TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 175 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.11
Theta: -0.12
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 171.48 | 1.35 | -0.45 | 19.95 | 4,420 | -325 | 3,052 | |||||||||
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| 14 Sept | 169.78 | 1.5 | -0.1 | 21.61 | 3,932 | 63 | 2,898 | |||||||||
| 17 Aug | 155.30 | 0.75 | -0.5 | 23.75 | 108 | 18 | 146 | |||||||||
For Tata Steel Limited - strike price 175 expiring on 30SEP2025
Delta for 175 CE is 0.35
Historical price for 175 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 19.95, the open interest changed by -325 which decreased total open position to 3052
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 21.61, the open interest changed by 63 which increased total open position to 2898
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 23.75, the open interest changed by 18 which increased total open position to 146
| TATASTEEL 30SEP2025 175 PE | |||||||
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Delta: -0.64
Vega: 0.11
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 4.1 | 0.05 | 22.26 | 709 | 81 | 836 |
| 14 Sept | 169.78 | 6 | -0.35 | 21.15 | 270 | -20 | 471 |
| 17 Aug | 155.30 | 13 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 175 expiring on 30SEP2025
Delta for 175 PE is -0.64
Historical price for 175 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 22.26, the open interest changed by 81 which increased total open position to 836
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 6, which was -0.35 lower than the previous day. The implied volatity was 21.15, the open interest changed by -20 which decreased total open position to 471
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
