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Related Pages for TATASTEEL
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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 168 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 30.46 411 -29 687
12 Mar 150.30 0.2 -0.05 31.70 588 -51 716
11 Mar 150.75 0.25 0 31.45 437 -37 770
10 Mar 151.05 0.25 -0.05 30.48 1,845 54 807
7 Mar 151.56 0.3 -0.05 27.80 1,655 265 753
6 Mar 150.44 0.35 -2 30.65 2,498 493 493

For Tata Steel Limited - strike price 168 expiring on 27MAR2025

Delta for 168 CE is 0.04

Historical price for 168 CE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 30.46, the open interest changed by -29 which decreased total open position to 687


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.70, the open interest changed by -51 which decreased total open position to 716


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 31.45, the open interest changed by -37 which decreased total open position to 770


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by 54 which increased total open position to 807


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by 265 which increased total open position to 753


On 6 Mar TATASTEEL was trading at 150.44. The strike last trading price was 0.35, which was -2 lower than the previous day. The implied volatity was 30.65, the open interest changed by 493 which increased total open position to 493


TATASTEEL 27MAR2025 168 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 150.88 26.95 0 - 0 0 0
12 Mar 150.30 26.95 0 - 0 0 0
11 Mar 150.75 26.95 0 - 0 0 0
10 Mar 151.05 26.95 0 - 0 0 0
7 Mar 151.56 26.95 0 - 0 0 0
6 Mar 150.44 26.95 0 - 0 0 0

For Tata Steel Limited - strike price 168 expiring on 27MAR2025

Delta for 168 PE is -

Historical price for 168 PE is as follows

On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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