TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 28OCT2025 170 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.21
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 171.48 | 6.9 | -0.35 | 21.51 | 185 | -23 | 314 | |||||||||
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| 14 Sept | 169.78 | 6.15 | 0 | 21.98 | 126 | 6 | 226 | |||||||||
For Tata Steel Limited - strike price 170 expiring on 28OCT2025
Delta for 170 CE is 0.64
Historical price for 170 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 6.9, which was -0.35 lower than the previous day. The implied volatity was 21.51, the open interest changed by -23 which decreased total open position to 314
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 21.98, the open interest changed by 6 which increased total open position to 226
| TATASTEEL 28OCT2025 170 PE | |||||||
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Delta: -0.38
Vega: 0.21
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 3.8 | 0.2 | 24.74 | 228 | 8 | 267 |
| 14 Sept | 169.78 | 4.75 | -0.3 | 23.29 | 45 | 17 | 134 |
For Tata Steel Limited - strike price 170 expiring on 28OCT2025
Delta for 170 PE is -0.38
Historical price for 170 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 3.8, which was 0.2 higher than the previous day. The implied volatity was 24.74, the open interest changed by 8 which increased total open position to 267
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 4.75, which was -0.3 lower than the previous day. The implied volatity was 23.29, the open interest changed by 17 which increased total open position to 134
