 | 191 | |||
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| 2 Apr | 154.69 | 5 | 0.55 | 25.39 | 91 | 40 | 163 | |||
| 1 Apr | 153.12 | 4.45 | -0.5 | 25.68 | 64 | 31 | 122 | |||
| 28 Mar | 154.24 | 4.9 | -0.85 | 25.12 | 40 | 9 | 91 | |||
| 27 Mar | 155.42 | 5.75 | -0.65 | 25.71 | 10 | 3 | 80 | |||
| 26 Mar | 155.81 | 6.4 | -0.5 | 28.48 | 4 | 1 | 76 | |||
| 25 Mar | 156.73 | 6.9 | -0.9 | 27.85 | 16 | 5 | 75 | |||
| 24 Mar | 158.42 | 7.8 | 0.6 | 26.93 | 24 | 16 | 70 | |||
| 21 Mar | 157.28 | 7.2 | -0.45 | 26.31 | 24 | 4 | 54 | |||
| 20 Mar | 159.04 | 7.65 | -0.1 | 23.79 | 39 | -16 | 49 | |||
| 19 Mar | 158.60 | 7.75 | 1.6 | 24.91 | 15 | 3 | 64 | |||
| 18 Mar | 154.66 | 6.15 | 1.1 | 26.22 | 40 | 25 | 60 | |||
| 17 Mar | 151.81 | 5.05 | -0.15 | 26.19 | 15 | 9 | 34 | |||
| 13 Mar | 150.88 | 5.2 | 0.2 | 27.80 | 10 | 6 | 23 | |||
| 12 Mar | 150.30 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 5 | -0.5 | 26.40 | 1 | 0 | 17 | |||
| 10 Mar | 151.05 | 5.5 | 0.15 | 27.85 | 6 | 3 | 16 | |||
| 7 Mar | 151.56 | 5.45 | 2.45 | 26.15 | 22 | 10 | 13 | |||
| 6 Mar | 150.44 | 3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 146.10 | 3 | 1.1 | 24.39 | 1 | 0 | 2 | |||
| 4 Mar | 139.34 | 1.95 | -1.45 | 26.64 | 2 | 1 | 1 | |||
For Tata Steel Limited - strike price 160 expiring on 29MAY2025
Delta for 160 CE is 0.09
Historical price for 160 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 31.93, the open interest changed by 261 which increased total open position to 1619
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 31.20, the open interest changed by 287 which increased total open position to 1316
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 31.74, the open interest changed by 132 which increased total open position to 1027
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 33.79, the open interest changed by 103 which increased total open position to 891
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 32.94, the open interest changed by 164 which increased total open position to 784
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 32.40, the open interest changed by 80 which increased total open position to 620
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 33.27, the open interest changed by 50 which increased total open position to 536
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 34.40, the open interest changed by 82 which increased total open position to 485
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 37.75, the open interest changed by 80 which increased total open position to 403
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 42.70, the open interest changed by 56 which increased total open position to 323
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 40.66, the open interest changed by 25 which increased total open position to 268
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 40.50, the open interest changed by 25 which increased total open position to 238
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 1.5, which was -2.95 lower than the previous day. The implied volatity was 29.93, the open interest changed by 19 which increased total open position to 210
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 25.41, the open interest changed by 28 which increased total open position to 191
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 25.39, the open interest changed by 40 which increased total open position to 163
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 4.45, which was -0.5 lower than the previous day. The implied volatity was 25.68, the open interest changed by 31 which increased total open position to 122
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 25.12, the open interest changed by 9 which increased total open position to 91
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 5.75, which was -0.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 3 which increased total open position to 80
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 6.4, which was -0.5 lower than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 76
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 6.9, which was -0.9 lower than the previous day. The implied volatity was 27.85, the open interest changed by 5 which increased total open position to 75
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 7.8, which was 0.6 higher than the previous day. The implied volatity was 26.93, the open interest changed by 16 which increased total open position to 70
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 7.2, which was -0.45 lower than the previous day. The implied volatity was 26.31, the open interest changed by 4 which increased total open position to 54
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 7.65, which was -0.1 lower than the previous day. The implied volatity was 23.79, the open interest changed by -16 which decreased total open position to 49
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 7.75, which was 1.6 higher than the previous day. The implied volatity was 24.91, the open interest changed by 3 which increased total open position to 64
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 6.15, which was 1.1 higher than the previous day. The implied volatity was 26.22, the open interest changed by 25 which increased total open position to 60
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 5.05, which was -0.15 lower than the previous day. The implied volatity was 26.19, the open interest changed by 9 which increased total open position to 34
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 27.80, the open interest changed by 6 which increased total open position to 23
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 5, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 17
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 5.5, which was 0.15 higher than the previous day. The implied volatity was 27.85, the open interest changed by 3 which increased total open position to 16
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 5.45, which was 2.45 higher than the previous day. The implied volatity was 26.15, the open interest changed by 10 which increased total open position to 13
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 3, which was 0 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 5 Mar TATASTEEL was trading at 146.10. The strike last trading price was 3, which was 1.1 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 2
On 4 Mar TATASTEEL was trading at 139.34. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 1
| TATASTEEL 29MAY2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.11
