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

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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 166 CE
Delta: 0.06
Vega: 0.03
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 0.2 -0.05 29.28 523 26 327
12 Mar 150.30 0.25 -0.1 30.27 279 62 302
11 Mar 150.75 0.35 0 30.91 266 8 237
10 Mar 151.05 0.35 -0.1 29.94 331 16 228
7 Mar 151.56 0.45 -0.05 27.83 450 56 212
6 Mar 150.44 0.45 -2.2 29.84 828 157 157

For Tata Steel Limited - strike price 166 expiring on 27MAR2025

Delta for 166 CE is 0.06

Historical price for 166 CE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.28, the open interest changed by 26 which increased total open position to 327


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 30.27, the open interest changed by 62 which increased total open position to 302


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 30.91, the open interest changed by 8 which increased total open position to 237


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 29.94, the open interest changed by 16 which increased total open position to 228


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by 56 which increased total open position to 212


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0.45, which was -2.2 lower than the previous day. The implied volatity was 29.84, the open interest changed by 157 which increased total open position to 157


TATASTEEL 27MAR2025 166 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 25.3 0 - 0 0 0
12 Mar 150.30 25.3 0 - 0 0 0
11 Mar 150.75 25.3 0 - 0 0 0
10 Mar 151.05 25.3 0 - 0 0 0
7 Mar 151.56 25.3 0 - 0 0 0
6 Mar 150.44 25.3 0 - 0 0 0

For Tata Steel Limited - strike price 166 expiring on 27MAR2025

Delta for 166 PE is -

Historical price for 166 PE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 25.3, 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 25.3, 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 25.3, 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 25.3, 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 25.3, 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 25.3, 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