TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Apr 2025 04:12 PM IST
| TATASTEEL 24APR2025 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 133.42 | 0.05 | 0 | - | 12 | 1 | 708 | |||
| 9 Apr | 127.18 | 0.05 | 0 | - | 5 | -1 | 707 | |||
| 8 Apr | 130.28 | 0.05 | -0.05 | - | 16 | 2 | 705 | |||
| 7 Apr | 129.48 | 0.1 | 0 | - | 133 | -24 | 699 | |||
| 4 Apr | 140.39 | 0.1 | 0 | 47.95 | 132 | -29 | 723 | |||
| 3 Apr | 153.62 | 0.05 | -0.1 | 28.24 | 135 | -13 | 751 | |||
| 2 Apr | 154.69 | 0.15 | 0.05 | 31.36 | 284 | 32 | 764 | |||
| 1 Apr | 153.12 | 0.1 | -0.05 | 30.41 | 677 | 80 | 732 | |||
|
|
||||||||||
| 28 Mar | 154.24 | 0.15 | -0.15 | 29.00 | 778 | 195 | 652 | |||
| 27 Mar | 155.42 | 0.25 | -0.05 | 29.64 | 565 | 25 | 454 | |||
| 26 Mar | 155.81 | 0.35 | -0.1 | 31.47 | 196 | 66 | 429 | |||
| 25 Mar | 156.73 | 0.4 | -0.1 | 30.41 | 357 | 154 | 363 | |||
| 24 Mar | 158.42 | 0.45 | 0 | 28.31 | 138 | 57 | 173 | |||
| 21 Mar | 157.28 | 0.45 | 0 | 28.24 | 149 | 93 | 115 | |||
| 20 Mar | 159.04 | 0.45 | 0.1 | 25.66 | 30 | 22 | 22 | |||
For Tata Steel Limited - strike price 180 expiring on 24APR2025
Delta for 180 CE is -
Historical price for 180 CE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 708
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 707
On 8 Apr TATASTEEL was trading at 130.28. 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 2 which increased total open position to 705
On 7 Apr TATASTEEL was trading at 129.48. 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 decreased total open position to 699
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 47.95, the open interest changed by -29 which decreased total open position to 723
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 28.24, the open interest changed by -13 which decreased total open position to 751
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 31.36, the open interest changed by 32 which increased total open position to 764
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 80 which increased total open position to 732
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 29.00, the open interest changed by 195 which increased total open position to 652
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.64, the open interest changed by 25 which increased total open position to 454
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 31.47, the open interest changed by 66 which increased total open position to 429
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 30.41, the open interest changed by 154 which increased total open position to 363
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 28.31, the open interest changed by 57 which increased total open position to 173
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 28.24, the open interest changed by 93 which increased total open position to 115
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 25.66, the open interest changed by 22 which increased total open position to 22
| TATASTEEL 24APR2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 133.42 | 46 | -6.45 | - | 5 | -1 | 71 |
| 9 Apr | 127.18 | 52.45 | 1.95 | - | 1 | 0 | 73 |
| 8 Apr | 130.28 | 50.5 | -0.5 | - | 4 | -3 | 74 |
| 7 Apr | 129.48 | 51 | 19.8 | - | 7 | -4 | 76 |
| 4 Apr | 140.39 | 31.2 | 6.25 | - | 1 | 0 | 79 |
| 3 Apr | 153.62 | 24.95 | 0.35 | - | 10 | -7 | 78 |
| 2 Apr | 154.69 | 24.6 | -0.15 | 39.54 | 5 | 4 | 86 |
| 1 Apr | 153.12 | 24.65 | -0.1 | 0.00 | 0 | 11 | 0 |
| 28 Mar | 154.24 | 24.65 | 1.5 | - | 14 | 11 | 81 |
| 27 Mar | 155.42 | 23.15 | 1.45 | - | 15 | 10 | 68 |
| 26 Mar | 155.81 | 21.7 | 0.8 | - | 36 | 35 | 57 |
| 25 Mar | 156.73 | 20.9 | 0.5 | - | 3 | 0 | 19 |
| 24 Mar | 158.42 | 20.4 | 0.15 | 24.13 | 3 | 2 | 18 |
| 21 Mar | 157.28 | 20.25 | 0.3 | - | 12 | -4 | 12 |
| 20 Mar | 159.04 | 20 | -26.2 | 29.20 | 16 | 12 | 12 |
For Tata Steel Limited - strike price 180 expiring on 24APR2025
Delta for 180 PE is -
Historical price for 180 PE is as follows
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 46, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 71
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 52.45, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 50.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 74
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 51, which was 19.8 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 76
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 31.2, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 24.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 78
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 24.6, which was -0.15 lower than the previous day. The implied volatity was 39.54, the open interest changed by 4 which increased total open position to 86
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 24.65, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 24.65, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 81
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 23.15, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 68
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 21.7, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 57
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 20.9, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 20.4, which was 0.15 higher than the previous day. The implied volatity was 24.13, the open interest changed by 2 which increased total open position to 18
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 20.25, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 12
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 20, which was -26.2 lower than the previous day. The implied volatity was 29.20, the open interest changed by 12 which increased total open position to 12
