TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 140 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 32.2 | -0.3 | - | 2 | 0 | 101 | |||||||||
| 14 Sept | 169.78 | 29.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 155.30 | 17.25 | -8.65 | - | 23 | 5 | 4 | |||||||||
For Tata Steel Limited - strike price 140 expiring on 30SEP2025
Delta for 140 CE is -
Historical price for 140 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 32.2, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 29.3, 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 17.25, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 4
| TATASTEEL 30SEP2025 140 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 | 0.1 | 0.05 | - | 40 | -36 | 297 |
| 14 Sept | 169.78 | 0.1 | 0 | 42.65 | 22 | 18 | 380 |
| 17 Aug | 155.30 | 0.75 | 0.25 | 26.99 | 94 | -1 | 73 |
For Tata Steel Limited - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -
Historical price for 140 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. 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 -36 which decreased total open position to 297
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 42.65, the open interest changed by 18 which increased total open position to 380
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 26.99, the open interest changed by -1 which decreased total open position to 73
