TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 167.5 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.09
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 5.55 | -0.7 | 21.60 | 285 | -22 | 407 | |||||||||
| 14 Sept | 169.78 | 5 | 0 | 22.49 | 920 | -38 | 504 | |||||||||
| 17 Aug | 155.30 | 1.7 | -4.05 | 22.46 | 4 | 4 | 3 | |||||||||
For Tata Steel Limited - strike price 167.5 expiring on 30SEP2025
Delta for 167.5 CE is 0.78
Historical price for 167.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 5.55, which was -0.7 lower than the previous day. The implied volatity was 21.60, the open interest changed by -22 which decreased total open position to 407
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 22.49, the open interest changed by -38 which decreased total open position to 504
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 1.7, which was -4.05 lower than the previous day. The implied volatity was 22.46, the open interest changed by 4 which increased total open position to 3
| TATASTEEL 30SEP2025 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.09
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 0.9 | -0.15 | 22.91 | 1,026 | -159 | 1,448 |
| 14 Sept | 169.78 | 2.05 | -0.25 | 22.16 | 1,600 | 53 | 1,353 |
| 17 Aug | 155.30 | 13.6 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 167.5 expiring on 30SEP2025
Delta for 167.5 PE is -0.22
Historical price for 167.5 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 22.91, the open interest changed by -159 which decreased total open position to 1448
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 22.16, the open interest changed by 53 which increased total open position to 1353
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 13.6, 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
