TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.01
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.1 | 0.00 | 30.45 | 610 | 50 | 1,296 | |||
| 26 Dec | 140.36 | 0.1 | -0.10 | 28.39 | 401 | 52 | 1,245 | |||
| 24 Dec | 140.38 | 0.2 | -0.05 | 30.57 | 722 | 161 | 1,179 | |||
| 23 Dec | 141.71 | 0.25 | -0.10 | 30.42 | 813 | 424 | 1,019 | |||
| 20 Dec | 140.68 | 0.35 | -0.05 | 32.60 | 206 | -14 | 596 | |||
| 19 Dec | 143.26 | 0.4 | -0.05 | 30.22 | 204 | 18 | 609 | |||
| 18 Dec | 144.46 | 0.45 | -0.05 | 29.11 | 274 | -13 | 595 | |||
| 17 Dec | 145.68 | 0.5 | -0.10 | 28.26 | 255 | -14 | 605 | |||
|
|
||||||||||
| 16 Dec | 147.79 | 0.6 | -0.15 | 26.83 | 260 | 93 | 620 | |||
| 13 Dec | 148.95 | 0.75 | -0.25 | 26.32 | 639 | 42 | 528 | |||
| 12 Dec | 150.78 | 1 | 0.05 | 26.42 | 317 | 18 | 485 | |||
| 11 Dec | 150.60 | 0.95 | -0.10 | 25.43 | 219 | 2 | 467 | |||
| 10 Dec | 150.32 | 1.05 | 0.10 | 26.23 | 352 | 63 | 461 | |||
| 9 Dec | 149.88 | 0.95 | 0.10 | 25.89 | 298 | 79 | 398 | |||
| 6 Dec | 148.29 | 0.85 | 0.10 | 25.92 | 106 | 39 | 318 | |||
| 5 Dec | 147.07 | 0.75 | 0.05 | 25.77 | 81 | 36 | 279 | |||
| 4 Dec | 145.85 | 0.7 | -0.05 | 26.25 | 59 | 29 | 243 | |||
| 3 Dec | 146.54 | 0.75 | -0.05 | 25.75 | 54 | 38 | 213 | |||
| 2 Dec | 146.41 | 0.8 | -0.10 | 26.18 | 139 | 90 | 174 | |||
| 29 Nov | 144.54 | 0.9 | 0.10 | 28.18 | 55 | 41 | 91 | |||
| 28 Nov | 143.39 | 0.8 | -0.15 | 27.83 | 4 | 3 | 50 | |||
| 27 Nov | 144.53 | 0.95 | -0.15 | 27.95 | 15 | 12 | 46 | |||
| 26 Nov | 144.47 | 1.1 | 0.05 | 29.05 | 3 | 1 | 33 | |||
| 25 Nov | 143.67 | 1.05 | 0.05 | 29.02 | 18 | 7 | 31 | |||
| 22 Nov | 142.78 | 1 | 0.10 | 29.02 | 4 | 3 | 27 | |||
| 21 Nov | 140.22 | 0.9 | 0.00 | 30.43 | 1 | 0 | 23 | |||
| 20 Nov | 139.46 | 0.9 | 0.00 | 30.29 | 6 | 6 | 22 | |||
| 19 Nov | 139.46 | 0.9 | -0.10 | 30.29 | 6 | 5 | 22 | |||
| 18 Nov | 141.21 | 1 | 0.00 | 29.41 | 15 | 13 | 18 | |||
| 14 Nov | 137.98 | 1 | -0.20 | 31.40 | 4 | 2 | 4 | |||
| 13 Nov | 139.17 | 1.2 | -0.05 | 31.66 | 1 | 0 | 2 | |||
| 12 Nov | 144.17 | 1.25 | -2.95 | 27.47 | 2 | 1 | 1 | |||
| 7 Nov | 150.95 | 4.2 | 0.00 | 5.81 | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 4.2 | 0.00 | 5.54 | 0 | 0 | 0 | |||
| 4 Nov | 146.95 | 4.2 | 7.52 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 170 expiring on 30JAN2025
Delta for 170 CE is 0.02
Historical price for 170 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 30.45, the open interest changed by 50 which increased total open position to 1296
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 28.39, the open interest changed by 52 which increased total open position to 1245
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 161 which increased total open position to 1179
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 30.42, the open interest changed by 424 which increased total open position to 1019
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.60, the open interest changed by -14 which decreased total open position to 596
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by 18 which increased total open position to 609
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by -13 which decreased total open position to 595
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 28.26, the open interest changed by -14 which decreased total open position to 605
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by 93 which increased total open position to 620
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 26.32, the open interest changed by 42 which increased total open position to 528
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 26.42, the open interest changed by 18 which increased total open position to 485
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 467
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 26.23, the open interest changed by 63 which increased total open position to 461
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 25.89, the open interest changed by 79 which increased total open position to 398
On 6 Dec TATASTEEL was trading at 148.29. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 25.92, the open interest changed by 39 which increased total open position to 318
On 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 25.77, the open interest changed by 36 which increased total open position to 279
On 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 29 which increased total open position to 243
On 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 25.75, the open interest changed by 38 which increased total open position to 213
On 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 26.18, the open interest changed by 90 which increased total open position to 174
On 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 28.18, the open interest changed by 41 which increased total open position to 91
On 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 3 which increased total open position to 50
On 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 27.95, the open interest changed by 12 which increased total open position to 46
On 26 Nov TATASTEEL was trading at 144.47. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 29.05, the open interest changed by 1 which increased total open position to 33
On 25 Nov TATASTEEL was trading at 143.67. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 29.02, the open interest changed by 7 which increased total open position to 31
On 22 Nov TATASTEEL was trading at 142.78. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 29.02, the open interest changed by 3 which increased total open position to 27
On 21 Nov TATASTEEL was trading at 140.22. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 23
On 20 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 30.29, the open interest changed by 6 which increased total open position to 22
On 19 Nov TATASTEEL was trading at 139.46. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 30.29, the open interest changed by 5 which increased total open position to 22
On 18 Nov TATASTEEL was trading at 141.21. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 29.41, the open interest changed by 13 which increased total open position to 18
On 14 Nov TATASTEEL was trading at 137.98. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 31.40, the open interest changed by 2 which increased total open position to 4
On 13 Nov TATASTEEL was trading at 139.17. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 2
