TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 160 CE | ||||||||||
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Delta: 0.06
Vega: 0.05
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.3 | -0.10 | 27.27 | 2,191 | 247 | 2,240 | |||
| 26 Dec | 140.36 | 0.4 | 0.00 | 26.59 | 1,296 | 391 | 1,991 | |||
| 24 Dec | 140.38 | 0.4 | -0.25 | 25.42 | 1,020 | 370 | 1,728 | |||
| 23 Dec | 141.71 | 0.65 | -0.15 | 27.13 | 692 | 278 | 1,363 | |||
| 20 Dec | 140.68 | 0.8 | -0.20 | 29.31 | 561 | 116 | 1,085 | |||
| 19 Dec | 143.26 | 1 | -0.15 | 27.32 | 546 | 94 | 969 | |||
| 18 Dec | 144.46 | 1.15 | -0.20 | 26.33 | 773 | 177 | 878 | |||
| 17 Dec | 145.68 | 1.35 | -0.45 | 25.96 | 406 | 39 | 701 | |||
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| 16 Dec | 147.79 | 1.8 | -0.20 | 25.50 | 243 | 58 | 661 | |||
| 13 Dec | 148.95 | 2 | -0.80 | 24.22 | 702 | 143 | 604 | |||
| 12 Dec | 150.78 | 2.8 | 0.15 | 25.68 | 281 | 37 | 461 | |||
| 11 Dec | 150.60 | 2.65 | -0.10 | 24.21 | 169 | 13 | 427 | |||
| 10 Dec | 150.32 | 2.75 | 0.10 | 24.83 | 323 | 5 | 413 | |||
| 9 Dec | 149.88 | 2.65 | 0.35 | 25.09 | 269 | 51 | 406 | |||
| 6 Dec | 148.29 | 2.3 | 0.20 | 24.81 | 248 | 101 | 356 | |||
| 5 Dec | 147.07 | 2.1 | 0.35 | 24.87 | 161 | 51 | 247 | |||
| 4 Dec | 145.85 | 1.75 | -0.25 | 24.29 | 83 | 26 | 196 | |||
| 3 Dec | 146.54 | 2 | -0.05 | 24.48 | 69 | 18 | 171 | |||
| 2 Dec | 146.41 | 2.05 | 0.20 | 24.81 | 89 | 18 | 152 | |||
| 29 Nov | 144.54 | 1.85 | 0.00 | 25.41 | 43 | 24 | 135 | |||
| 28 Nov | 143.39 | 1.85 | -0.30 | 26.18 | 14 | 3 | 110 | |||
| 27 Nov | 144.53 | 2.15 | -0.05 | 26.38 | 12 | 3 | 107 | |||
| 26 Nov | 144.47 | 2.2 | 0.00 | 26.62 | 5 | 2 | 104 | |||
| 25 Nov | 143.67 | 2.2 | 0.10 | 27.04 | 54 | 7 | 102 | |||
| 22 Nov | 142.78 | 2.1 | 0.25 | 27.19 | 17 | 5 | 100 | |||
| 21 Nov | 140.22 | 1.85 | 0.00 | 28.79 | 25 | 14 | 93 | |||
| 20 Nov | 139.46 | 1.85 | 0.00 | 28.74 | 14 | 12 | 79 | |||
| 19 Nov | 139.46 | 1.85 | -0.30 | 28.74 | 14 | 12 | 79 | |||
| 18 Nov | 141.21 | 2.15 | 0.55 | 28.32 | 33 | 17 | 67 | |||
| 14 Nov | 137.98 | 1.6 | -0.20 | 27.83 | 24 | 16 | 49 | |||
| 13 Nov | 139.17 | 1.8 | -0.95 | 27.02 | 24 | 13 | 33 | |||
| 12 Nov | 144.17 | 2.75 | -0.60 | 26.80 | 14 | 10 | 20 | |||
| 11 Nov | 145.01 | 3.35 | -2.80 | 27.34 | 16 | 8 | 10 | |||
| 8 Nov | 147.57 | 6.15 | 0.10 | 34.76 | 2 | 0 | 1 | |||
| 7 Nov | 150.95 | 6.05 | -0.90 | 28.57 | 1 | 0 | 0 | |||
| 5 Nov | 152.29 | 6.95 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 6.95 | 3.72 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 160 expiring on 30JAN2025
Delta for 160 CE is 0.06
Historical price for 160 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 27.27, the open interest changed by 247 which increased total open position to 2240
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 391 which increased total open position to 1991
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 25.42, the open interest changed by 370 which increased total open position to 1728
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 27.13, the open interest changed by 278 which increased total open position to 1363
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 29.31, the open interest changed by 116 which increased total open position to 1085
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 27.32, the open interest changed by 94 which increased total open position to 969
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 26.33, the open interest changed by 177 which increased total open position to 878
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 25.96, the open interest changed by 39 which increased total open position to 701
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 25.50, the open interest changed by 58 which increased total open position to 661
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 24.22, the open interest changed by 143 which increased total open position to 604
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 25.68, the open interest changed by 37 which increased total open position to 461
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 2.65, which was -0.10 lower than the previous day. The implied volatity was 24.21, the open interest changed by 13 which increased total open position to 427
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 2.75, which was 0.10 higher than the previous day. The implied volatity was 24.83, the open interest changed by 5 which increased total open position to 413
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 2.65, which was 0.35 higher than the previous day. The implied volatity was 25.09, the open interest changed by 51 which increased total open position to 406
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 24.81, the open interest changed by 101 which increased total open position to 356
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 24.87, the open interest changed by 51 which increased total open position to 247
