TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 152.5 CE | ||||||||||||||||
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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 | 19.75 | -0.5 | - | 2 | -2 | 131 | |||||||||
| 14 Sept | 169.78 | 18.3 | 0.7 | 35.79 | 5 | -4 | 149 | |||||||||
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| 17 Aug | 155.30 | 12.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 CE is -
Historical price for 152.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 19.75, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 131
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 18.3, which was 0.7 higher than the previous day. The implied volatity was 35.79, the open interest changed by -4 which decreased total open position to 149
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 12.7, 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 152.5 PE | |||||||
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Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.1 | -0.05 | 36.48 | 23 | -2 | 439 |
| 14 Sept | 169.78 | 0.25 | -0.05 | 31.04 | 231 | 19 | 470 |
| 17 Aug | 155.30 | 3.4 | 1.95 | 25.54 | 11 | 3 | 18 |
For Tata Steel Limited - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 PE is -0.02
Historical price for 152.5 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 lower than the previous day. The implied volatity was 36.48, the open interest changed by -2 which decreased total open position to 439
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.04, the open interest changed by 19 which increased total open position to 470
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 3.4, which was 1.95 higher than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 18
