`
[--[65.84.65.76]--]
TATASTEEL
Tata Steel Limited

133.42 6.24 (4.91%)

Back to Option Chain


Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
TATASTEEL 24APR2025 170 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 0.05 -0.05 - 282 21 1,428
9 Apr 127.18 0.1 0 - 108 -16 1,405
8 Apr 130.28 0.1 0 - 875 24 1,409
7 Apr 129.48 0.15 0 - 1,165 -385 1,427
4 Apr 140.39 0.15 -0.2 40.74 3,248 229 1,827
3 Apr 153.62 0.35 -0.1 27.17 1,326 109 1,573
2 Apr 154.69 0.45 0.05 26.71 2,505 100 1,464
1 Apr 153.12 0.35 -0.2 26.69 2,794 73 1,367
28 Mar 154.24 0.6 -0.25 26.97 1,694 87 1,294
27 Mar 155.42 0.8 -0.15 26.71 819 137 1,210
26 Mar 155.81 0.9 -0.3 27.61 1,420 137 1,081
25 Mar 156.73 1.15 -0.35 27.58 1,303 88 944
24 Mar 158.42 1.5 0.15 26.66 889 -15 854
21 Mar 157.28 1.35 -0.2 26.02 560 138 865
20 Mar 159.04 1.55 -0.15 24.04 786 159 724
19 Mar 158.60 1.65 0.4 25.04 1,247 257 565
18 Mar 154.66 1.25 0.3 27.52 353 142 308
17 Mar 151.81 0.95 -0.1 28.03 102 23 164
13 Mar 150.88 1.05 -0.05 28.94 48 13 141
12 Mar 150.30 1.1 -0.05 29.50 92 14 128
11 Mar 150.75 1.15 0 28.85 116 -1 115
10 Mar 151.05 1.1 -0.1 28.29 192 82 118
7 Mar 151.56 1.15 0.15 26.64 61 36 36


For Tata Steel Limited - strike price 170 expiring on 24APR2025

Delta for 170 CE is -

Historical price for 170 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 1428


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 1405


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 1409


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -385 which decreased total open position to 1427


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 40.74, the open interest changed by 229 which increased total open position to 1827


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 27.17, the open interest changed by 109 which increased total open position to 1573


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 26.71, the open interest changed by 100 which increased total open position to 1464


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 26.69, the open interest changed by 73 which increased total open position to 1367


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 87 which increased total open position to 1294


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 26.71, the open interest changed by 137 which increased total open position to 1210


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 27.61, the open interest changed by 137 which increased total open position to 1081


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 27.58, the open interest changed by 88 which increased total open position to 944


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 26.66, the open interest changed by -15 which decreased total open position to 854


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 26.02, the open interest changed by 138 which increased total open position to 865


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 24.04, the open interest changed by 159 which increased total open position to 724


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 1.65, which was 0.4 higher than the previous day. The implied volatity was 25.04, the open interest changed by 257 which increased total open position to 565


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 27.52, the open interest changed by 142 which increased total open position to 308


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 28.03, the open interest changed by 23 which increased total open position to 164


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by 13 which increased total open position to 141


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 29.50, the open interest changed by 14 which increased total open position to 128


On 11 Mar TATASTEEL was trading at 150.75. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 28.85, the open interest changed by -1 which decreased total open position to 115


On 10 Mar TATASTEEL was trading at 151.05. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 28.29, the open interest changed by 82 which increased total open position to 118


On 7 Mar TATASTEEL was trading at 151.56. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 26.64, the open interest changed by 36 which increased total open position to 36


TATASTEEL 24APR2025 170 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 36.2 -6.25 - 6 -5 456
9 Apr 127.18 42.35 3.6 - 45 -41 464
8 Apr 130.28 38.75 -2.1 - 8 -1 506
7 Apr 129.48 40.85 11.4 - 80 -73 509
4 Apr 140.39 29.45 13.9 61.35 44 21 583
3 Apr 153.62 15.55 0.75 27.63 18 -10 561
2 Apr 154.69 14.8 -1.7 29.68 21 -1 569
1 Apr 153.12 16.5 1.4 33.41 28 8 569
28 Mar 154.24 15.1 1.15 23.20 50 -7 561
27 Mar 155.42 13.8 0.8 22.78 70 65 568
26 Mar 155.81 13 -0.35 - 24 -3 502
25 Mar 156.73 13.5 1.7 27.68 201 142 505
24 Mar 158.42 11.75 -0.75 26.50 49 40 362
21 Mar 157.28 12.6 1.15 25.32 104 49 321
20 Mar 159.04 11.45 -0.35 27.57 229 170 272
19 Mar 158.60 11.8 -2.95 27.33 105 88 101
18 Mar 154.66 14.75 -3.05 26.03 13 11 12
17 Mar 151.81 17.8 -15.8 33.10 1 0 0
13 Mar 150.88 33.6 0 - 0 0 0
12 Mar 150.30 33.6 0 - 0 0 0
11 Mar 150.75 33.6 0 - 0 0 0
10 Mar 151.05 33.6 0 - 0 0 0
7 Mar 151.56 33.6 0 - 0 0 0


For Tata Steel Limited - strike price 170 expiring on 24APR2025

Delta for 170 PE is -

Historical price for 170 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 36.2, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 456


On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 42.35, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 464


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 38.75, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 506


On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 40.85, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 509


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 29.45, which was 13.9 higher than the previous day. The implied volatity was 61.35, the open interest changed by 21 which increased total open position to 583


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 15.55, which was 0.75 higher than the previous day. The implied volatity was 27.63, the open interest changed by -10 which decreased total open position to 561


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 14.8, which was -1.7 lower than the previous day. The implied volatity was 29.68, the open interest changed by -1 which decreased total open position to 569


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 16.5, which was 1.4 higher than the previous day. The implied volatity was 33.41, the open interest changed by 8 which increased total open position to 569


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 15.1, which was 1.15 higher than the previous day. The implied volatity was 23.20, the open interest changed by -7 which decreased total open position to 561


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 13.8, which was 0.8 higher than the previous day. The implied volatity was 22.78, the open interest changed by 65 which increased total open position to 568


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 13, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 502


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 13.5, which was 1.7 higher than the previous day. The implied volatity was 27.68, the open interest changed by 142 which increased total open position to 505


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 11.75, which was -0.75 lower than the previous day. The implied volatity was 26.50, the open interest changed by 40 which increased total open position to 362


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 12.6, which was 1.15 higher than the previous day. The implied volatity was 25.32, the open interest changed by 49 which increased total open position to 321


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 11.45, which was -0.35 lower than the previous day. The implied volatity was 27.57, the open interest changed by 170 which increased total open position to 272


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 11.8, which was -2.95 lower than the previous day. The implied volatity was 27.33, the open interest changed by 88 which increased total open position to 101


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 14.75, which was -3.05 lower than the previous day. The implied volatity was 26.03, the open interest changed by 11 which increased total open position to 12


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 17.8, which was -15.8 lower than the previous day. The implied volatity was 33.10, the open interest changed by 0 which decreased total open position to 0


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 33.6, 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 33.6, 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 33.6, 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 33.6, 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 33.6, 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