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 21.5 | 3.3 | 42.86 | 196 | 67 | 484 |
| 24 Apr | 141.52 | 18.25 | -0.35 | 34.89 | 128 | 73 | 418 |
| 23 Apr | 141.16 | 18.7 | -2.85 | 33.01 | 203 | 77 | 344 |
| 22 Apr | 138.16 | 21.55 | 1.2 | 38.03 | 137 | 69 | 266 |
| 21 Apr | 139.18 | 20.2 | -2.3 | 37.41 | 102 | 82 | 197 |
| 17 Apr | 137.14 | 22.5 | 0 | 40.42 | 63 | 41 | 114 |
| 16 Apr | 136.97 | 22.45 | -0.45 | 38.82 | 26 | 15 | 72 |
| 15 Apr | 136.41 | 22.8 | -2.7 | 38.82 | 44 | 36 | 56 |
| 11 Apr | 133.42 | 25.5 | -6.7 | 37.85 | 4 | 0 | 20 |
| 9 Apr | 127.18 | 32.2 | 2.2 | 51.22 | 1 | 0 | 19 |
| 8 Apr | 130.28 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 30 | 10.75 | 52.49 | 2 | 0 | 19 |
| 4 Apr | 140.39 | 19.15 | 11.45 | 34.62 | 13 | 4 | 18 |
| 3 Apr | 153.62 | 7.7 | -0.6 | 23.23 | 3 | 2 | 13 |
| 2 Apr | 154.69 | 8.3 | -0.8 | 27.94 | 5 | 1 | 12 |
| 1 Apr | 153.12 | 9.15 | 0.65 | 27.66 | 9 | 2 | 9 |
| 28 Mar | 154.24 | 8.5 | 1.55 | 26.22 | 6 | 4 | 7 |
| 27 Mar | 155.42 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 158.42 | 6.95 | -0.3 | 28.10 | 1 | 0 | 3 |
| 21 Mar | 157.28 | 7.25 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 159.04 | 7.25 | 0.5 | 30.14 | 2 | 1 | 3 |
| 19 Mar | 158.60 | 6.75 | -2.65 | 27.16 | 1 | 0 | 2 |
| 18 Mar | 154.66 | 9.4 | -2.5 | 29.86 | 2 | 1 | 3 |
| 17 Mar | 151.81 | 11.9 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 150.88 | 11.9 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 11.9 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 150.75 | 11.9 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 11.9 | 0 | 0.00 | 0 | 2 | 0 |
| 7 Mar | 151.56 | 11.9 | -10 | 31.59 | 29 | 2 | 2 |
| 6 Mar | 150.44 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 146.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 139.34 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 160 expiring on 29MAY2025
Delta for 160 PE is -0.83
Historical price for 160 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 21.5, which was 3.3 higher than the previous day. The implied volatity was 42.86, the open interest changed by 67 which increased total open position to 484
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 18.25, which was -0.35 lower than the previous day. The implied volatity was 34.89, the open interest changed by 73 which increased total open position to 418
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 18.7, which was -2.85 lower than the previous day. The implied volatity was 33.01, the open interest changed by 77 which increased total open position to 344
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 21.55, which was 1.2 higher than the previous day. The implied volatity was 38.03, the open interest changed by 69 which increased total open position to 266
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 20.2, which was -2.3 lower than the previous day. The implied volatity was 37.41, the open interest changed by 82 which increased total open position to 197
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 40.42, the open interest changed by 41 which increased total open position to 114
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 22.45, which was -0.45 lower than the previous day. The implied volatity was 38.82, the open interest changed by 15 which increased total open position to 72
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 22.8, which was -2.7 lower than the previous day. The implied volatity was 38.82, the open interest changed by 36 which increased total open position to 56
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 25.5, which was -6.7 lower than the previous day. The implied volatity was 37.85, the open interest changed by 0 which decreased total open position to 20
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 32.2, which was 2.2 higher than the previous day. The implied volatity was 51.22, the open interest changed by 0 which decreased total open position to 19
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 30, 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 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 30, which was 10.75 higher than the previous day. The implied volatity was 52.49, the open interest changed by 0 which decreased total open position to 19
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 19.15, which was 11.45 higher than the previous day. The implied volatity was 34.62, the open interest changed by 4 which increased total open position to 18
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 7.7, which was -0.6 lower than the previous day. The implied volatity was 23.23, the open interest changed by 2 which increased total open position to 13
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 8.3, which was -0.8 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 12
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 9.15, which was 0.65 higher than the previous day. The implied volatity was 27.66, the open interest changed by 2 which increased total open position to 9
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 8.5, which was 1.55 higher than the previous day. The implied volatity was 26.22, the open interest changed by 4 which increased total open position to 7
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 6.95, 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 6.95, 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 6.95, 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 6.95, which was -0.3 lower than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 3
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 7.25, which was 0 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 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 7.25, which was 0.5 higher than the previous day. The implied volatity was 30.14, the open interest changed by 1 which increased total open position to 3
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 6.75, which was -2.65 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 2
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 9.4, which was -2.5 lower than the previous day. The implied volatity was 29.86, the open interest changed by 1 which increased total open position to 3
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 11.9, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 11.9, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 11.9, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 11.9, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 11.9, which was -10 lower than the previous day. The implied volatity was 31.59, the open interest changed by 2 which increased total open position to 2
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0
