TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
17 Aug 2025 12:57 AM IST
| TATASTEEL 30SEP2025 160 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.22
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 155.30 | 3.85 | -2.4 | 21.85 | 346 | 130 | 244 | |||||||||
For Tata Steel Limited - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.44
Historical price for 160 CE is as follows
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 3.85, which was -2.4 lower than the previous day. The implied volatity was 21.85, the open interest changed by 130 which increased total open position to 244
| TATASTEEL 30SEP2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.22
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 155.30 | 6.8 | 2.45 | 24.91 | 161 | 32 | 140 |
For Tata Steel Limited - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.55
Historical price for 160 PE is as follows
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 6.8, which was 2.45 higher than the previous day. The implied volatity was 24.91, the open interest changed by 32 which increased total open position to 140
