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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 167 CE
Delta: 0.04
Vega: 0.03
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 0.15 -0.05 29.05 368 25 463
12 Mar 150.30 0.2 -0.1 30.30 262 40 438
11 Mar 150.75 0.3 0 31.00 424 151 398
10 Mar 151.05 0.3 -0.05 30.30 578 35 246
7 Mar 151.56 0.35 -0.05 27.47 577 23 211
6 Mar 150.44 0.4 0.05 30.30 537 188 188

For Tata Steel Limited - strike price 167 expiring on 27MAR2025

Delta for 167 CE is 0.04

Historical price for 167 CE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.05, the open interest changed by 25 which increased total open position to 463


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 30.30, the open interest changed by 40 which increased total open position to 438


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 31.00, the open interest changed by 151 which increased total open position to 398


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 30.30, the open interest changed by 35 which increased total open position to 246


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.47, the open interest changed by 23 which increased total open position to 211


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.30, the open interest changed by 188 which increased total open position to 188


TATASTEEL 27MAR2025 167 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 34.35 0 - 0 0 0
12 Mar 150.30 34.35 0 - 0 0 0
11 Mar 150.75 34.35 0 - 0 0 0
10 Mar 151.05 34.35 0 - 0 0 0
7 Mar 151.56 34.35 0 - 0 0 0
6 Mar 150.44 34.35 0 - 0 0 0

For Tata Steel Limited - strike price 167 expiring on 27MAR2025

Delta for 167 PE is -

Historical price for 167 PE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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