TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 155 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 | 16.6 | -1.35 | - | 10 | -10 | 399 | |||||||||
| 14 Sept | 169.78 | 15.7 | 0.2 | 29.66 | 35 | -13 | 490 | |||||||||
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| 17 Aug | 155.30 | 6.2 | -3.15 | 21.50 | 119 | 77 | 105 | |||||||||
For Tata Steel Limited - strike price 155 expiring on 30SEP2025
Delta for 155 CE is -
Historical price for 155 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 16.6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 399
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 15.7, which was 0.2 higher than the previous day. The implied volatity was 29.66, the open interest changed by -13 which decreased total open position to 490
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 6.2, which was -3.15 lower than the previous day. The implied volatity was 21.50, the open interest changed by 77 which increased total open position to 105
| TATASTEEL 30SEP2025 155 PE | |||||||
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Delta: -0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.15 | -0.05 | 34.75 | 796 | -11 | 2,320 |
| 14 Sept | 169.78 | 0.3 | -0.05 | 28.48 | 869 | 35 | 2,396 |
| 17 Aug | 155.30 | 4.2 | 1.65 | 24.57 | 254 | 16 | 219 |
For Tata Steel Limited - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.04
Historical price for 155 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 34.75, the open interest changed by -11 which decreased total open position to 2320
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 28.48, the open interest changed by 35 which increased total open position to 2396
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 4.2, which was 1.65 higher than the previous day. The implied volatity was 24.57, the open interest changed by 16 which increased total open position to 219
