TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.04
Theta: -0.02
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 0.25 | -0.1 | 33.73 | 9 | 5 | 7 | |||
| 24 Apr | 141.52 | 0.35 | 0 | 0.00 | 0 | 2 | 0 | |||
| 23 Apr | 141.16 | 0.35 | -4.5 | 32.46 | 2 | 0 | 0 | |||
| 22 Apr | 138.16 | 4.85 | 0 | 16.45 | 0 | 0 | 0 | |||
| 21 Apr | 139.18 | 4.85 | 0 | 15.63 | 0 | 0 | 0 | |||
| 17 Apr | 137.14 | 4.85 | 0 | 15.98 | 0 | 0 | 0 | |||
| 16 Apr | 136.97 | 4.85 | 0 | 15.91 | 0 | 0 | 0 | |||
| 15 Apr | 136.41 | 4.85 | 0 | 15.90 | 0 | 0 | 0 | |||
| 11 Apr | 133.42 | 4.85 | 0 | 16.68 | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 4.85 | 0 | 20.10 | 0 | 0 | 0 | |||
| 8 Apr | 130.28 | 4.85 | 0 | 17.41 | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Apr | 129.48 | 4.85 | 0 | 18.79 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 4.85 | 0 | 11.95 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 4.85 | 0 | 5.83 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 4.85 | 0 | 5.25 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 4.85 | 0 | 5.48 | 0 | 0 | 0 | |||
| 28 Mar | 154.24 | 4.85 | 0 | 4.86 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 167.5 expiring on 29MAY2025
Delta for 167.5 CE is 0.04
Historical price for 167.5 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 33.73, the open interest changed by 5 which increased total open position to 7
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.35, which was 0 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.35, which was -4.5 lower than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 0
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 15.63, the open interest changed by 0 which decreased total open position to 0
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 15.90, 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 4.85, which was 0 lower than the previous day. The implied volatity was 16.68, 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 4.85, which was 0 lower than the previous day. The implied volatity was 20.10, 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 4.85, which was 0 lower than the previous day. The implied volatity was 17.41, 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 4.85, which was 0 lower than the previous day. The implied volatity was 18.79, 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 4.85, which was 0 lower than the previous day. The implied volatity was 11.95, 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 4.85, which was 0 lower than the previous day. The implied volatity was 5.83, 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 4.85, which was 0 lower than the previous day. The implied volatity was 5.25, 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 4.85, which was 0 lower than the previous day. The implied volatity was 5.48, 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 4.85, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 29MAY2025 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 27.2 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Apr | 141.52 | 27.2 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Apr | 141.16 | 27.2 | 0 | 0.00 | 0 | 1 | 0 |
| 22 Apr | 138.16 | 27.2 | 12.35 | - | 1 | 0 | 0 |
| 21 Apr | 139.18 | 14.85 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 137.14 | 14.85 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 136.97 | 14.85 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 136.41 | 14.85 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 133.42 | 14.85 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 14.85 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 14.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 14.85 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 14.85 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 14.85 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 154.69 | 14.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 153.12 | 14.85 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 154.24 | 14.85 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 167.5 expiring on 29MAY2025
Delta for 167.5 PE is 0.00
Historical price for 167.5 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 27.2, 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 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 27.2, 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 27.2, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 27.2, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 14.85, 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 Apr TATASTEEL was trading at 137.14. The strike last trading price was 14.85, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 14.85, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 14.85, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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
