TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.03
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 0.15 | -0.05 | 36.85 | 494 | 162 | 168 | |||
| 24 Apr | 141.52 | 0.2 | 0 | 35.02 | 4 | 1 | 6 | |||
| 23 Apr | 141.16 | 0.2 | 0 | 35.25 | 4 | 2 | 5 | |||
| 22 Apr | 138.16 | 0.2 | -0.05 | 37.41 | 4 | 1 | 4 | |||
| 21 Apr | 139.18 | 0.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 137.14 | 0.25 | -0.05 | 37.13 | 2 | 0 | 3 | |||
| 16 Apr | 136.97 | 0.3 | 0 | 0.00 | 0 | 3 | 0 | |||
| 15 Apr | 136.41 | 0.3 | -2.7 | 37.92 | 5 | 3 | 3 | |||
| 11 Apr | 133.42 | 3 | 0 | 19.96 | 0 | 0 | 0 | |||
| 9 Apr | 127.18 | 3 | 0 | 22.94 | 0 | 0 | 0 | |||
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| 8 Apr | 130.28 | 3 | 0 | 20.42 | 0 | 0 | 0 | |||
| 7 Apr | 129.48 | 3 | 0 | 20.48 | 0 | 0 | 0 | |||
| 4 Apr | 140.39 | 3 | 0 | 15.44 | 0 | 0 | 0 | |||
| 3 Apr | 153.62 | 3 | 0 | 9.05 | 0 | 0 | 0 | |||
| 2 Apr | 154.69 | 3 | 0 | 8.37 | 0 | 0 | 0 | |||
| 1 Apr | 153.12 | 3 | 0 | 9.09 | 0 | 0 | 0 | |||
For Tata Steel Limited - strike price 175 expiring on 29MAY2025
Delta for 175 CE is 0.03
Historical price for 175 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.85, the open interest changed by 162 which increased total open position to 168
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.02, the open interest changed by 1 which increased total open position to 6
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.25, the open interest changed by 2 which increased total open position to 5
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.41, the open interest changed by 1 which increased total open position to 4
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 0.25, 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 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.13, the open interest changed by 0 which decreased total open position to 3
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.3, which was -2.7 lower than the previous day. The implied volatity was 37.92, the open interest changed by 3 which increased total open position to 3
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 19.96, 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 3, which was 0 lower than the previous day. The implied volatity was 22.94, 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 3, which was 0 lower than the previous day. The implied volatity was 20.42, 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 3, which was 0 lower than the previous day. The implied volatity was 20.48, 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 3, which was 0 lower than the previous day. The implied volatity was 15.44, 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 3, which was 0 lower than the previous day. The implied volatity was 9.05, 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 3, which was 0 lower than the previous day. The implied volatity was 8.37, 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 3, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 29MAY2025 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.04
Theta: 0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 35.1 | 1.1 | 40.49 | 2 | 1 | 23 |
| 24 Apr | 141.52 | 34 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Apr | 141.16 | 34 | 0 | 0.00 | 0 | 1 | 0 |
| 22 Apr | 138.16 | 34 | -0.1 | - | 1 | 0 | 21 |
| 21 Apr | 139.18 | 34.1 | 13.7 | 35.71 | 21 | 19 | 19 |
| 17 Apr | 137.14 | 20.4 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 136.97 | 20.4 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 136.41 | 20.4 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 133.42 | 20.4 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 20.4 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 20.4 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 20.4 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 20.4 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 20.4 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 154.69 | 20.4 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 153.12 | 20.4 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 175 expiring on 29MAY2025
Delta for 175 PE is -0.96
Historical price for 175 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 35.1, which was 1.1 higher than the previous day. The implied volatity was 40.49, the open interest changed by 1 which increased total open position to 23
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 34, 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 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 34, 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 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 34, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 34.1, which was 13.7 higher than the previous day. The implied volatity was 35.71, the open interest changed by 19 which increased total open position to 19
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 20.4, 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 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 20.4, 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 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 20.4, 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 Apr TATASTEEL was trading at 133.42. The strike last trading price was 20.4, 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 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 20.4, 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 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 20.4, 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 Apr TATASTEEL was trading at 129.48. The strike last trading price was 20.4, 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 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 20.4, 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 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 20.4, 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 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 20.4, 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 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 20.4, 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
