TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
21 Sep 2025 04:13 PM IST
| TATASTEEL 30SEP2025 195 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 | |||||||||
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| 21 Sept | 171.48 | 0.1 | 0 | 35.60 | 23 | 2 | 418 | |||||||||
| 14 Sept | 169.78 | 0.05 | -0.1 | 27.29 | 136 | 35 | 280 | |||||||||
For Tata Steel Limited - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.03
Historical price for 195 CE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 35.60, the open interest changed by 2 which increased total open position to 418
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 27.29, the open interest changed by 35 which increased total open position to 280
| TATASTEEL 30SEP2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 23.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 169.78 | 24.7 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 195 expiring on 30SEP2025
Delta for 195 PE is 0.00
Historical price for 195 PE is as follows
On 21 Sept TATASTEEL was trading at 171.48. The strike last trading price was 23.1, 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
On 14 Sept TATASTEEL was trading at 169.78. The strike last trading price was 24.7, 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
