TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 157.5 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 | 15.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 169.78 | 13.4 | 0.25 | 28.78 | 34 | -5 | 178 | |||||||||
| 17 Aug | 155.30 | 4.65 | -3.15 | 20.44 | 46 | 30 | 33 | |||||||||
For Tata Steel Limited - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 CE is 0.00
Historical price for 157.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 15.5, 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 13.4, which was 0.25 higher than the previous day. The implied volatity was 28.78, the open interest changed by -5 which decreased total open position to 178
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 4.65, which was -3.15 lower than the previous day. The implied volatity was 20.44, the open interest changed by 30 which increased total open position to 33
| TATASTEEL 30SEP2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.03
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.15 | -0.05 | 30.42 | 397 | 14 | 701 |
| 14 Sept | 169.78 | 0.45 | -0.05 | 27.31 | 377 | -22 | 723 |
| 17 Aug | 155.30 | 7.9 | 0 | 0.15 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 PE is -0.04
Historical price for 157.5 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 30.42, the open interest changed by 14 which increased total open position to 701
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 27.31, the open interest changed by -22 which decreased total open position to 723
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
