TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.04
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.2 | -0.05 | 29.73 | 322 | -13 | 633 | |||
| 26 Dec | 140.36 | 0.25 | -0.05 | 28.69 | 378 | 50 | 651 | |||
| 24 Dec | 140.38 | 0.3 | -0.10 | 28.52 | 203 | 64 | 602 | |||
| 23 Dec | 141.71 | 0.4 | -0.05 | 28.84 | 352 | 62 | 537 | |||
| 20 Dec | 140.68 | 0.45 | -0.15 | 29.92 | 233 | 80 | 474 | |||
| 19 Dec | 143.26 | 0.6 | -0.05 | 28.47 | 201 | 10 | 394 | |||
| 18 Dec | 144.46 | 0.65 | -0.20 | 27.05 | 266 | 20 | 384 | |||
| 17 Dec | 145.68 | 0.85 | -0.20 | 27.42 | 197 | 39 | 364 | |||
| 16 Dec | 147.79 | 1.05 | -0.15 | 26.17 | 90 | 19 | 324 | |||
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| 13 Dec | 148.95 | 1.2 | -0.45 | 25.10 | 289 | 85 | 305 | |||
| 12 Dec | 150.78 | 1.65 | 0.05 | 25.73 | 172 | 18 | 219 | |||
| 11 Dec | 150.60 | 1.6 | -0.05 | 24.79 | 65 | 9 | 201 | |||
| 10 Dec | 150.32 | 1.65 | 0.10 | 25.15 | 217 | 43 | 192 | |||
| 9 Dec | 149.88 | 1.55 | 0.20 | 25.11 | 99 | 12 | 149 | |||
| 6 Dec | 148.29 | 1.35 | 0.20 | 24.96 | 95 | 61 | 136 | |||
| 5 Dec | 147.07 | 1.15 | 0.10 | 24.48 | 35 | 5 | 75 | |||
| 4 Dec | 145.85 | 1.05 | -0.15 | 24.87 | 40 | 26 | 68 | |||
| 3 Dec | 146.54 | 1.2 | -0.10 | 24.89 | 10 | 8 | 42 | |||
| 2 Dec | 146.41 | 1.3 | 0.10 | 25.59 | 17 | 8 | 34 | |||
| 29 Nov | 144.54 | 1.2 | 0.00 | 26.26 | 11 | 6 | 25 | |||
| 28 Nov | 143.39 | 1.2 | -0.35 | 26.90 | 7 | 4 | 18 | |||
| 27 Nov | 144.53 | 1.55 | -0.10 | 27.87 | 1 | 0 | 13 | |||
| 26 Nov | 144.47 | 1.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 25 Nov | 143.67 | 1.65 | 0.35 | 28.92 | 5 | 3 | 12 | |||
| 22 Nov | 142.78 | 1.3 | 0.00 | 27.28 | 2 | 0 | 9 | |||
| 21 Nov | 140.22 | 1.3 | -0.20 | 29.56 | 6 | 4 | 8 | |||
| 20 Nov | 139.46 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 139.46 | 1.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Nov | 141.21 | 1.5 | 0.10 | 29.06 | 1 | 0 | 5 | |||
| 14 Nov | 137.98 | 1.4 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 139.17 | 1.4 | -0.40 | 29.29 | 5 | 3 | 5 | |||
| 12 Nov | 144.17 | 1.8 | -1.85 | 26.60 | 1 | 0 | 1 | |||
| 8 Nov | 147.57 | 3.65 | -1.95 | 30.81 | 3 | 1 | 3 | |||
| 7 Nov | 150.95 | 5.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 153.62 | 5.6 | 0.15 | 29.09 | 2 | 1 | 1 | |||
| 5 Nov | 152.29 | 5.45 | 0.00 | 5.59 | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 5.45 | 5.59 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 165 expiring on 30JAN2025
Delta for 165 CE is 0.04
Historical price for 165 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.73, the open interest changed by -13 which decreased total open position to 633
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.69, the open interest changed by 50 which increased total open position to 651
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 28.52, the open interest changed by 64 which increased total open position to 602
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 28.84, the open interest changed by 62 which increased total open position to 537
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.92, the open interest changed by 80 which increased total open position to 474
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 28.47, the open interest changed by 10 which increased total open position to 394
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 27.05, the open interest changed by 20 which increased total open position to 384
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 27.42, the open interest changed by 39 which increased total open position to 364
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 19 which increased total open position to 324
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 25.10, the open interest changed by 85 which increased total open position to 305
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 25.73, the open interest changed by 18 which increased total open position to 219
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 24.79, the open interest changed by 9 which increased total open position to 201
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 25.15, the open interest changed by 43 which increased total open position to 192
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 25.11, the open interest changed by 12 which increased total open position to 149
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 24.96, the open interest changed by 61 which increased total open position to 136
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 1.15, which was 0.10 higher than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 75
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 24.87, the open interest changed by 26 which increased total open position to 68
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 24.89, the open interest changed by 8 which increased total open position to 42
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 25.59, the open interest changed by 8 which increased total open position to 34
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 26.26, the open interest changed by 6 which increased total open position to 25
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 26.90, the open interest changed by 4 which increased total open position to 18
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 13
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 28.92, the open interest changed by 3 which increased total open position to 12
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 9
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 29.56, the open interest changed by 4 which increased total open position to 8
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.5, which was 0.00 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 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 5
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was 29.29, the open interest changed by 3 which increased total open position to 5
