TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.05
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 7.8 | -0.55 | 20.87 | 332 | -43 | 1,190 | |||||||||
| 14 Sept | 169.78 | 6.8 | 0.1 | 23.38 | 821 | -33 | 1,430 | |||||||||
| 17 Aug | 155.30 | 2.25 | -1.55 | 22.19 | 225 | 33 | 228 | |||||||||
For Tata Steel Limited - strike price 165 expiring on 30SEP2025
Delta for 165 CE is 0.89
Historical price for 165 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 7.8, which was -0.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by -43 which decreased total open position to 1190
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 6.8, which was 0.1 higher than the previous day. The implied volatity was 23.38, the open interest changed by -33 which decreased total open position to 1430
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 2.25, which was -1.55 lower than the previous day. The implied volatity was 22.19, the open interest changed by 33 which increased total open position to 228
| TATASTEEL 30SEP2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.07
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.55 | -0.1 | 24.55 | 1,770 | -139 | 2,474 |
| 14 Sept | 169.78 | 1.35 | -0.2 | 22.90 | 2,025 | 64 | 2,427 |
| 17 Aug | 155.30 | 10.25 | 3.25 | 26.17 | 30 | 14 | 73 |
For Tata Steel Limited - strike price 165 expiring on 30SEP2025
Delta for 165 PE is -0.14
Historical price for 165 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 24.55, the open interest changed by -139 which decreased total open position to 2474
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 22.90, the open interest changed by 64 which increased total open position to 2427
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 10.25, which was 3.25 higher than the previous day. The implied volatity was 26.17, the open interest changed by 14 which increased total open position to 73
