TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 172.5 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.12
Theta: -0.13
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 2.3 | -0.55 | 20.49 | 4,632 | 24 | 3,210 | |||||||||
| 14 Sept | 169.78 | 2.3 | -0.05 | 21.38 | 3,318 | 35 | 2,372 | |||||||||
| 17 Aug | 155.30 | 4.25 | 0 | 7.88 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 172.5 expiring on 30SEP2025
Delta for 172.5 CE is 0.49
Historical price for 172.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 20.49, the open interest changed by 24 which increased total open position to 3210
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 21.38, the open interest changed by 35 which increased total open position to 2372
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30SEP2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.12
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 2.6 | -0.05 | 21.83 | 1,769 | 4 | 990 |
| 14 Sept | 169.78 | 4.35 | -0.3 | 21.23 | 450 | 51 | 600 |
| 17 Aug | 155.30 | 17.1 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 172.5 expiring on 30SEP2025
Delta for 172.5 PE is -0.49
Historical price for 172.5 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 21.83, the open interest changed by 4 which increased total open position to 990
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 4.35, which was -0.3 lower than the previous day. The implied volatity was 21.23, the open interest changed by 51 which increased total open position to 600
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 17.1, 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
