TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 138.91 | 0.05 | 0.00 | 31.16 | 48 | 1 | 717 | |||
| 26 Dec | 140.36 | 0.05 | -0.05 | 29.29 | 225 | 194 | 716 | |||
| 24 Dec | 140.38 | 0.1 | -0.10 | 30.97 | 525 | 399 | 523 | |||
| 23 Dec | 141.71 | 0.2 | -0.10 | 33.16 | 65 | 22 | 124 | |||
| 20 Dec | 140.68 | 0.3 | 0.05 | 35.58 | 53 | 13 | 101 | |||
| 19 Dec | 143.26 | 0.25 | -0.05 | 31.35 | 29 | 2 | 90 | |||
| 18 Dec | 144.46 | 0.3 | -0.05 | 30.66 | 29 | 3 | 87 | |||
| 17 Dec | 145.68 | 0.35 | -0.05 | 30.12 | 20 | 7 | 84 | |||
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| 16 Dec | 147.79 | 0.4 | -0.10 | 28.45 | 42 | 12 | 76 | |||
| 13 Dec | 148.95 | 0.5 | -0.10 | 27.84 | 66 | 11 | 63 | |||
| 12 Dec | 150.78 | 0.6 | 0.00 | 27.12 | 45 | 23 | 51 | |||
| 11 Dec | 150.60 | 0.6 | -0.05 | 26.56 | 17 | 8 | 27 | |||
| 10 Dec | 150.32 | 0.65 | 0.65 | 27.06 | 24 | 17 | 18 | |||
| 7 Nov | 150.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 152.29 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Steel Limited - strike price 175 expiring on 30JAN2025
Delta for 175 CE is 0.01
Historical price for 175 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 31.16, the open interest changed by 1 which increased total open position to 717
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by 194 which increased total open position to 716
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 30.97, the open interest changed by 399 which increased total open position to 523
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 33.16, the open interest changed by 22 which increased total open position to 124
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 35.58, the open interest changed by 13 which increased total open position to 101
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.35, the open interest changed by 2 which increased total open position to 90
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 30.66, the open interest changed by 3 which increased total open position to 87
On 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 30.12, the open interest changed by 7 which increased total open position to 84
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 28.45, the open interest changed by 12 which increased total open position to 76
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 27.84, the open interest changed by 11 which increased total open position to 63
On 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 23 which increased total open position to 51
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 8 which increased total open position to 27
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 0.65, which was 0.65 higher than the previous day. The implied volatity was 27.06, the open interest changed by 17 which increased total open position to 18
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 0, which was 0.00 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 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30JAN2025 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 34.25 | 1.65 | - | 10 | 1 | 933 |
| 26 Dec | 140.36 | 32.6 | 0.00 | - | 293 | 276 | 932 |
| 24 Dec | 140.38 | 32.6 | 1.80 | 36.29 | 602 | 585 | 657 |
| 23 Dec | 141.71 | 30.8 | -0.80 | - | 19 | 18 | 71 |
| 20 Dec | 140.68 | 31.6 | 1.10 | - | 23 | 22 | 54 |
| 19 Dec | 143.26 | 30.5 | 4.65 | 39.77 | 3 | 0 | 29 |
| 18 Dec | 144.46 | 25.85 | 0.00 | 0.00 | 0 | 3 | 0 |
| 17 Dec | 145.68 | 25.85 | 1.25 | - | 3 | 2 | 28 |
| 16 Dec | 147.79 | 24.6 | 2.10 | - | 2 | 1 | 25 |
| 13 Dec | 148.95 | 22.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Dec | 150.78 | 22.5 | 0.30 | 22.07 | 3 | 2 | 23 |
| 11 Dec | 150.60 | 22.2 | -0.50 | 21.55 | 8 | 7 | 20 |
| 10 Dec | 150.32 | 22.7 | 22.70 | 25.70 | 13 | 12 | 12 |
| 7 Nov | 150.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 152.29 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Steel Limited - strike price 175 expiring on 30JAN2025
Delta for 175 PE is -
Historical price for 175 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 34.25, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 933
On 26 Dec TATASTEEL was trading at 140.36. The strike last trading price was 32.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 276 which increased total open position to 932
On 24 Dec TATASTEEL was trading at 140.38. The strike last trading price was 32.6, which was 1.80 higher than the previous day. The implied volatity was 36.29, the open interest changed by 585 which increased total open position to 657
On 23 Dec TATASTEEL was trading at 141.71. The strike last trading price was 30.8, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 71
On 20 Dec TATASTEEL was trading at 140.68. The strike last trading price was 31.6, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 54
On 19 Dec TATASTEEL was trading at 143.26. The strike last trading price was 30.5, which was 4.65 higher than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 29
On 18 Dec TATASTEEL was trading at 144.46. The strike last trading price was 25.85, which was 0.00 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 17 Dec TATASTEEL was trading at 145.68. The strike last trading price was 25.85, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 28
On 16 Dec TATASTEEL was trading at 147.79. The strike last trading price was 24.6, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 25
On 13 Dec TATASTEEL was trading at 148.95. The strike last trading price was 22.5, which was 0.00 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 12 Dec TATASTEEL was trading at 150.78. The strike last trading price was 22.5, which was 0.30 higher than the previous day. The implied volatity was 22.07, the open interest changed by 2 which increased total open position to 23
On 11 Dec TATASTEEL was trading at 150.60. The strike last trading price was 22.2, which was -0.50 lower than the previous day. The implied volatity was 21.55, the open interest changed by 7 which increased total open position to 20
On 10 Dec TATASTEEL was trading at 150.32. The strike last trading price was 22.7, which was 22.70 higher than the previous day. The implied volatity was 25.70, the open interest changed by 12 which increased total open position to 12
On 7 Nov TATASTEEL was trading at 150.95. The strike last trading price was 0, which was 0.00 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 5 Nov TATASTEEL was trading at 152.29. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
