TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
15 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 166 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 | 0.05 | 0 | - | 16 | -1 | 183 | |||
| 11 Apr | 133.42 | 0.05 | -0.05 | 49.34 | 38 | -12 | 184 | |||
| 9 Apr | 127.18 | 0.1 | -0.05 | - | 28 | -6 | 196 | |||
| 8 Apr | 130.28 | 0.15 | 0 | - | 28 | -6 | 201 | |||
| 7 Apr | 129.48 | 0.2 | 0.05 | - | 269 | -78 | 207 | |||
| 4 Apr | 140.39 | 0.15 | -0.45 | 36.35 | 709 | 2 | 290 | |||
| 3 Apr | 153.62 | 0.6 | -0.25 | 25.42 | 218 | 11 | 288 | |||
| 2 Apr | 154.69 | 0.85 | 0.15 | 25.93 | 233 | 2 | 277 | |||
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| 1 Apr | 153.12 | 0.7 | -0.3 | 26.31 | 377 | 105 | 277 | |||
| 28 Mar | 154.24 | 1 | -0.4 | 25.86 | 237 | 69 | 172 | |||
| 27 Mar | 155.42 | 1.4 | -0.15 | 26.38 | 41 | 10 | 103 | |||
| 26 Mar | 155.81 | 1.5 | -0.5 | 27.11 | 71 | 14 | 93 | |||
| 25 Mar | 156.73 | 1.95 | -0.5 | 27.67 | 74 | 13 | 77 | |||
| 24 Mar | 158.42 | 2.45 | 0 | 26.55 | 70 | 24 | 64 | |||
| 21 Mar | 157.28 | 2.45 | -0.35 | 27.34 | 13 | 3 | 40 | |||
| 20 Mar | 159.04 | 2.8 | 0 | 0.00 | 0 | 12 | 0 | |||
| 19 Mar | 158.60 | 2.8 | 1.25 | 25.74 | 31 | 13 | 38 | |||
| 18 Mar | 154.66 | 1.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 151.81 | 1.55 | 0 | 0.00 | 0 | 17 | 0 | |||
| 13 Mar | 150.88 | 1.55 | 0.25 | 28.27 | 24 | 17 | 25 | |||
| 12 Mar | 150.30 | 1.3 | -0.15 | 26.48 | 6 | 4 | 8 | |||
| 11 Mar | 150.75 | 1.45 | -0.7 | 26.79 | 4 | 2 | 5 | |||
| 10 Mar | 151.05 | 2.15 | 0.35 | 30.86 | 2 | -1 | 1 | |||
| 7 Mar | 151.56 | 1.8 | 0.8 | 26.64 | 4 | 2 | 2 | |||
| 6 Mar | 150.44 | 1 | 0 | 7.70 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 166 expiring on 24APR2025
Delta for 166 CE is -
Historical price for 166 CE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 183
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 49.34, the open interest changed by -12 which decreased total open position to 184
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 -6 which decreased total open position to 196
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 -, the open interest changed by -6 which decreased total open position to 201
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -78 which decreased total open position to 207
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.15, which was -0.45 lower than the previous day. The implied volatity was 36.35, the open interest changed by 2 which increased total open position to 290
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 25.42, the open interest changed by 11 which increased total open position to 288
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 25.93, the open interest changed by 2 which increased total open position to 277
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 26.31, the open interest changed by 105 which increased total open position to 277
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 25.86, the open interest changed by 69 which increased total open position to 172
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 26.38, the open interest changed by 10 which increased total open position to 103
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 27.11, the open interest changed by 14 which increased total open position to 93
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 1.95, which was -0.5 lower than the previous day. The implied volatity was 27.67, the open interest changed by 13 which increased total open position to 77
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 26.55, the open interest changed by 24 which increased total open position to 64
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by 3 which increased total open position to 40
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 2.8, which was 1.25 higher than the previous day. The implied volatity was 25.74, the open interest changed by 13 which increased total open position to 38
On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 1.55, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 28.27, the open interest changed by 17 which increased total open position to 25
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 26.48, the open interest changed by 4 which increased total open position to 8
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 1.45, which was -0.7 lower than the previous day. The implied volatity was 26.79, the open interest changed by 2 which increased total open position to 5
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 30.86, the open interest changed by -1 which decreased total open position to 1
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 1.8, which was 0.8 higher than the previous day. The implied volatity was 26.64, the open interest changed by 2 which increased total open position to 2
On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 7.70, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 24APR2025 166 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 |
| 15 Apr | 136.41 | 22.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 133.42 | 22.5 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 127.18 | 22.5 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 130.28 | 22.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 129.48 | 22.5 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Apr | 140.39 | 22.5 | 10.9 | - | 2 | 1 | 5 |
| 3 Apr | 153.62 | 11.6 | 0 | 0.00 | 0 | -2 | 0 |
| 2 Apr | 154.69 | 11.6 | 1.75 | 31.58 | 3 | 0 | 6 |
| 1 Apr | 153.12 | 9.85 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 154.24 | 9.85 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 155.42 | 9.85 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 155.81 | 9.85 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 156.73 | 9.85 | 0.95 | 24.38 | 6 | 0 | 6 |
| 24 Mar | 158.42 | 8.85 | -24.25 | 27.11 | 14 | 6 | 6 |
| 21 Mar | 157.28 | 33.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 159.04 | 33.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 158.60 | 33.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.66 | 33.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 151.81 | 33.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 150.88 | 33.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 150.30 | 33.1 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 150.75 | 33.1 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 151.05 | 33.1 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 151.56 | 33.1 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 150.44 | 33.1 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 166 expiring on 24APR2025
Delta for 166 PE is 0.00
Historical price for 166 PE is as follows
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 22.5, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 22.5, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 22.5, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 22.5, 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 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 22.5, 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 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 22.5, which was 10.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 11.6, which was 1.75 higher than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 6
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 9.85, 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 9.85, 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 9.85, 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 9.85, 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 9.85, which was 0.95 higher than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 6
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 8.85, which was -24.25 lower than the previous day. The implied volatity was 27.11, the open interest changed by 6 which increased total open position to 6
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 33.1, 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 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 33.1, 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 33.1, 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 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 33.1, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 33.1, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 33.1, 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 33.1, 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 33.1, 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 33.1, 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 33.1, 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 33.1, 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
