`
Related Pages for TATASTEEL
[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited
150.88 0.58 (0.39%)

Back to Option Chain

Historical option data for TATASTEEL

13 Mar 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATASTEEL 27MAR2025 165 CE
Delta: 0.08
Vega: 0.04
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 0.3 0 30.36 2,357 -113 1,048
12 Mar 150.30 0.35 -0.05 31.10 2,267 63 1,160
11 Mar 150.75 0.4 -0.05 30.08 1,630 -30 1,097
10 Mar 151.05 0.45 -0.1 30.33 2,287 6 1,128
7 Mar 151.56 0.55 0 27.89 3,801 252 1,122
6 Mar 150.44 0.5 0.1 29.28 3,194 863 863

For Tata Steel Limited - strike price 165 expiring on 27MAR2025

Delta for 165 CE is 0.08

Historical price for 165 CE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 30.36, the open interest changed by -113 which decreased total open position to 1048


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.10, the open interest changed by 63 which increased total open position to 1160


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.08, the open interest changed by -30 which decreased total open position to 1097


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 30.33, the open interest changed by 6 which increased total open position to 1128


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 27.89, the open interest changed by 252 which increased total open position to 1122


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 29.28, the open interest changed by 863 which increased total open position to 863


TATASTEEL 27MAR2025 165 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 12.85 -2 - 2 0 26
12 Mar 150.30 14.85 0.65 39.06 1 0 26
11 Mar 150.75 14.2 0.6 35.85 6 -4 26
10 Mar 151.05 13.6 -0.15 16.87 49 15 32
7 Mar 151.56 13.75 -0.85 35.26 14 -2 17
6 Mar 150.44 14.7 -17.75 27.40 31 19 19

For Tata Steel Limited - strike price 165 expiring on 27MAR2025

Delta for 165 PE is -

Historical price for 165 PE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 12.85, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 14.85, which was 0.65 higher than the previous day. The implied volatity was 39.06, the open interest changed by 0 which decreased total open position to 26


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 14.2, which was 0.6 higher than the previous day. The implied volatity was 35.85, the open interest changed by -4 which decreased total open position to 26


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 13.6, which was -0.15 lower than the previous day. The implied volatity was 16.87, the open interest changed by 15 which increased total open position to 32


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 13.75, which was -0.85 lower than the previous day. The implied volatity was 35.26, the open interest changed by -2 which decreased total open position to 17


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 14.7, which was -17.75 lower than the previous day. The implied volatity was 27.40, the open interest changed by 19 which increased total open position to 19