TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 147.5 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 | 19.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 169.78 | 19.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 155.30 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.00
Historical price for 147.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 19.55, 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 19.55, 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 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 15.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30SEP2025 147.5 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 | -0.05 | 40.46 | 3 | -3 | 213 |
| 14 Sept | 169.78 | 0.15 | -0.05 | 34.97 | 55 | -24 | 201 |
| 17 Aug | 155.30 | 3.9 | 0 | 6.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -0.01
Historical price for 147.5 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.46, the open interest changed by -3 which decreased total open position to 213
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 34.97, the open interest changed by -24 which decreased total open position to 201
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
