TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 0.15 | 0.05 | 53.04 | 16 | -1 | 98 | |||
|
|
||||||||||
| 9 Apr | 127.18 | 0.1 | -0.05 | - | 1 | 0 | 100 | |||
| 8 Apr | 130.28 | 0.15 | -0.1 | 53.09 | 80 | 9 | 99 | |||
| 7 Apr | 129.48 | 0.25 | 0 | 55.87 | 85 | -34 | 98 | |||
| 4 Apr | 140.39 | 0.25 | -0.8 | 35.61 | 438 | 44 | 119 | |||
| 3 Apr | 153.62 | 1.05 | -0.4 | 24.50 | 87 | -5 | 75 | |||
| 2 Apr | 154.69 | 1.45 | 0.35 | 25.30 | 194 | 31 | 84 | |||
| 1 Apr | 153.12 | 1.1 | -0.55 | 24.84 | 116 | 18 | 47 | |||
| 28 Mar | 154.24 | 1.6 | -1.75 | 25.19 | 70 | 29 | 29 | |||
For Tata Steel Limited - strike price 162.5 expiring on 24APR2025
Delta for 162.5 CE is 0.03
Historical price for 162.5 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 53.04, the open interest changed by -1 which decreased total open position to 98
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 53.09, the open interest changed by 9 which increased total open position to 99
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 55.87, the open interest changed by -34 which decreased total open position to 98
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.25, which was -0.8 lower than the previous day. The implied volatity was 35.61, the open interest changed by 44 which increased total open position to 119
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 24.50, the open interest changed by -5 which decreased total open position to 75
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 25.30, the open interest changed by 31 which increased total open position to 84
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by 18 which increased total open position to 47
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 1.6, which was -1.75 lower than the previous day. The implied volatity was 25.19, the open interest changed by 29 which increased total open position to 29
| TATASTEEL 24APR2025 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 7.55 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 7.55 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 7.55 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 7.55 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 7.55 | 0 | 0.00 | 0 | -1 | 0 |
| 3 Apr | 153.62 | 7.55 | -0.65 | - | 3 | 0 | 42 |
| 2 Apr | 154.69 | 8.1 | -1.05 | 25.02 | 43 | 11 | 42 |
| 1 Apr | 153.12 | 9.15 | 0.2 | 23.18 | 9 | 3 | 30 |
| 28 Mar | 154.24 | 9.05 | -0.5 | 26.12 | 34 | 27 | 27 |
For Tata Steel Limited - strike price 162.5 expiring on 24APR2025
Delta for 162.5 PE is 0.00
Historical price for 162.5 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 7.55, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 7.55, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 7.55, 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 7.55, 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 Apr TATASTEEL was trading at 140.39. The strike last trading price was 7.55, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 7.55, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was 25.02, the open interest changed by 11 which increased total open position to 42
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 9.15, which was 0.2 higher than the previous day. The implied volatity was 23.18, the open interest changed by 3 which increased total open position to 30
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 9.05, which was -0.5 lower than the previous day. The implied volatity was 26.12, the open interest changed by 27 which increased total open position to 27