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by 26 which increased total open position to 196
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by 18 which increased total open position to 171
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 24.81, the open interest changed by 18 which increased total open position to 152
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 25.41, the open interest changed by 24 which increased total open position to 135
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was 26.18, the open interest changed by 3 which increased total open position to 110
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 26.38, the open interest changed by 3 which increased total open position to 107
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 26.62, the open interest changed by 2 which increased total open position to 104
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 2.2, which was 0.10 higher than the previous day. The implied volatity was 27.04, the open interest changed by 7 which increased total open position to 102
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 27.19, the open interest changed by 5 which increased total open position to 100
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by 14 which increased total open position to 93
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 28.74, the open interest changed by 12 which increased total open position to 79
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was 28.74, the open interest changed by 12 which increased total open position to 79
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 2.15, which was 0.55 higher than the previous day. The implied volatity was 28.32, the open interest changed by 17 which increased total open position to 67
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 27.83, the open interest changed by 16 which increased total open position to 49
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 27.02, the open interest changed by 13 which increased total open position to 33
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 2.75, which was -0.60 lower than the previous day. The implied volatity was 26.80, the open interest changed by 10 which increased total open position to 20
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 3.35, which was -2.80 lower than the previous day. The implied volatity was 27.34, the open interest changed by 8 which increased total open position to 10
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 6.15, which was 0.10 higher than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 1
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 6.05, which was -0.90 lower than the previous day. The implied volatity was 28.57, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 6.95, which was lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 160 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 19.15 | 0.45 | - | 22 | 14 | 819 |
| 26 Dec | 140.36 | 18.7 | 0.70 | 32.12 | 345 | 241 | 789 |
| 24 Dec | 140.38 | 18 | 0.70 | 27.02 | 358 | 235 | 541 |
| 23 Dec | 141.71 | 17.3 | -1.20 | 28.43 | 122 | 100 | 301 |
| 20 Dec | 140.68 | 18.5 | 2.25 | 28.64 | 47 | 29 | 201 |
| 19 Dec | 143.26 | 16.25 | 1.00 | 29.19 | 23 | 13 | 173 |
| 18 Dec | 144.46 | 15.25 | 1.40 | 30.15 | 20 | 17 | 161 |
| 17 Dec | 145.68 | 13.85 | 1.85 | 26.44 | 60 | 50 | 143 |
| 16 Dec | 147.79 | 12 | 0.45 | 25.26 | 44 | 20 | 85 |
| 13 Dec | 148.95 | 11.55 | 1.50 | 26.67 | 32 | 8 | 64 |
| 12 Dec | 150.78 | 10.05 | -0.15 | 24.58 | 37 | 4 | 56 |
| 11 Dec | 150.60 | 10.2 | 0.00 | 26.08 | 15 | 9 | 50 |
| 10 Dec | 150.32 | 10.2 | -1.10 | 25.08 | 53 | 27 | 40 |
| 9 Dec | 149.88 | 11.3 | -1.75 | 28.20 | 5 | 3 | 13 |
| 6 Dec | 148.29 | 13.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 147.07 | 13.05 | -1.30 | 27.48 | 3 | 2 | 10 |
| 4 Dec | 145.85 | 14.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 146.54 | 14.35 | 0.00 | 0.00 | 0 | 7 | 0 |
| 2 Dec | 146.41 | 14.35 | 4.35 | 31.19 | 17 | 8 | 9 |
| 29 Nov | 144.54 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 143.39 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 144.53 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 144.47 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 143.67 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 142.78 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 140.22 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 139.46 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 139.46 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 141.21 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 137.98 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 139.17 | 10 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 144.17 | 10 | -5.55 | - | 1 | 0 | 0 |
| 11 Nov | 145.01 | 15.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 147.57 | 15.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 15.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 152.29 | 15.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 146.95 | 15.55 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 160 expiring on 30JAN2025
