TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.04
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.2 | -0.10 | 27.46 | 126 | 35 | 123 | |||
| 26 Dec | 140.36 | 0.3 | -0.05 | 27.38 | 51 | 28 | 87 | |||
| 24 Dec | 140.38 | 0.35 | -0.15 | 27.09 | 37 | 18 | 58 | |||
| 23 Dec | 141.71 | 0.5 | -0.15 | 27.88 | 24 | 13 | 39 | |||
| 20 Dec | 140.68 | 0.65 | -0.10 | 30.21 | 19 | -14 | 25 | |||
| 19 Dec | 143.26 | 0.75 | -0.10 | 27.65 | 13 | 7 | 38 | |||
| 18 Dec | 144.46 | 0.85 | -0.30 | 26.54 | 32 | 8 | 30 | |||
| 17 Dec | 145.68 | 1.15 | -0.20 | 27.35 | 9 | 2 | 20 | |||
| 16 Dec | 147.79 | 1.35 | -0.15 | 25.64 | 14 | 8 | 18 | |||
| 13 Dec | 148.95 | 1.5 | -0.55 | 24.33 | 2 | 1 | 9 | |||
| 12 Dec | 150.78 | 2.05 | -0.30 | 24.93 | 9 | 0 | 7 | |||
| 11 Dec | 150.60 | 2.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 150.32 | 2.35 | 1.00 | 26.09 | 4 | 0 | 7 | |||
| 9 Dec | 149.88 | 1.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 148.29 | 1.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 147.07 | 1.35 | -0.45 | 23.32 | 2 | 1 | 7 | |||
| 4 Dec | 145.85 | 1.8 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 3 Dec | 146.54 | 1.8 | 1.80 | 26.27 | 6 | 5 | 5 | |||
| 2 Dec | 146.41 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 144.54 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 162.5 expiring on 30JAN2025
Delta for 162.5 CE is 0.04
Historical price for 162.5 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 27.46, the open interest changed by 35 which increased total open position to 123
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.38, the open interest changed by 28 which increased total open position to 87
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 27.09, the open interest changed by 18 which increased total open position to 58
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 27.88, the open interest changed by 13 which increased total open position to 39
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 30.21, the open interest changed by -14 which decreased total open position to 25
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 27.65, the open interest changed by 7 which increased total open position to 38
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 26.54, the open interest changed by 8 which increased total open position to 30
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 27.35, the open interest changed by 2 which increased total open position to 20
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 25.64, the open interest changed by 8 which increased total open position to 18
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 24.33, the open interest changed by 1 which increased total open position to 9
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 7
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 2.35, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 2.35, which was 1.00 higher than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 7
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 1.35, 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 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 1.35, 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 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 23.32, the open interest changed by 1 which increased total open position to 7
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 1.8, which was 1.80 higher than the previous day. The implied volatity was 26.27, the open interest changed by 5 which increased total open position to 5
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 21.6 | 0.00 | 0.00 | 0 | 52 | 0 |
| 26 Dec | 140.36 | 21.6 | 1.00 | 39.52 | 54 | 51 | 56 |
| 24 Dec | 140.38 | 20.6 | 0.75 | 30.69 | 5 | 4 | 4 |
| 23 Dec | 141.71 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 140.68 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 143.26 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 144.46 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 145.68 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 147.79 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 148.95 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 150.78 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 150.60 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 150.32 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 149.88 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 148.29 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 147.07 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 145.85 | 19.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 146.54 | 19.85 | 19.85 | - | 0 | 0 | 0 |
| 2 Dec | 146.41 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 144.54 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 162.5 expiring on 30JAN2025
Delta for 162.5 PE is 0.00
Historical price for 162.5 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 21.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 21.6, which was 1.00 higher than the previous day. The implied volatity was 39.52, the open interest changed by 51 which increased total open position to 56
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 20.6, which was 0.75 higher than the previous day. The implied volatity was 30.69, the open interest changed by 4 which increased total open position to 4
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 19.85, 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 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 143.26. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 144.46. The strike last trading price was 19.85, 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 19.85, 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 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 148.95. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 150.78. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 150.60. The strike last trading price was 19.85, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 19.85, 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 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 147.07. The strike last trading price was 19.85, 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 19.85, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 19.85, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
