TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
15 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 165 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 136.41 | 0.1 | 0 | - | 316 | 90 | 1,519 | |||
| 11 Apr | 133.42 | 0.1 | 0 | - | 219 | -7 | 1,429 | |||
| 9 Apr | 127.18 | 0.1 | -0.05 | - | 921 | -40 | 1,442 | |||
| 8 Apr | 130.28 | 0.15 | 0 | 56.11 | 341 | 30 | 1,481 | |||
| 7 Apr | 129.48 | 0.2 | 0 | 56.76 | 1,242 | -199 | 1,487 | |||
| 4 Apr | 140.39 | 0.2 | -0.5 | 37.08 | 5,387 | -101 | 1,761 | |||
| 3 Apr | 153.62 | 0.7 | -0.3 | 25.10 | 1,572 | 38 | 1,861 | |||
| 2 Apr | 154.69 | 1 | 0.2 | 25.82 | 2,793 | 33 | 1,828 | |||
| 1 Apr | 153.12 | 0.8 | -0.35 | 25.95 | 1,637 | 89 | 1,801 | |||
| 28 Mar | 154.24 | 1.15 | -0.45 | 25.71 | 1,588 | 52 | 1,712 | |||
| 27 Mar | 155.42 | 1.55 | -0.25 | 25.92 | 531 | 53 | 1,657 | |||
| 26 Mar | 155.81 | 1.7 | -0.55 | 27.01 | 1,281 | 192 | 1,602 | |||
| 25 Mar | 156.73 | 2.2 | -0.55 | 27.65 | 981 | 94 | 1,415 | |||
| 24 Mar | 158.42 | 2.75 | 0.3 | 26.52 | 737 | 66 | 1,322 | |||
| 21 Mar | 157.28 | 2.45 | -0.4 | 25.68 | 502 | 83 | 1,274 | |||
| 20 Mar | 159.04 | 2.85 | -0.05 | 23.73 | 509 | 61 | 1,191 | |||
| 19 Mar | 158.60 | 2.9 | 0.65 | 24.54 | 1,512 | 858 | 1,130 | |||
| 18 Mar | 154.66 | 2.25 | 0.55 | 27.55 | 365 | 154 | 272 | |||
| 17 Mar | 151.81 | 1.65 | 0 | 27.44 | 66 | 11 | 120 | |||
| 13 Mar | 150.88 | 1.65 | -0.05 | 27.76 | 34 | 10 | 108 | |||
| 12 Mar | 150.30 | 1.7 | -0.2 | 28.31 | 66 | 29 | 97 | |||
| 11 Mar | 150.75 | 1.9 | 0 | 28.43 | 30 | 7 | 68 | |||
| 10 Mar | 151.05 | 1.9 | -0.2 | 28.31 | 66 | 15 | 61 | |||
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| 7 Mar | 151.56 | 1.95 | 0 | 26.36 | 104 | 33 | 46 | |||
| 6 Mar | 150.44 | 1.95 | 0.85 | 28.47 | 18 | 13 | 13 | |||
For Tata Steel Limited - strike price 165 expiring on 24APR2025
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 1519
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 -, the open interest changed by -7 which decreased total open position to 1429
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 -40 which decreased total open position to 1442
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 56.11, the open interest changed by 30 which increased total open position to 1481
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 56.76, the open interest changed by -199 which decreased total open position to 1487
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.2, which was -0.5 lower than the previous day. The implied volatity was 37.08, the open interest changed by -101 which decreased total open position to 1761
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 25.10, the open interest changed by 38 which increased total open position to 1861
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 1, which was 0.2 higher than the previous day. The implied volatity was 25.82, the open interest changed by 33 which increased total open position to 1828
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 25.95, the open interest changed by 89 which increased total open position to 1801
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 25.71, the open interest changed by 52 which increased total open position to 1712
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by 53 which increased total open position to 1657
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 27.01, the open interest changed by 192 which increased total open position to 1602
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 27.65, the open interest changed by 94 which increased total open position to 1415
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 2.75, which was 0.3 higher than the previous day. The implied volatity was 26.52, the open interest changed by 66 which increased total open position to 1322
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.45, which was -0.4 lower than the previous day. The implied volatity was 25.68, the open interest changed by 83 which increased total open position to 1274
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 23.73, the open interest changed by 61 which increased total open position to 1191
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 24.54, the open interest changed by 858 which increased total open position to 1130
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 27.55, the open interest changed by 154 which increased total open position to 272
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 27.44, the open interest changed by 11 which increased total open position to 120
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 27.76, the open interest changed by 10 which increased total open position to 108
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 28.31, the open interest changed by 29 which increased total open position to 97
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 28.43, the open interest changed by 7 which increased total open position to 68
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 28.31, the open interest changed by 15 which increased total open position to 61
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 26.36, the open interest changed by 33 which increased total open position to 46
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 1.95, which was 0.85 higher than the previous day. The implied volatity was 28.47, the open interest changed by 13 which increased total open position to 13
| TATASTEEL 24APR2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 136.41 | 28.75 | -2.55 | - | 11 | -3 | 298 |