On 12 Nov TATASTEEL was trading at 144.17. The strike last trading price was 1.25, which was -2.95 lower than the previous day. The implied volatity was 27.47, the open interest changed by 1 which increased total open position to 1
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.54, 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 4.2, which was lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 29.3 | 0.10 | - | 12 | 0 | 641 |
| 26 Dec | 140.36 | 29.2 | 1.60 | 49.88 | 197 | 134 | 642 |
| 24 Dec | 140.38 | 27.6 | 0.75 | 30.94 | 410 | 354 | 478 |
| 23 Dec | 141.71 | 26.85 | -1.35 | 33.77 | 43 | 36 | 123 |
| 20 Dec | 140.68 | 28.2 | 2.95 | 35.90 | 20 | 19 | 87 |
| 19 Dec | 143.26 | 25.25 | 0.80 | 29.11 | 15 | 13 | 67 |
| 18 Dec | 144.46 | 24.45 | 1.70 | 35.41 | 17 | 12 | 54 |
| 17 Dec | 145.68 | 22.75 | 1.90 | 27.78 | 12 | 11 | 41 |
| 16 Dec | 147.79 | 20.85 | 0.75 | 28.72 | 6 | 4 | 29 |
| 13 Dec | 148.95 | 20.1 | 0.80 | 29.60 | 5 | 4 | 24 |
| 12 Dec | 150.78 | 19.3 | 1.05 | 33.82 | 3 | 0 | 20 |
| 11 Dec | 150.60 | 18.25 | 0.10 | 27.47 | 2 | 1 | 19 |
| 10 Dec | 150.32 | 18.15 | -4.45 | 24.93 | 18 | 17 | 17 |
| 9 Dec | 149.88 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 148.29 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 147.07 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 145.85 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 146.54 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 146.41 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 144.54 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 143.39 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 144.53 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 144.47 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 143.67 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 142.78 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 140.22 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 139.46 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 139.46 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 141.21 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 137.98 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 139.17 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 144.17 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 150.95 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 152.29 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 146.95 | 22.6 | - | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 170 expiring on 30JAN2025
Delta for 170 PE is -
Historical price for 170 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 29.3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 641
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 29.2, which was 1.60 higher than the previous day. The implied volatity was 49.88, the open interest changed by 134 which increased total open position to 642
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 27.6, which was 0.75 higher than the previous day. The implied volatity was 30.94, the open interest changed by 354 which increased total open position to 478
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 26.85, which was -1.35 lower than the previous day. The implied volatity was 33.77, the open interest changed by 36 which increased total open position to 123
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 28.2, which was 2.95 higher than the previous day. The implied volatity was 35.90, the open interest changed by 19 which increased total open position to 87
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 25.25, which was 0.80 higher than the previous day. The implied volatity was 29.11, the open interest changed by 13 which increased total open position to 67
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 24.45, which was 1.70 higher than the previous day. The implied volatity was 35.41, the open interest changed by 12 which increased total open position to 54
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 22.75, which was 1.90 higher than the previous day. The implied volatity was 27.78, the open interest changed by 11 which increased total open position to 41
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 20.85, which was 0.75 higher than the previous day. The implied volatity was 28.72, the open interest changed by 4 which increased total open position to 29
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 20.1, which was 0.80 higher than the previous day. The implied volatity was 29.60, the open interest changed by 4 which increased total open position to 24
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 19.3, which was 1.05 higher than the previous day. The implied volatity was 33.82, the open interest changed by 0 which decreased total open position to 20
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 18.25, which was 0.10 higher than the previous day. The implied volatity was 27.47, the open interest changed by 1 which increased total open position to 19
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 18.15, which was -4.45 lower than the previous day. The implied volatity was 24.93, the open interest changed by 17 which increased total open position to 17
On 9 Dec TATASTEEL was trading at 149.88. The strike last trading price was 22.6, 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 Dec TATASTEEL was trading at 148.29. The strike last trading price was 22.6, 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 5 Dec TATASTEEL was trading at 147.07. The strike last trading price was 22.6, 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 4 Dec TATASTEEL was trading at 145.85. The strike last trading price was 22.6, 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 3 Dec TATASTEEL was trading at 146.54. The strike last trading price was 22.6, 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 2 Dec TATASTEEL was trading at 146.41. The strike last trading price was 22.6, 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 29 Nov TATASTEEL was trading at 144.54. The strike last trading price was 22.6, 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 28 Nov TATASTEEL was trading at 143.39. The strike last trading price was 22.6, 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 27 Nov TATASTEEL was trading at 144.53. The strike last trading price was 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 22.6, 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 4 Nov TATASTEEL was trading at 146.95. The strike last trading price was 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
