TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 162.5 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 | |||
| 25 Apr | 138.85 | 0.45 | -0.15 | 33.02 | 95 | 50 | 55 | |||
| 24 Apr | 141.52 | 0.6 | 0 | 31.04 | 6 | 3 | 5 | |||
| 23 Apr | 141.16 | 0.6 | -5.95 | 31.50 | 3 | 2 | 2 | |||
| 22 Apr | 138.16 | 6.55 | 0 | 14.54 | 0 | 0 | 0 | |||
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| 21 Apr | 139.18 | 6.55 | 0 | 12.58 | 0 | 0 | 0 | |||
| 17 Apr | 137.14 | 6.55 | 0 | 14.15 | 0 | 0 | 0 | |||
| 16 Apr | 136.97 | 6.55 | 0 | 13.02 | 0 | 0 | 0 | |||
| 15 Apr | 136.41 | 6.55 | 0 | 13.07 | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 6.55 | 0 | 15.06 | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 6.55 | 0 | 17.28 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 6.55 | 0 | 15.93 | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 6.55 | 0 | 15.90 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 6.55 | 0 | 10.13 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 6.55 | 0 | 3.46 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 6.55 | 0 | 2.92 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 6.55 | 0 | 3.57 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 6.55 | 0 | 3.00 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 162.5 expiring on 29MAY2025
Delta for 162.5 CE is 0.07
Historical price for 162.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.02, the open interest changed by 50 which increased total open position to 55
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 31.04, the open interest changed by 3 which increased total open position to 5
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.6, which was -5.95 lower than the previous day. The implied volatity was 31.50, the open interest changed by 2 which increased total open position to 2
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 14.54, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 12.58, the open interest changed by 0 which decreased total open position to 0
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 14.15, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 13.02, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 15.06, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 17.28, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 15.93, 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 6.55, which was 0 lower than the previous day. The implied volatity was 15.90, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 10.13, the open interest changed by 0 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 29MAY2025 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 20.75 | 0.35 | - | 3 | 2 | 12 |
| 24 Apr | 141.52 | 20.4 | 8.8 | 34.56 | 10 | 9 | 9 |
| 23 Apr | 141.16 | 11.6 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 138.16 | 11.6 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 139.18 | 11.6 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 137.14 | 11.6 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 136.97 | 11.6 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 136.41 | 11.6 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 133.42 | 11.6 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 11.6 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 11.6 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 11.6 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 11.6 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 11.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 154.69 | 11.6 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 153.12 | 11.6 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 154.24 | 11.6 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 162.5 expiring on 29MAY2025
Delta for 162.5 PE is -
Historical price for 162.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 20.75, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 20.4, which was 8.8 higher than the previous day. The implied volatity was 34.56, the open interest changed by 9 which increased total open position to 9
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 11.6, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 11.6, 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 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 11.6, 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 Apr TATASTEEL was trading at 137.14. The strike last trading price was 11.6, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 11.6, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 11.6, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 11.6, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 11.6, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 11.6, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 11.6, 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 Apr TATASTEEL was trading at 140.39. The strike last trading price was 11.6, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 11.6, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 11.6, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 11.6, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 11.6, 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