| 11 Apr | 133.42 | 31.25 | -5.95 | - | 6 | -4 | 301 |
| 9 Apr | 127.18 | 37.2 | 4.2 | - | 8 | -4 | 306 |
| 8 Apr | 130.28 | 33 | -3 | - | 27 | -6 | 311 |
| 7 Apr | 129.48 | 36 | 11.95 | - | 42 | -7 | 319 |
| 4 Apr | 140.39 | 24.05 | 12.85 | 47.18 | 104 | 14 | 326 |
| 3 Apr | 153.62 | 11.2 | 0.95 | 28.32 | 49 | 1 | 311 |
| 2 Apr | 154.69 | 10.4 | -1.3 | 27.99 | 52 | -7 | 310 |
| 1 Apr | 153.12 | 11.7 | 0.9 | 27.88 | 73 | 9 | 315 |
| 28 Mar | 154.24 | 11.1 | 1.15 | 26.94 | 109 | -4 | 306 |
| 27 Mar | 155.42 | 9.95 | 0.2 | 26.08 | 45 | 25 | 309 |
| 26 Mar | 155.81 | 10.2 | 0.9 | 26.10 | 70 | 23 | 286 |
| 25 Mar | 156.73 | 9.3 | 1.1 | 25.82 | 115 | 31 | 264 |
| 24 Mar | 158.42 | 8.2 | -0.45 | 27.31 | 92 | 19 | 232 |
| 21 Mar | 157.28 | 8.6 | 0.75 | 24.27 | 85 | 40 | 213 |
| 20 Mar | 159.04 | 7.85 | -0.45 | 26.96 | 20 | 4 | 173 |
| 19 Mar | 158.60 | 8.25 | -3 | 27.25 | 180 | 131 | 168 |
| 18 Mar | 154.66 | 11.25 | -2.35 | 29.13 | 35 | 31 | 34 |
| 17 Mar | 151.81 | 13.6 | -1.9 | 31.81 | 1 | 0 | 2 |
| 13 Mar | 150.88 | 15.5 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 150.30 | 15.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 150.75 | 15.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 151.05 | 15.5 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 151.56 | 15.5 | 1.4 | 38.22 | 1 | 0 | 1 |
| 6 Mar | 150.44 | 14.1 | -11.5 | 22.04 | 1 | 0 | 0 |
For Tata Steel Limited - strike price 165 expiring on 24APR2025
Delta for 165 PE is -
Historical price for 165 PE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 28.75, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 298
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 31.25, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 301
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 37.2, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 306
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 33, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 311
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 36, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 319
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 24.05, which was 12.85 higher than the previous day. The implied volatity was 47.18, the open interest changed by 14 which increased total open position to 326
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 11.2, which was 0.95 higher than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 311
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 10.4, which was -1.3 lower than the previous day. The implied volatity was 27.99, the open interest changed by -7 which decreased total open position to 310
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 11.7, which was 0.9 higher than the previous day. The implied volatity was 27.88, the open interest changed by 9 which increased total open position to 315
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 11.1, which was 1.15 higher than the previous day. The implied volatity was 26.94, the open interest changed by -4 which decreased total open position to 306
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 9.95, which was 0.2 higher than the previous day. The implied volatity was 26.08, the open interest changed by 25 which increased total open position to 309
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 10.2, which was 0.9 higher than the previous day. The implied volatity was 26.10, the open interest changed by 23 which increased total open position to 286
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 9.3, which was 1.1 higher than the previous day. The implied volatity was 25.82, the open interest changed by 31 which increased total open position to 264
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 8.2, which was -0.45 lower than the previous day. The implied volatity was 27.31, the open interest changed by 19 which increased total open position to 232
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 8.6, which was 0.75 higher than the previous day. The implied volatity was 24.27, the open interest changed by 40 which increased total open position to 213
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 7.85, which was -0.45 lower than the previous day. The implied volatity was 26.96, the open interest changed by 4 which increased total open position to 173
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 8.25, which was -3 lower than the previous day. The implied volatity was 27.25, the open interest changed by 131 which increased total open position to 168
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 11.25, which was -2.35 lower than the previous day. The implied volatity was 29.13, the open interest changed by 31 which increased total open position to 34
On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 13.6, which was -1.9 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 2
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 15.5, 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 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 15.5, 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 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 15.5, 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 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 15.5, which was 0 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 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 15.5, which was 1.4 higher than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 1
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 14.1, which was -11.5 lower than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 0
