TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 180 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.07
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 171.48 | 0.5 | -0.15 | 22.80 | 2,256 | 283 | 2,289 | |||||||||
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| 14 Sept | 169.78 | 0.65 | -0.05 | 23.05 | 2,264 | -31 | 2,234 | |||||||||
| 17 Aug | 155.30 | 0.45 | -0.25 | 24.84 | 152 | 80 | 201 | |||||||||
For Tata Steel Limited - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.15
Historical price for 180 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 22.80, the open interest changed by 283 which increased total open position to 2289
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 23.05, the open interest changed by -31 which decreased total open position to 2234
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 24.84, the open interest changed by 80 which increased total open position to 201
| TATASTEEL 30SEP2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.09
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 8.55 | 0.65 | 30.06 | 134 | -23 | 181 |
| 14 Sept | 169.78 | 10.1 | -0.3 | 22.04 | 46 | 2 | 192 |
| 17 Aug | 155.30 | 22.6 | 4.1 | 26.41 | 2 | 2 | 1 |
For Tata Steel Limited - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.79
Historical price for 180 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 8.55, which was 0.65 higher than the previous day. The implied volatity was 30.06, the open interest changed by -23 which decreased total open position to 181
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 10.1, which was -0.3 lower than the previous day. The implied volatity was 22.04, the open interest changed by 2 which increased total open position to 192
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 22.6, which was 4.1 higher than the previous day. The implied volatity was 26.41, the open interest changed by 2 which increased total open position to 1
