TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2024 10:03 AM IST
| TATASTEEL 26DEC2024 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.03
Theta: -0.04
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 149.53 | 0.2 | 0.00 | 33.09 | 75 | 13 | 415 | |||
| 11 Dec | 150.60 | 0.2 | 0.00 | 30.42 | 421 | 21 | 401 | |||
| 10 Dec | 150.32 | 0.2 | -0.05 | 29.80 | 575 | 64 | 380 | |||
| 9 Dec | 149.88 | 0.25 | 0.05 | 31.27 | 450 | 111 | 318 | |||
| 6 Dec | 148.29 | 0.2 | 0.00 | 29.60 | 131 | -7 | 214 | |||
| 5 Dec | 147.07 | 0.2 | 0.00 | 30.17 | 97 | 33 | 223 | |||
| 4 Dec | 145.85 | 0.2 | 0.00 | 31.03 | 101 | 49 | 193 | |||
| 3 Dec | 146.54 | 0.2 | 0.00 | 29.41 | 97 | 4 | 139 | |||
|
|
||||||||||
| 2 Dec | 146.41 | 0.2 | -0.05 | 29.02 | 130 | 18 | 131 | |||
| 29 Nov | 144.54 | 0.25 | 0.00 | 30.81 | 70 | 43 | 112 | |||
| 28 Nov | 143.39 | 0.25 | -0.05 | 31.21 | 50 | 10 | 69 | |||
| 27 Nov | 144.53 | 0.3 | -0.15 | 30.53 | 31 | 13 | 58 | |||
| 26 Nov | 144.47 | 0.45 | -0.05 | 33.05 | 12 | 5 | 45 | |||
| 25 Nov | 143.67 | 0.5 | 0.00 | 34.13 | 23 | 36 | 39 | |||
| 22 Nov | 142.78 | 0.5 | 0.00 | 33.91 | 23 | 6 | 9 | |||
| 21 Nov | 140.22 | 0.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 139.46 | 0.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 139.46 | 0.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 141.21 | 0.5 | -0.10 | 33.48 | 5 | 1 | 4 | |||
| 14 Nov | 137.98 | 0.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 139.17 | 0.6 | -2.05 | 34.51 | 4 | 2 | 2 | |||
| 12 Nov | 144.17 | 2.65 | 0.00 | 11.68 | 0 | 0 | 0 | |||
| 11 Nov | 145.01 | 2.65 | 0.00 | 10.94 | 0 | 0 | 0 | |||
| 8 Nov | 147.57 | 2.65 | 0.00 | 9.66 | 0 | 0 | 0 | |||
| 7 Nov | 150.95 | 2.65 | 0.00 | 7.65 | 0 | 0 | 0 | |||
| 6 Nov | 153.62 | 2.65 | 2.65 | 6.16 | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 149.75 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 167.5 expiring on 26DEC2024
Delta for 167.5 CE is 0.05
Historical price for 167.5 CE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 33.09, the open interest changed by 13 which increased total open position to 415
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 30.42, the open interest changed by 21 which increased total open position to 401
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.80, the open interest changed by 64 which increased total open position to 380
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 31.27, the open interest changed by 111 which increased total open position to 318
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 29.60, the open interest changed by -7 which decreased total open position to 214
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 30.17, the open interest changed by 33 which increased total open position to 223
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 31.03, the open interest changed by 49 which increased total open position to 193
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 29.41, the open interest changed by 4 which increased total open position to 139
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.02, the open interest changed by 18 which increased total open position to 131
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 30.81, the open interest changed by 43 which increased total open position to 112
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.21, the open interest changed by 10 which increased total open position to 69
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 30.53, the open interest changed by 13 which increased total open position to 58
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 5 which increased total open position to 45
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 34.13, the open interest changed by 36 which increased total open position to 39
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.91, the open interest changed by 6 which increased total open position to 9
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 0.5, 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 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.5, 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 0.5, 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 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 4
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 0.6, 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 0.6, which was -2.05 lower than the previous day. The implied volatity was 34.51, the open interest changed by 2 which increased total open position to 2
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 11.68, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 10.94, 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 2.65, which was 0.00 lower than the previous day. The implied volatity was 9.66, 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 2.65, which was 0.00 lower than the previous day. The implied volatity was 7.65, 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 2.65, which was 2.65 higher than the previous day. The implied volatity was 6.16, 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 0, 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 Nov TATASTEEL was trading at 146.95. The strike last trading price was 0, 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 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 26DEC2024 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 149.53 | 14.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 150.60 | 14.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 150.32 | 14.8 | -2.50 | - | 3 | -1 | 11 |
| 9 Dec | 149.88 | 17.3 | -4.70 | 31.99 | 2 | 1 | 11 |
| 6 Dec | 148.29 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 147.07 | 22 | 2.00 | 61.52 | 1 | 0 | 10 |
| 4 Dec | 145.85 | 20 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 146.54 | 20 | -0.50 | 22.99 | 4 | 1 | 10 |
| 2 Dec | 146.41 | 20.5 | -1.15 | 34.60 | 3 | 0 | 7 |
| 29 Nov | 144.54 | 21.65 | -0.85 | - | 2 | -1 | 7 |
| 28 Nov | 143.39 | 22.5 | 2.75 | - | 8 | 7 | 7 |
| 27 Nov | 144.53 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 144.47 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 143.67 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 142.78 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 140.22 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 139.46 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 139.46 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 141.21 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 137.98 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 139.17 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 144.17 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 145.01 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 147.57 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 19.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 153.62 | 19.75 | 19.75 | - | 0 | 0 | 0 |
| 5 Nov | 152.29 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 146.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 149.75 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 167.5 expiring on 26DEC2024
Delta for 167.5 PE is 0.00
Historical price for 167.5 PE is as follows
On 12 Dec TATASTEEL was trading at 149.53. The strike last trading price was 14.8, 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 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 14.8, 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 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 14.8, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 17.3, which was -4.70 lower than the previous day. The implied volatity was 31.99, the open interest changed by 1 which increased total open position to 11
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 22, 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 22, which was 2.00 higher than the previous day. The implied volatity was 61.52, the open interest changed by 0 which decreased total open position to 10
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 20, 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 20, which was -0.50 lower than the previous day. The implied volatity was 22.99, the open interest changed by 1 which increased total open position to 10
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 20.5, which was -1.15 lower than the previous day. The implied volatity was 34.60, the open interest changed by 0 which decreased total open position to 7
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 21.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 22.5, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 11 Nov TATASTEEL was trading at 145.01. The strike last trading price was 19.75, 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 19.75, 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 19.75, 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 19.75, which was 19.75 higher 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 0, 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 Nov TATASTEEL was trading at 146.95. The strike last trading price was 0, 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 1 Nov TATASTEEL was trading at 149.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
