TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 171.48 | 0.1 | -0.05 | 29.51 | 114 | 41 | 992 | |||||||||
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| 14 Sept | 169.78 | 0.15 | -0.05 | 27.08 | 105 | 9 | 1,010 | |||||||||
| 17 Aug | 155.30 | 0.25 | -0.05 | 28.80 | 91 | 66 | 110 | |||||||||
For Tata Steel Limited - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.03
Historical price for 190 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 29.51, the open interest changed by 41 which increased total open position to 992
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.08, the open interest changed by 9 which increased total open position to 1010
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.80, the open interest changed by 66 which increased total open position to 110
| TATASTEEL 30SEP2025 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 171.48 | 17.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 169.78 | 19.05 | -1.25 | - | 1 | 1 | 15 |
| 17 Aug | 155.30 | 30.1 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 190 expiring on 30SEP2025
Delta for 190 PE is 0.00
Historical price for 190 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 17.65, 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
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 19.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 17 Aug TATASTEEL was trading at 155.30. The strike last trading price was 30.1, 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
