TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 162.5 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.03
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 10.05 | -0.55 | 20.33 | 55 | -25 | 346 | |||||||||
| 14 Sept | 169.78 | 8.9 | 0.15 | 25.22 | 101 | 2 | 357 | |||||||||
| 17 Aug | 155.30 | 2.95 | -1.95 | 21.95 | 37 | -2 | 31 | |||||||||
For Tata Steel Limited - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 CE is 0.96
Historical price for 162.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 10.05, which was -0.55 lower than the previous day. The implied volatity was 20.33, the open interest changed by -25 which decreased total open position to 346
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 8.9, which was 0.15 higher than the previous day. The implied volatity was 25.22, the open interest changed by 2 which increased total open position to 357
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 2.95, which was -1.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by -2 which decreased total open position to 31
| TATASTEEL 30SEP2025 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.35 | -0.05 | 26.48 | 496 | -18 | 1,153 |
| 14 Sept | 169.78 | 0.95 | -0.1 | 24.52 | 806 | -73 | 990 |
| 17 Aug | 155.30 | 10.55 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 PE is -0.09
Historical price for 162.5 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 26.48, the open interest changed by -18 which decreased total open position to 1153
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 24.52, the open interest changed by -73 which decreased total open position to 990
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 10.55, 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