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 1.8, which was -1.85 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 1
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 3.65, which was -1.95 lower than the previous day. The implied volatity was 30.81, the open interest changed by 1 which increased total open position to 3
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 5.6, which was 0.15 higher than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 1
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 27 Dec | 138.91 | 22.55 | 0.00 | 0.00 | 0 | 58 | 0 |
| 26 Dec | 140.36 | 22.55 | -0.45 | - | 91 | 54 | 354 |
| 24 Dec | 140.38 | 23 | 0.90 | 32.84 | 44 | 35 | 299 |
| 23 Dec | 141.71 | 22.1 | -1.30 | 31.99 | 52 | 37 | 264 |
| 20 Dec | 140.68 | 23.4 | 3.15 | 33.21 | 71 | 68 | 225 |
| 19 Dec | 143.26 | 20.25 | 0.05 | 23.85 | 82 | 75 | 156 |
| 18 Dec | 144.46 | 20.2 | 2.05 | 36.17 | 20 | 18 | 80 |
| 17 Dec | 145.68 | 18.15 | 1.50 | 26.72 | 7 | 6 | 61 |
| 16 Dec | 147.79 | 16.65 | 3.00 | 29.39 | 40 | 38 | 53 |
| 13 Dec | 148.95 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 150.78 | 13.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 150.60 | 13.65 | 0.15 | 24.44 | 1 | 0 | 14 |
| 10 Dec | 150.32 | 13.5 | -3.40 | 22.18 | 8 | 7 | 13 |
| 9 Dec | 149.88 | 16.9 | -0.90 | 38.35 | 5 | 3 | 4 |
| 6 Dec | 148.29 | 17.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 147.07 | 17.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 145.85 | 17.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 146.54 | 17.8 | -1.10 | 29.41 | 2 | 1 | 1 |
| 2 Dec | 146.41 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 144.54 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 143.39 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 144.53 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 144.47 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 143.67 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 142.78 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 140.22 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 139.46 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 139.46 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 141.21 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 137.98 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 139.17 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 144.17 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 147.57 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 153.62 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 152.29 | 18.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 146.95 | 18.9 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 165 expiring on 30JAN2025
Delta for 165 PE is 0.00
Historical price for 165 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 22.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 58 which increased total open position to 0
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 22.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 354
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 23, which was 0.90 higher than the previous day. The implied volatity was 32.84, the open interest changed by 35 which increased total open position to 299
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 22.1, which was -1.30 lower than the previous day. The implied volatity was 31.99, the open interest changed by 37 which increased total open position to 264
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 23.4, which was 3.15 higher than the previous day. The implied volatity was 33.21, the open interest changed by 68 which increased total open position to 225
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 20.25, which was 0.05 higher than the previous day. The implied volatity was 23.85, the open interest changed by 75 which increased total open position to 156
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 20.2, which was 2.05 higher than the previous day. The implied volatity was 36.17, the open interest changed by 18 which increased total open position to 80
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 18.15, which was 1.50 higher than the previous day. The implied volatity was 26.72, the open interest changed by 6 which increased total open position to 61
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 16.65, which was 3.00 higher than the previous day. The implied volatity was 29.39, the open interest changed by 38 which increased total open position to 53
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 13.65, which was 0.00 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 Dec TATASTEEL was trading at 150.78. The strike last trading price was 13.65, which was 0.00 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 13.65, which was 0.15 higher than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 14
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 13.5, which was -3.40 lower than the previous day. The implied volatity was 22.18, the open interest changed by 7 which increased total open position to 13
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 16.9, which was -0.90 lower than the previous day. The implied volatity was 38.35, the open interest changed by 3 which increased total open position to 4
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 17.8, which was 0.00 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 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 17.8, which was 0.00 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 Dec TATASTEEL was trading at 145.85. The strike last trading price was 17.8, which was 0.00 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 17.8, which was -1.10 lower than the previous day. The implied volatity was 29.41, the open interest changed by 1 which increased total open position to 1
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATASTEEL was trading at 147.57. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATASTEEL was trading at 153.62. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 18.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
