TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.01
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 12.5 | -0.55 | 20.69 | 308 | 66 | 1,274 | |||||||||
| 14 Sept | 169.78 | 11.1 | 0.15 | 26.89 | 139 | 7 | 1,289 | |||||||||
| 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 0.98
Historical price for 160 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 12.5, which was -0.55 lower than the previous day. The implied volatity was 20.69, the open interest changed by 66 which increased total open position to 1274
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 11.1, which was 0.15 higher than the previous day. The implied volatity was 26.89, the open interest changed by 7 which increased total open position to 1289
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: -0.06
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.25 | -0.05 | 29.06 | 1,884 | -431 | 3,419 |
| 14 Sept | 169.78 | 0.65 | -0.1 | 25.87 | 1,739 | 186 | 3,885 |
| 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 -0.06
Historical price for 160 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.06, the open interest changed by -431 which decreased total open position to 3419
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 25.87, the open interest changed by 186 which increased total open position to 3885
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
