TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:13 AM IST
| TATASTEEL 26DEC2024 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 149.40 | 0.3 | -0.15 | 28.42 | 161 | 63 | 713 | |||
| 11 Dec | 150.60 | 0.45 | -0.05 | 28.22 | 719 | 47 | 650 | |||
| 10 Dec | 150.32 | 0.5 | 0.05 | 28.58 | 1,465 | 88 | 602 | |||
| 9 Dec | 149.88 | 0.45 | 0.05 | 28.07 | 1,753 | 9 | 514 | |||
| 6 Dec | 148.29 | 0.4 | 0.05 | 27.47 | 470 | 12 | 509 | |||
| 5 Dec | 147.07 | 0.35 | 0.05 | 27.39 | 861 | -5 | 504 | |||
| 4 Dec | 145.85 | 0.3 | -0.10 | 27.54 | 417 | 62 | 509 | |||
| 3 Dec | 146.54 | 0.4 | 0.05 | 27.69 | 632 | 71 | 447 | |||
| 2 Dec | 146.41 | 0.35 | 0.00 | 26.54 | 540 | 114 | 376 | |||
| 29 Nov | 144.54 | 0.35 | -0.05 | 27.44 | 437 | 161 | 264 | |||
| 28 Nov | 143.39 | 0.4 | -0.15 | 28.85 | 158 | 36 | 106 | |||
| 27 Nov | 144.53 | 0.55 | -0.15 | 29.20 | 39 | 14 | 69 | |||
| 26 Nov | 144.47 | 0.7 | -0.05 | 30.93 | 14 | 3 | 54 | |||
| 25 Nov | 143.67 | 0.75 | 0.05 | 31.73 | 47 | 25 | 50 | |||
| 22 Nov | 142.78 | 0.7 | 0.00 | 31.35 | 39 | 16 | 41 | |||
| 21 Nov | 140.22 | 0.7 | 0.05 | 34.24 | 24 | 5 | 23 | |||
| 20 Nov | 139.46 | 0.65 | 0.00 | 33.10 | 2 | 2 | 17 | |||
| 19 Nov | 139.46 | 0.65 | 0.00 | 33.10 | 2 | 1 | 17 | |||
| 18 Nov | 141.21 | 0.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 137.98 | 0.65 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Nov | 139.17 | 0.65 | -0.50 | 30.32 | 9 | 0 | 18 | |||
| 12 Nov | 144.17 | 1.15 | -0.05 | 29.76 | 2 | 1 | 17 | |||
| 11 Nov | 145.01 | 1.2 | -2.55 | 27.84 | 19 | 15 | 16 | |||
| 8 Nov | 147.57 | 3.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 150.95 | 3.75 | -0.05 | 32.80 | 1 | 0 | 0 | |||
| 6 Nov | 153.62 | 3.8 | 0.00 | 3.71 | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 3.8 | 0.00 | 4.50 | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 3.8 | 3.80 | 7.20 | 0 | 0 | 0 | |||
| 1 Nov | 149.75 | 0 | 5.47 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 162.5 expiring on 26DEC2024
Delta for 162.5 CE is 0.08
Historical price for 162.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 28.42, the open interest changed by 63 which increased total open position to 713
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by 47 which increased total open position to 650
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 28.58, the open interest changed by 88 which increased total open position to 602
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 28.07, the open interest changed by 9 which increased total open position to 514
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 27.47, the open interest changed by 12 which increased total open position to 509
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.39, the open interest changed by -5 which decreased total open position to 504
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 27.54, the open interest changed by 62 which increased total open position to 509
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 27.69, the open interest changed by 71 which increased total open position to 447
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 114 which increased total open position to 376
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by 161 which increased total open position to 264
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.85, the open interest changed by 36 which increased total open position to 106
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 29.20, the open interest changed by 14 which increased total open position to 69
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 30.93, the open interest changed by 3 which increased total open position to 54
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 31.73, the open interest changed by 25 which increased total open position to 50
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 31.35, the open interest changed by 16 which increased total open position to 41
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 34.24, the open interest changed by 5 which increased total open position to 23
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by 2 which increased total open position to 17
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by 1 which increased total open position to 17
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 0.65, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 18
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 29.76, the open interest changed by 1 which increased total open position to 17
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 1.2, which was -2.55 lower than the previous day. The implied volatity was 27.84, the open interest changed by 15 which increased total open position to 16
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 3.75, 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 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 32.80, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 3.8, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 3.8, which was 3.80 higher than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 26DEC2024 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.03
Theta: 0.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.40 | 12.6 | 1.10 | 23.81 | 2 | -1 | 63 |
| 11 Dec | 150.60 | 11.5 | -0.25 | 25.73 | 33 | 7 | 63 |
