TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.01
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 22.4 | -0.1 | 36.37 | 5 | -5 | 252 | |||||||||
| 14 Sept | 169.78 | 20.6 | 0.85 | 35.59 | 37 | -4 | 300 | |||||||||
| 17 Aug | 155.30 | 9.35 | -4.8 | 21.09 | 13 | 13 | 16 | |||||||||
For Tata Steel Limited - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.99
Historical price for 150 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 22.4, which was -0.1 lower than the previous day. The implied volatity was 36.37, the open interest changed by -5 which decreased total open position to 252
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 20.6, which was 0.85 higher than the previous day. The implied volatity was 35.59, the open interest changed by -4 which decreased total open position to 300
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 9.35, which was -4.8 lower than the previous day. The implied volatity was 21.09, the open interest changed by 13 which increased total open position to 16
| TATASTEEL 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.1 | 0 | 40.64 | 592 | -119 | 1,746 |
| 14 Sept | 169.78 | 0.2 | -0.05 | 33.26 | 490 | 87 | 1,910 |
| 17 Aug | 155.30 | 2.45 | 1.05 | 24.96 | 346 | 73 | 282 |
For Tata Steel Limited - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.02
Historical price for 150 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 40.64, the open interest changed by -119 which decreased total open position to 1746
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.26, the open interest changed by 87 which increased total open position to 1910
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 2.45, which was 1.05 higher than the previous day. The implied volatity was 24.96, the open interest changed by 73 which increased total open position to 282
