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

133.42 6.24 (4.91%)

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Historical option data for TATASTEEL

11 Apr 2025 04:12 PM IST
TATASTEEL 24APR2025 172 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 0.1 0 - 3 0 132
9 Apr 127.18 0.1 0 - 6 0 129
8 Apr 130.28 0.1 0.05 - 19 2 128
7 Apr 129.48 0.05 -0.05 - 81 -28 127
4 Apr 140.39 0.15 -0.1 42.82 275 -1 155
3 Apr 153.62 0.25 -0.1 27.58 126 -13 156
2 Apr 154.69 0.35 0.05 27.57 50 11 169
1 Apr 153.12 0.3 -0.15 28.10 47 -2 158
28 Mar 154.24 0.45 -0.15 27.30 46 3 160
27 Mar 155.42 0.6 -0.1 26.93 118 64 156
26 Mar 155.81 0.7 -0.25 27.98 86 16 92
25 Mar 156.73 0.95 -0.2 28.36 46 7 75
24 Mar 158.42 1.15 0.1 26.69 48 -1 67
21 Mar 157.28 1.05 -0.1 26.18 73 22 68
20 Mar 159.04 1.15 -0.2 23.85 29 16 46
19 Mar 158.60 1.35 0.4 25.68 8 1 29
18 Mar 154.66 0.95 0.15 27.32 27 2 28
17 Mar 151.81 0.8 0.05 28.72 18 13 26
13 Mar 150.88 0.75 -0.05 28.12 5 3 12
12 Mar 150.30 0.8 0.2 28.79 9 6 6


For Tata Steel Limited - strike price 172 expiring on 24APR2025

Delta for 172 CE is -

Historical price for 172 CE is as follows

On 11 Apr TATASTEEL was trading at 133.42. 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 0 which decreased total open position to 132


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 0 which decreased total open position to 129


On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 128


On 7 Apr TATASTEEL was trading at 129.48. 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 -28 which decreased total open position to 127


On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 42.82, the open interest changed by -1 which decreased total open position to 155


On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 27.58, the open interest changed by -13 which decreased total open position to 156


On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.57, the open interest changed by 11 which increased total open position to 169


On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 28.10, the open interest changed by -2 which decreased total open position to 158


On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 27.30, the open interest changed by 3 which increased total open position to 160


On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 26.93, the open interest changed by 64 which increased total open position to 156


On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 27.98, the open interest changed by 16 which increased total open position to 92


On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 28.36, the open interest changed by 7 which increased total open position to 75


On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 26.69, the open interest changed by -1 which decreased total open position to 67


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 26.18, the open interest changed by 22 which increased total open position to 68


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 23.85, the open interest changed by 16 which increased total open position to 46


On 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 1.35, which was 0.4 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 29


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 27.32, the open interest changed by 2 which increased total open position to 28


On 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 28.72, the open interest changed by 13 which increased total open position to 26


On 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 3 which increased total open position to 12


On 12 Mar TATASTEEL was trading at 150.30. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 28.79, the open interest changed by 6 which increased total open position to 6


TATASTEEL 24APR2025 172 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 133.42 12.6 0 0.00 0 0 0
9 Apr 127.18 12.6 0 0.00 0 0 0
8 Apr 130.28 12.6 0 0.00 0 0 0
7 Apr 129.48 12.6 0 0.00 0 0 0
4 Apr 140.39 12.6 0 0.00 0 0 0
3 Apr 153.62 12.6 0 0.00 0 0 0
2 Apr 154.69 12.6 0 0.00 0 0 0
1 Apr 153.12 12.6 0 0.00 0 0 0
28 Mar 154.24 12.6 0 0.00 0 0 0
27 Mar 155.42 12.6 0 0.00 0 0 0
26 Mar 155.81 12.6 0 0.00 0 0 0
25 Mar 156.73 12.6 0 0.00 0 0 0
24 Mar 158.42 12.6 0 0.00 0 2 0
21 Mar 157.28 12.6 -2 - 2 0 1
20 Mar 159.04 14.6 0 0.00 0 1 0
19 Mar 158.60 14.6 -24.05 35.10 1 0 0
18 Mar 154.66 38.65 0 - 0 0 0
17 Mar 151.81 38.65 0 - 0 0 0
13 Mar 150.88 38.65 0 - 0 0 0
12 Mar 150.30 38.65 0 - 0 0 0


For Tata Steel Limited - strike price 172 expiring on 24APR2025

Delta for 172 PE is 0.00

Historical price for 172 PE is as follows

On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 12.6, which was 0 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 12.6, which was 0 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 12.6, which was 0 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 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 12.6, which was 0 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 Apr TATASTEEL was trading at 140.39. The strike last trading price was 12.6, which was 0 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 12.6, which was 0 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 12.6, which was 0 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 Apr TATASTEEL was trading at 153.12. The strike last trading price was 12.6, which was 0 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 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 12.6, which was 0 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 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 12.6, which was 0 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 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 12.6, which was 0 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 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 12.6, which was 0 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 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 12.6, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 14.6, which was 0 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 19 Mar TATASTEEL was trading at 158.60. The strike last trading price was 14.6, which was -24.05 lower than the previous day. The implied volatity was 35.10, the open interest changed by 0 which decreased total open position to 0


On 18 Mar TATASTEEL was trading at 154.66. The strike last trading price was 38.65, 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 17 Mar TATASTEEL was trading at 151.81. The strike last trading price was 38.65, 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 13 Mar TATASTEEL was trading at 150.88. The strike last trading price was 38.65, 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 38.65, 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