| 10 Dec | 150.32 | 11.75 | -0.85 | 25.79 | 63 | 13 | 51 |
| 9 Dec | 149.88 | 12.6 | -0.85 | 29.76 | 42 | 2 | 37 |
| 6 Dec | 148.29 | 13.45 | -2.15 | - | 12 | 3 | 36 |
| 5 Dec | 147.07 | 15.6 | -0.55 | 38.39 | 7 | 2 | 34 |
| 4 Dec | 145.85 | 16.15 | 0.70 | 31.42 | 39 | 24 | 36 |
| 3 Dec | 146.54 | 15.45 | -1.35 | 30.37 | 11 | 1 | 9 |
| 2 Dec | 146.41 | 16.8 | -0.35 | 42.91 | 4 | 0 | 8 |
| 29 Nov | 144.54 | 17.15 | -0.40 | 26.46 | 3 | 2 | 7 |
| 28 Nov | 143.39 | 17.55 | 0.50 | - | 2 | 1 | 4 |
| 27 Nov | 144.53 | 17.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 144.47 | 17.05 | -0.20 | 23.53 | 1 | 0 | 2 |
| 25 Nov | 143.67 | 17.25 | -5.90 | - | 1 | 0 | 1 |
| 22 Nov | 142.78 | 23.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 140.22 | 23.15 | 7.25 | 49.69 | 1 | 0 | 0 |
| 20 Nov | 139.46 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 139.46 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 141.21 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 137.98 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 139.17 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 144.17 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 145.01 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 147.57 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 153.62 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 152.29 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 146.95 | 15.9 | 15.90 | - | 0 | 0 | 0 |
| 1 Nov | 149.75 | 0 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 162.5 expiring on 26DEC2024
Delta for 162.5 PE is -0.95
Historical price for 162.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.40. The strike last trading price was 12.6, which was 1.10 higher than the previous day. The implied volatity was 23.81, the open interest changed by -1 which decreased total open position to 63
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 11.5, which was -0.25 lower than the previous day. The implied volatity was 25.73, the open interest changed by 7 which increased total open position to 63
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 11.75, which was -0.85 lower than the previous day. The implied volatity was 25.79, the open interest changed by 13 which increased total open position to 51
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 12.6, which was -0.85 lower than the previous day. The implied volatity was 29.76, the open interest changed by 2 which increased total open position to 37
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 13.45, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 36
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 15.6, which was -0.55 lower than the previous day. The implied volatity was 38.39, the open interest changed by 2 which increased total open position to 34
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 16.15, which was 0.70 higher than the previous day. The implied volatity was 31.42, the open interest changed by 24 which increased total open position to 36
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 15.45, which was -1.35 lower than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 9
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 16.8, which was -0.35 lower than the previous day. The implied volatity was 42.91, the open interest changed by 0 which decreased total open position to 8
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 17.15, which was -0.40 lower than the previous day. The implied volatity was 26.46, the open interest changed by 2 which increased total open position to 7
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 17.55, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 17.05, 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 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 17.05, which was -0.20 lower than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 2
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 17.25, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 23.15, 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 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 23.15, which was 7.25 higher than the previous day. The implied volatity was 49.69, 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 15.9, 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 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 15.9, 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 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 15.9, 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 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 15.9, 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 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 15.9, 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 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 15.9, 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 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 15.9, 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 15.9, 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 15.9, 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 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 15.9, 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 15.9, 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 15.9, which was 15.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
