TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 177.5 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.09
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 0.8 | -0.3 | 21.16 | 1,202 | 82 | 778 | |||||||||
| 14 Sept | 169.78 | 0.95 | -0.1 | 21.93 | 1,029 | -1 | 656 | |||||||||
| 17 Aug | 155.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 177.5 expiring on 30SEP2025
Delta for 177.5 CE is 0.22
Historical price for 177.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 21.16, the open interest changed by 82 which increased total open position to 778
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 21.93, the open interest changed by -1 which decreased total open position to 656
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0, 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
| TATASTEEL 30SEP2025 177.5 PE | |||||||
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Delta: -0.74
Vega: 0.10
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 6.15 | 0.25 | 25.05 | 78 | 1 | 193 |
| 14 Sept | 169.78 | 7.95 | -0.4 | 21.50 | 69 | 7 | 77 |
| 17 Aug | 155.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 177.5 expiring on 30SEP2025
Delta for 177.5 PE is -0.74
Historical price for 177.5 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 25.05, the open interest changed by 1 which increased total open position to 193
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 7.95, which was -0.4 lower than the previous day. The implied volatity was 21.50, the open interest changed by 7 which increased total open position to 77
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0, 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
