TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 163 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 0.1 | 0 | 50.43 | 45 | -5 | 385 | |||
| 9 Apr | 127.18 | 0.1 | -0.05 | - | 15 | -10 | 395 | |||
| 8 Apr | 130.28 | 0.15 | -0.1 | 53.69 | 672 | 73 | 398 | |||
| 7 Apr | 129.48 | 0.25 | 0.05 | - | 507 | -74 | 354 | |||
| 4 Apr | 140.39 | 0.2 | -0.8 | 34.70 | 931 | 51 | 428 | |||
| 3 Apr | 153.62 | 1 | -0.35 | 24.92 | 143 | -3 | 376 | |||
| 2 Apr | 154.69 | 1.35 | 0.3 | 25.42 | 248 | 22 | 377 | |||
| 1 Apr | 153.12 | 1.05 | -0.45 | 25.23 | 310 | -1 | 350 | |||
| 28 Mar | 154.24 | 1.55 | -0.6 | 25.68 | 438 | 242 | 351 | |||
| 27 Mar | 155.42 | 2.05 | -0.3 | 25.98 | 96 | 29 | 107 | |||
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| 26 Mar | 155.81 | 2.3 | -0.55 | 27.66 | 95 | 19 | 78 | |||
| 25 Mar | 156.73 | 2.85 | -0.6 | 28.06 | 67 | 33 | 56 | |||
| 24 Mar | 158.42 | 3.4 | 0.45 | 26.28 | 54 | 16 | 24 | |||
| 21 Mar | 157.28 | 2.95 | -0.9 | 24.95 | 12 | 4 | 8 | |||
| 20 Mar | 159.04 | 3.85 | 0 | 0.00 | 0 | 4 | 0 | |||
| 19 Mar | 158.60 | 3.85 | 2.5 | 25.81 | 5 | 3 | 3 | |||
| 18 Mar | 154.66 | 1.35 | 0 | 4.37 | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 1.35 | 0 | 5.94 | 0 | 0 | 0 | |||
| 13 Mar | 150.88 | 1.35 | 0 | 6.24 | 0 | 0 | 0 | |||
| 12 Mar | 150.30 | 1.35 | 0 | 6.41 | 0 | 0 | 0 | |||
| 11 Mar | 150.75 | 1.35 | 0 | 6.14 | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 1.35 | 0 | 6.04 | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 1.35 | 0 | 5.38 | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 0 | 0 | 5.72 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 163 expiring on 24APR2025
Delta for 163 CE is 0.02
Historical price for 163 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 50.43, the open interest changed by -5 which decreased total open position to 385
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 -10 which decreased total open position to 395
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 53.69, the open interest changed by 73 which increased total open position to 398
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 354
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.2, which was -0.8 lower than the previous day. The implied volatity was 34.70, the open interest changed by 51 which increased total open position to 428
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 24.92, the open interest changed by -3 which decreased total open position to 376
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 25.42, the open interest changed by 22 which increased total open position to 377
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 25.23, the open interest changed by -1 which decreased total open position to 350
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 1.55, which was -0.6 lower than the previous day. The implied volatity was 25.68, the open interest changed by 242 which increased total open position to 351
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 25.98, the open interest changed by 29 which increased total open position to 107
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 27.66, the open interest changed by 19 which increased total open position to 78
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was 28.06, the open interest changed by 33 which increased total open position to 56
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 3.4, which was 0.45 higher than the previous day. The implied volatity was 26.28, the open interest changed by 16 which increased total open position to 24
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.95, which was -0.9 lower than the previous day. The implied volatity was 24.95, the open interest changed by 4 which increased total open position to 8
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 3.85, which was 2.5 higher than the previous day. The implied volatity was 25.81, the open interest changed by 3 which increased total open position to 3
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 24APR2025 163 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 |
| 11 Apr | 133.42 | 22 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 22 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 22 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 22 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 22 | 12.95 | 43.29 | 1 | 0 | 38 |
| 3 Apr | 153.62 | 9.05 | 0.35 | 23.28 | 3 | 1 | 37 |
| 2 Apr | 154.69 | 8.7 | -1.1 | 26.82 | 21 | -2 | 37 |
| 1 Apr | 153.12 | 9.8 | 0.65 | 25.45 | 15 | -4 | 39 |
| 28 Mar | 154.24 | 9.3 | 0.95 | 25.16 | 8 | -2 | 43 |
| 27 Mar | 155.42 | 8.35 | 0 | 25.35 | 45 | 4 | 41 |
| 26 Mar | 155.81 | 8.45 | 0.35 | 24.41 | 61 | 18 | 33 |
| 25 Mar | 156.73 | 8.1 | 1.2 | 27.18 | 57 | 7 | 16 |
| 24 Mar | 158.42 | 6.85 | -17 | 26.94 | 17 | 7 | 7 |
| 21 Mar | 157.28 | 23.85 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 159.04 | 23.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 158.60 | 23.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.66 | 23.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 151.81 | 23.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 150.88 | 23.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 150.30 | 23.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 150.75 | 23.85 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 151.05 | 23.85 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 151.56 | 23.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 150.44 | 23.85 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 163 expiring on 24APR2025
Delta for 163 PE is 0.00
Historical price for 163 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 22, 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 22, 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 22, 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 22, 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 22, which was 12.95 higher than the previous day. The implied volatity was 43.29, the open interest changed by 0 which decreased total open position to 38
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 9.05, which was 0.35 higher than the previous day. The implied volatity was 23.28, the open interest changed by 1 which increased total open position to 37
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 8.7, which was -1.1 lower than the previous day. The implied volatity was 26.82, the open interest changed by -2 which decreased total open position to 37
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 9.8, which was 0.65 higher than the previous day. The implied volatity was 25.45, the open interest changed by -4 which decreased total open position to 39
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 9.3, which was 0.95 higher than the previous day. The implied volatity was 25.16, the open interest changed by -2 which decreased total open position to 43
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 25.35, the open interest changed by 4 which increased total open position to 41
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 8.45, which was 0.35 higher than the previous day. The implied volatity was 24.41, the open interest changed by 18 which increased total open position to 33
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 8.1, which was 1.2 higher than the previous day. The implied volatity was 27.18, the open interest changed by 7 which increased total open position to 16
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 6.85, which was -17 lower than the previous day. The implied volatity was 26.94, the open interest changed by 7 which increased total open position to 7
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 23.85, 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 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 23.85, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 23.85, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 23.85, 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 Mar TATASTEEL was trading at 151.81. The strike last trading price was 23.85, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 23.85, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 23.85, 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 Mar TATASTEEL was trading at 150.75. The strike last trading price was 23.85, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 23.85, 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 Mar TATASTEEL was trading at 151.56. The strike last trading price was 23.85, 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 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 23.85, 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