Delta for 160 PE is -
Historical price for 160 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 19.15, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 819
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 18.7, which was 0.70 higher than the previous day. The implied volatity was 32.12, the open interest changed by 241 which increased total open position to 789
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 18, which was 0.70 higher than the previous day. The implied volatity was 27.02, the open interest changed by 235 which increased total open position to 541
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 17.3, which was -1.20 lower than the previous day. The implied volatity was 28.43, the open interest changed by 100 which increased total open position to 301
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 18.5, which was 2.25 higher than the previous day. The implied volatity was 28.64, the open interest changed by 29 which increased total open position to 201
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 16.25, which was 1.00 higher than the previous day. The implied volatity was 29.19, the open interest changed by 13 which increased total open position to 173
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 15.25, which was 1.40 higher than the previous day. The implied volatity was 30.15, the open interest changed by 17 which increased total open position to 161
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 13.85, which was 1.85 higher than the previous day. The implied volatity was 26.44, the open interest changed by 50 which increased total open position to 143
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 12, which was 0.45 higher than the previous day. The implied volatity was 25.26, the open interest changed by 20 which increased total open position to 85
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 11.55, which was 1.50 higher than the previous day. The implied volatity was 26.67, the open interest changed by 8 which increased total open position to 64
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 10.05, which was -0.15 lower than the previous day. The implied volatity was 24.58, the open interest changed by 4 which increased total open position to 56
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 9 which increased total open position to 50
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 10.2, which was -1.10 lower than the previous day. The implied volatity was 25.08, the open interest changed by 27 which increased total open position to 40
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 11.3, which was -1.75 lower than the previous day. The implied volatity was 28.20, the open interest changed by 3 which increased total open position to 13
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 13.05, which was 0.00 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 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 13.05, which was -1.30 lower than the previous day. The implied volatity was 27.48, the open interest changed by 2 which increased total open position to 10
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 14.35, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 14.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 14.35, which was 4.35 higher than the previous day. The implied volatity was 31.19, the open interest changed by 8 which increased total open position to 9
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 10, 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 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 10, 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 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 10, 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 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 10, 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 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 10, 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 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 10, 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 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 10, 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 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 10, 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 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 10, 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 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 10, 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 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 10, 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 10, 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 10, which was -5.55 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
