TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 170 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.11
Theta: -0.13
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 3.75 | -0.6 | 19.39 | 2,865 | -24 | 2,294 | |||||||||
| 14 Sept | 169.78 | 3.5 | -0.05 | 21.91 | 5,599 | -91 | 2,902 | |||||||||
| 17 Aug | 155.30 | 1.3 | -1 | 22.91 | 424 | 98 | 302 | |||||||||
For Tata Steel Limited - strike price 170 expiring on 30SEP2025
Delta for 170 CE is 0.67
Historical price for 170 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 3.75, which was -0.6 lower than the previous day. The implied volatity was 19.39, the open interest changed by -24 which decreased total open position to 2294
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by -91 which decreased total open position to 2902
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was 22.91, the open interest changed by 98 which increased total open position to 302
| TATASTEEL 30SEP2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.11
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 1.55 | -0.1 | 22.06 | 2,894 | -160 | 2,044 |
| 14 Sept | 169.78 | 3.05 | -0.3 | 21.69 | 2,983 | -69 | 1,637 |
| 17 Aug | 155.30 | 14.8 | 5.4 | 30.89 | 18 | 2 | 28 |
For Tata Steel Limited - strike price 170 expiring on 30SEP2025
Delta for 170 PE is -0.34
Historical price for 170 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 22.06, the open interest changed by -160 which decreased total open position to 2044
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 3.05, which was -0.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by -69 which decreased total open position to 1637
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 14.8, which was 5.4 higher than the previous day. The implied volatity was 30.89, the open interest changed by 2 which increased total open position to 28
