TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
13 Mar 2025 04:12 PM IST
| TATASTEEL 27MAR2025 170 CE | ||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 150.88 | 0.1 | -0.05 | 30.93 | 853 | 47 | 843 | |||
| 12 Mar | 150.30 | 0.1 | -0.05 | 30.44 | 481 | -1 | 795 | |||
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| 11 Mar | 150.75 | 0.15 | -0.05 | 30.98 | 790 | 144 | 800 | |||
| 10 Mar | 151.05 | 0.2 | -0.05 | 31.68 | 1,725 | 287 | 656 | |||
| 7 Mar | 151.56 | 0.25 | -1.8 | 29.18 | 1,213 | 369 | 369 | |||
For Tata Steel Limited - strike price 170 expiring on 27MAR2025
Delta for 170 CE is 0.03
Historical price for 170 CE is as follows
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.93, the open interest changed by 47 which increased total open position to 843
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.44, the open interest changed by -1 which decreased total open position to 795
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.98, the open interest changed by 144 which increased total open position to 800
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.68, the open interest changed by 287 which increased total open position to 656
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 0.25, which was -1.8 lower than the previous day. The implied volatity was 29.18, the open interest changed by 369 which increased total open position to 369
| TATASTEEL 27MAR2025 170 PE | |||||||
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Delta: -0.89
Vega: 0.06
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 150.88 | 19.4 | 0.05 | 47.61 | 24 | 9 | 57 |
| 12 Mar | 150.30 | 19.35 | 0.35 | 38.59 | 9 | 3 | 47 |
| 11 Mar | 150.75 | 19 | 0.8 | 37.98 | 4 | 3 | 43 |
| 10 Mar | 151.05 | 18.2 | 0 | 0.00 | 0 | 40 | 0 |
| 7 Mar | 151.56 | 18.2 | -10.45 | 36.28 | 52 | 38 | 38 |
For Tata Steel Limited - strike price 170 expiring on 27MAR2025
Delta for 170 PE is -0.89
Historical price for 170 PE is as follows
On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 19.4, which was 0.05 higher than the previous day. The implied volatity was 47.61, the open interest changed by 9 which increased total open position to 57
On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 19.35, which was 0.35 higher than the previous day. The implied volatity was 38.59, the open interest changed by 3 which increased total open position to 47
On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 19, which was 0.8 higher than the previous day. The implied volatity was 37.98, the open interest changed by 3 which increased total open position to 43
On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0
On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 18.2, which was -10.45 lower than the previous day. The implied volatity was 36.28, the open interest changed by 38 which increased total open position to 38
