TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 0.3 | -0.2 | 32.62 | 864 | 73 | 413 | |||
| 24 Apr | 141.52 | 0.45 | -0.05 | 31.45 | 324 | 48 | 337 | |||
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| 23 Apr | 141.16 | 0.5 | -0.05 | 32.64 | 509 | 29 | 289 | |||
| 22 Apr | 138.16 | 0.55 | -0.05 | 36.21 | 288 | 172 | 259 | |||
| 21 Apr | 139.18 | 0.6 | 0.1 | 34.56 | 84 | 19 | 87 | |||
| 17 Apr | 137.14 | 0.5 | -0.05 | 33.88 | 21 | 3 | 68 | |||
| 16 Apr | 136.97 | 0.55 | -0.1 | 34.34 | 16 | 2 | 55 | |||
| 15 Apr | 136.41 | 0.65 | -0.05 | 35.74 | 25 | 16 | 52 | |||
| 11 Apr | 133.42 | 0.7 | -0.1 | 38.22 | 4 | 2 | 36 | |||
| 9 Apr | 127.18 | 0.8 | 0.2 | 45.75 | 4 | -1 | 33 | |||
| 8 Apr | 130.28 | 0.6 | -0.05 | 39.45 | 10 | 1 | 34 | |||
| 7 Apr | 129.48 | 0.65 | -0.25 | 39.59 | 41 | -12 | 32 | |||
| 4 Apr | 140.39 | 0.9 | -1.9 | 29.93 | 75 | 34 | 44 | |||
| 3 Apr | 153.62 | 2.8 | 0 | 25.03 | 14 | 7 | 9 | |||
| 2 Apr | 154.69 | 3.5 | 0.7 | 0.00 | 0 | 2 | 0 | |||
| 1 Apr | 153.12 | 3.5 | -2.15 | 28.57 | 3 | 2 | 2 | |||
| 28 Mar | 154.24 | 5.65 | 0 | 4.18 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 165 expiring on 29MAY2025
Delta for 165 CE is 0.05
Historical price for 165 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 32.62, the open interest changed by 73 which increased total open position to 413
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.45, the open interest changed by 48 which increased total open position to 337
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 32.64, the open interest changed by 29 which increased total open position to 289
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 36.21, the open interest changed by 172 which increased total open position to 259
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 34.56, the open interest changed by 19 which increased total open position to 87
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 33.88, the open interest changed by 3 which increased total open position to 68
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 34.34, the open interest changed by 2 which increased total open position to 55
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 35.74, the open interest changed by 16 which increased total open position to 52
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 38.22, the open interest changed by 2 which increased total open position to 36
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 45.75, the open interest changed by -1 which decreased total open position to 33
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 39.45, the open interest changed by 1 which increased total open position to 34
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 39.59, the open interest changed by -12 which decreased total open position to 32
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.9, which was -1.9 lower than the previous day. The implied volatity was 29.93, the open interest changed by 34 which increased total open position to 44
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 25.03, the open interest changed by 7 which increased total open position to 9
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 3.5, which was 0.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 3.5, which was -2.15 lower than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 2
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 5.65, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 29MAY2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.09
Theta: -0.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 26.1 | 3.25 | 45.26 | 3 | -1 | 375 |
| 24 Apr | 141.52 | 22.95 | -0.5 | 38.20 | 32 | 13 | 381 |
| 23 Apr | 141.16 | 23.55 | -2.7 | 37.53 | 110 | 75 | 368 |
| 22 Apr | 138.16 | 26.15 | 1.05 | 39.50 | 129 | 108 | 293 |
| 21 Apr | 139.18 | 25.1 | -1.75 | 42.71 | 111 | 81 | 185 |
| 17 Apr | 137.14 | 26.85 | -1.75 | 40.01 | 54 | 47 | 102 |
| 16 Apr | 136.97 | 28.6 | 0.95 | 54.26 | 38 | 33 | 50 |
| 15 Apr | 136.41 | 27.75 | 14.55 | 44.21 | 17 | 16 | 16 |
| 11 Apr | 133.42 | 13.2 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 13.2 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 13.2 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 13.2 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 13.2 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 13.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 154.69 | 13.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 153.12 | 13.2 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 154.24 | 13.2 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 165 expiring on 29MAY2025
Delta for 165 PE is -0.87
Historical price for 165 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 26.1, which was 3.25 higher than the previous day. The implied volatity was 45.26, the open interest changed by -1 which decreased total open position to 375
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 22.95, which was -0.5 lower than the previous day. The implied volatity was 38.20, the open interest changed by 13 which increased total open position to 381
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 23.55, which was -2.7 lower than the previous day. The implied volatity was 37.53, the open interest changed by 75 which increased total open position to 368
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 26.15, which was 1.05 higher than the previous day. The implied volatity was 39.50, the open interest changed by 108 which increased total open position to 293
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 25.1, which was -1.75 lower than the previous day. The implied volatity was 42.71, the open interest changed by 81 which increased total open position to 185
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 26.85, which was -1.75 lower than the previous day. The implied volatity was 40.01, the open interest changed by 47 which increased total open position to 102
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 28.6, which was 0.95 higher than the previous day. The implied volatity was 54.26, the open interest changed by 33 which increased total open position to 50
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 27.75, which was 14.55 higher than the previous day. The implied volatity was 44.21, the open interest changed by 16 which increased total open position to 16
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 13.2, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 13.2, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 13.2, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 13.2, 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 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 13.2, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 13.2, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 13.2, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 13.2, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 13.2, 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
