TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 182.5 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 171.48 | 0.3 | -0.1 | 24.01 | 360 | -37 | 366 | |||||||||
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| 14 Sept | 169.78 | 0.4 | -0.1 | 23.41 | 557 | -14 | 313 | |||||||||
| 17 Aug | 155.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 182.5 expiring on 30SEP2025
Delta for 182.5 CE is 0.09
Historical price for 182.5 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by -37 which decreased total open position to 366
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 23.41, the open interest changed by -14 which decreased total open position to 313
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 182.5 PE | |||||||
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Delta: -0.85
Vega: 0.07
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 10.7 | 0.4 | 31.07 | 27 | -5 | 37 |
| 14 Sept | 169.78 | 12.4 | -1 | 23.06 | 30 | 9 | 50 |
| 17 Aug | 155.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 182.5 expiring on 30SEP2025
Delta for 182.5 PE is -0.85
Historical price for 182.5 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 10.7, which was 0.4 higher than the previous day. The implied volatity was 31.07, the open interest changed by -5 which decreased total open position to 37
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 12.4, which was -1 lower than the previous day. The implied volatity was 23.06, the open interest changed by 9 which increased total open position to 50
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
