TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 162 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 | |||
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| 27 Dec | 138.91 | 0.2 | 27.01 | 58 | 19 | 19 | ||||
For Tata Steel Limited - strike price 162 expiring on 30JAN2025
Delta for 162 CE is 0.04
Historical price for 162 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 27.01, the open interest changed by 19 which increased total open position to 19
| TATASTEEL 30JAN2025 162 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 | 21.25 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 162 expiring on 30JAN2025
Delta for 162 PE is -
Historical price for 162 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
