TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 185 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 171.48 | 0.25 | -0.05 | 27.03 | 555 | 76 | 1,586 | |||||||||
| 14 Sept | 169.78 | 0.3 | 0 | 24.97 | 791 | 29 | 1,686 | |||||||||
| 17 Aug | 155.30 | 0.3 | -0.1 | 26.37 | 10 | 2 | 11 | |||||||||
For Tata Steel Limited - strike price 185 expiring on 30SEP2025
Delta for 185 CE is 0.07
Historical price for 185 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 76 which increased total open position to 1586
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 24.97, the open interest changed by 29 which increased total open position to 1686
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 26.37, the open interest changed by 2 which increased total open position to 11
| TATASTEEL 30SEP2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.06
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 13.1 | 0.45 | 34.48 | 6 | 2 | 128 |
| 14 Sept | 169.78 | 14.75 | -0.65 | 23.76 | 16 | 3 | 125 |
| 17 Aug | 155.30 | 27.4 | 1.25 | 28.62 | 28 | 0 | 6 |
For Tata Steel Limited - strike price 185 expiring on 30SEP2025
Delta for 185 PE is -0.87
Historical price for 185 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 13.1, which was 0.45 higher than the previous day. The implied volatity was 34.48, the open interest changed by 2 which increased total open position to 128
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 14.75, which was -0.65 lower than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 125
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 27.4, which was 1.25 higher than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 6
