TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 135 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 20.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 169.78 | 20.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 155.30 | 22.95 | -6.9 | 30.37 | 8 | 0 | 4 | |||||||||
For Tata Steel Limited - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.00
Historical price for 135 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 20.4, 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 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 20.4, 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 Aug TATASTEEL was trading at 155.30. The strike last trading price was 22.95, which was -6.9 lower than the previous day. The implied volatity was 30.37, the open interest changed by 0 which decreased total open position to 4
| TATASTEEL 30SEP2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.05 | 0 | - | 2 | 0 | 110 |
| 14 Sept | 169.78 | 0.05 | 0 | 45.13 | 11 | -10 | 106 |
| 17 Aug | 155.30 | 0.45 | 0.1 | 29.07 | 56 | 11 | 76 |
For Tata Steel Limited - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -
Historical price for 135 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. 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 0 which decreased total open position to 110
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 45.13, the open interest changed by -10 which decreased total open position to 106
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 29.07, the open interest changed by 11 which increased total open position to 76
