TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 164 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 0.15 | 0.05 | - | 20 | -13 | 116 | |||
| 9 Apr | 127.18 | 0.1 | -0.05 | - | 4 | 0 | 130 | |||
| 8 Apr | 130.28 | 0.15 | -0.05 | 54.91 | 76 | 1 | 130 | |||
| 7 Apr | 129.48 | 0.2 | -0.05 | - | 285 | -56 | 127 | |||
| 4 Apr | 140.39 | 0.25 | -0.6 | 37.46 | 639 | -37 | 184 | |||
| 3 Apr | 153.62 | 0.85 | -0.3 | 25.13 | 173 | -6 | 219 | |||
| 2 Apr | 154.69 | 1.15 | 0.25 | 25.50 | 230 | 34 | 228 | |||
| 1 Apr | 153.12 | 0.9 | -0.4 | 25.43 | 197 | 23 | 183 | |||
| 28 Mar | 154.24 | 1.3 | -0.55 | 25.39 | 155 | -15 | 160 | |||
| 27 Mar | 155.42 | 1.8 | -0.2 | 26.05 | 67 | -3 | 174 | |||
| 26 Mar | 155.81 | 2 | -0.5 | 27.43 | 130 | 7 | 182 | |||
| 25 Mar | 156.73 | 2.45 | -0.65 | 27.48 | 240 | 147 | 174 | |||
| 24 Mar | 158.42 | 3.1 | 0.35 | 26.62 | 35 | 15 | 29 | |||
| 21 Mar | 157.28 | 2.75 | -0.15 | 25.67 | 21 | 6 | 14 | |||
| 20 Mar | 159.04 | 2.9 | -0.5 | 22.13 | 4 | 1 | 7 | |||
|
|
||||||||||
| 19 Mar | 158.60 | 3.4 | 1 | 25.35 | 3 | 1 | 6 | |||
| 18 Mar | 154.66 | 2.4 | 0.5 | 26.82 | 1 | 0 | 5 | |||
| 17 Mar | 151.81 | 1.9 | 0.4 | 27.73 | 1 | 0 | 5 | |||
| 13 Mar | 150.88 | 1.5 | 0 | 0.00 | 0 | 5 | 0 | |||
| 12 Mar | 150.30 | 1.5 | 0.35 | 25.78 | 5 | 3 | 3 | |||
| 11 Mar | 150.75 | 1.15 | 0 | 6.64 | 0 | 0 | 0 | |||
| 10 Mar | 151.05 | 1.15 | 0 | 6.51 | 0 | 0 | 0 | |||
| 7 Mar | 151.56 | 1.15 | 0 | 5.87 | 0 | 0 | 0 | |||
| 6 Mar | 150.44 | 1.15 | 0 | 6.74 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 164 expiring on 24APR2025
Delta for 164 CE is -
Historical price for 164 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 -, the open interest changed by -13 which decreased total open position to 116
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 130
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 54.91, the open interest changed by 1 which increased total open position to 130
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 127
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.25, which was -0.6 lower than the previous day. The implied volatity was 37.46, the open interest changed by -37 which decreased total open position to 184
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 25.13, the open interest changed by -6 which decreased total open position to 219
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 25.50, the open interest changed by 34 which increased total open position to 228
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 25.43, the open interest changed by 23 which increased total open position to 183
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 25.39, the open interest changed by -15 which decreased total open position to 160
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 26.05, the open interest changed by -3 which decreased total open position to 174
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 27.43, the open interest changed by 7 which increased total open position to 182
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 27.48, the open interest changed by 147 which increased total open position to 174
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 26.62, the open interest changed by 15 which increased total open position to 29
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 25.67, the open interest changed by 6 which increased total open position to 14
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 1 which increased total open position to 7
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 3.4, which was 1 higher than the previous day. The implied volatity was 25.35, the open interest changed by 1 which increased total open position to 6
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 2.4, which was 0.5 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 5
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 5
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 25.78, the open interest changed by 3 which increased total open position to 3
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 6.64, 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 1.15, which was 0 lower than the previous day. The implied volatity was 6.51, 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 1.15, which was 0 lower than the previous day. The implied volatity was 5.87, 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 1.15, which was 0 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 24APR2025 164 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 | 10.45 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 10.45 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 10.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 10.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 140.39 | 10.45 | 0 | 0.00 | 0 | -5 | 0 |
| 3 Apr | 153.62 | 10.45 | 0.55 | 28.98 | 6 | -4 | 41 |
| 2 Apr | 154.69 | 9.9 | -0.8 | 30.41 | 10 | 0 | 45 |
| 1 Apr | 153.12 | 10.7 | 0.85 | 26.22 | 29 | 15 | 44 |
| 28 Mar | 154.24 | 9.85 | 1.5 | 23.22 | 21 | -4 | 29 |
| 27 Mar | 155.42 | 8.35 | 0 | 0.00 | 0 | 16 | 0 |
| 26 Mar | 155.81 | 8.35 | -0.3 | 17.79 | 41 | 15 | 32 |
| 25 Mar | 156.73 | 8.7 | 1.15 | 26.61 | 71 | 6 | 15 |
| 24 Mar | 158.42 | 7.55 | -23.75 | 27.35 | 18 | 7 | 7 |
| 21 Mar | 157.28 | 31.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 159.04 | 31.3 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 158.60 | 31.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.66 | 31.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 151.81 | 31.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 150.88 | 31.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 150.30 | 31.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 150.75 | 31.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 151.05 | 31.3 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 151.56 | 31.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 150.44 | 31.3 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 164 expiring on 24APR2025
Delta for 164 PE is 0.00
Historical price for 164 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 10.45, 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 10.45, 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 10.45, 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 10.45, 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 10.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 10.45, which was 0.55 higher than the previous day. The implied volatity was 28.98, the open interest changed by -4 which decreased total open position to 41
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 9.9, which was -0.8 lower than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 45
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 10.7, which was 0.85 higher than the previous day. The implied volatity was 26.22, the open interest changed by 15 which increased total open position to 44
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 9.85, which was 1.5 higher than the previous day. The implied volatity was 23.22, the open interest changed by -4 which decreased total open position to 29
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 0.00, the open interest changed by 16 which increased total open position to 0
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 8.35, which was -0.3 lower than the previous day. The implied volatity was 17.79, the open interest changed by 15 which increased total open position to 32
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 8.7, which was 1.15 higher than the previous day. The implied volatity was 26.61, the open interest changed by 6 which increased total open position to 15
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 7.55, which was -23.75 lower than the previous day. The implied volatity was 27.35, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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 31.3, 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
