TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 145 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 | |||||||||
| 21 Sept | 171.48 | 25.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 169.78 | 26.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 155.30 | 13.9 | -8.4 | 25.76 | 8 | 0 | 4 | |||||||||
For Tata Steel Limited - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.00
Historical price for 145 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 25.55, 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 26.75, 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 13.9, which was -8.4 lower than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 4
| TATASTEEL 30SEP2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.05 | 0 | 44.09 | 12 | -10 | 509 |
| 14 Sept | 169.78 | 0.1 | -0.05 | 36.00 | 228 | -90 | 520 |
| 17 Aug | 155.30 | 1.35 | 0.55 | 25.66 | 153 | 54 | 159 |
For Tata Steel Limited - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.01
Historical price for 145 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 44.09, the open interest changed by -10 which decreased total open position to 509
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.00, the open interest changed by -90 which decreased total open position to 520
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 1.35, which was 0.55 higher than the previous day. The implied volatity was 25.66, the open interest changed by 54 which increased total open position to 159
