Sign in and get access to Probability of Profit for FREE

  1. home
    /
  2. option chain
    /
  3. tata steel limited
open link

TATA STEEL LIMITED Option Chain

open link
₹ 140.68
143.26
settings
LTP
Greeks
OI
--
arrow
Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

115PCR: --

0.05

lock
****

9.63

22.00

62.50%

-0.005

0.001

-0.014

0.003

0.000

0.000

0.000

1.000

0.00%

275.00

2.20

lock
****

20.75

120PCR: 9.50

0.05

lock
****

20.90

203.50

62.50%

-0.021

0.004

-0.048

0.009

0.058

-0.821

0.010

0.746

169.92%

0.00

0.44

lock
****

21.20

125PCR: 44.88

0.05

lock
****

19.75

995.50

31.25%

-0.001

0.001

-0.002

0.001

0.061

-0.838

0.011

0.719

165.04%

0.00

0.39

lock
****

19.30

127.50PCR: 30.00

0.10

lock
****

11.55

121.00

39.06%

-0.021

0.007

-0.030

0.009

0.051

-0.338

0.019

0.800

80.08%

401.50

16.61

lock
****

12.65

130PCR: 3.53

0.10

lock
****

58.58

2,618.00

39.06%

-0.050

0.015

-0.060

0.019

0.001

-0.001

0.001

0.999

15.63%

126.50

3.25

lock
****

8.40

132.50PCR: 3.39

0.15

lock
****

11.00

962.50

31.25%

-0.058

0.021

-0.055

0.021

0.035

-0.079

0.039

0.887

27.34%

1,798.50

14.85

lock
****

6.00

135PCR: 4.01

0.30

lock
****

59.62

12,963.50

27.34%

-0.113

0.039

-0.079

0.035

0.052

-0.102

0.069

0.788

23.44%

4,587.00

13.59

lock
****

3.75

137.50PCR: 2.67

0.60

lock
****

36.25

13,018.50

25.39%

-0.215

0.064

-0.112

0.053

0.070

-0.132

0.096

0.582

22.46%

20,845.00

73.59

lock
****

2.00

140PCR: 1.83

1.35

lock
****

134.97

56,474.00

23.44%

-0.421

0.092

-0.138

0.071

0.067

-0.130

0.087

0.349

23.44%

42,515.00

58.08

lock
****

1.00

142.50PCR: 0.66

2.75

lock
****

38.61

37,224.00

23.44%

-0.651

0.087

-0.130

0.067

0.048

-0.102

0.059

0.186

25.39%

110,698.50

161.81

lock
****

0.45

145PCR: 0.49

4.80

lock
****

79.26

21,912.00

23.44%

-0.834

0.059

-0.088

0.045

0.030

-0.069

0.034

0.095

27.34%

49,434.00

104.56

lock
****

0.25

147.50PCR: 0.28

7.05

lock
****

29.37

8,948.50

27.34%

-0.905

0.034

-0.069

0.030

0.028

-0.081

0.024

0.083

35.16%

58,107.50

372.02

lock
****

0.15

150PCR: 0.23

9.45

lock
****

83.71

6,341.50

31.25%

-0.941

0.021

-0.055

0.021

0.010

-0.027

0.010

0.024

31.25%

18,546.00

113.69

lock
****

0.10

152.50PCR: 0.28

11.90

lock
****

32.12

1,567.50

31.25%

-0.974

0.011

-0.029

0.011

0.004

-0.011

0.004

0.009

31.25%

18,298.50

214.50

lock
****

0.10

155PCR: 0.30

14.35

lock
****

64.46

616.00

39.06%

-0.969

0.010

-0.041

0.013

0.013

-0.052

0.009

0.033

46.88%

1,864.50

63.86

lock
****

0.10

157.50PCR: 0.20

14.65

lock
****

12.60

16.50

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.001

0.001

0.001

31.25%

6,182.00

264.66

lock
****

0.05

160PCR: 0.20

19.60

lock
****

52.42

352.00

74.22%

-0.900

0.013

-0.196

0.032

0.000

-0.000

0.000

0.000

31.25%

302.50

27.61

lock
****

0.10

162.50PCR: 0.09

13.70

lock
****

2.59

0.00

0.00%

-1.000

0.000

0.000

0.000

0.011

-0.057

0.005

0.026

62.50%

1,248.50

73.26

lock
****

0.05

165PCR: 0.31

24.30

lock
****

23.05

396.00

70.31%

-0.956

0.007

-0.100

0.017

0.008

-0.041

0.004

0.017

62.50%

550.00

15.07

lock
****

0.05

167.50PCR: 0.04

14.80

lock
****

0.61

0.00

0.00%

-1.000

0.000

0.000

0.000

0.005

-0.027

0.003

0.011

62.50%

319.00

56.71

lock
****

0.05

170PCR: 0.66

29.25

lock
****

37.35

93.50

78.13%

-0.966

0.005

-0.090

0.014

0.002

-0.011

0.001

0.004

62.50%

66.00

51.87

lock
****

0.05

175PCR: 0.67

31.90

lock
****

34.76

66.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.004

0.000

0.001

62.50%

225.50

44.77

lock
****

0.05

180PCR: 0.25

39.05

lock
****

11.33

198.00

62.50%

-0.999

0.000

-0.004

0.001

TATA STEEL LIMITED - Statistics

Day Range
₹140.00 - ₹144.40
52w Range
₹128.20 - ₹184.60
Volume
46,503,449

F&O Tools

Span Margin Calculator

New

The span margin calculator helps traders compute the margin (capital) required for initiating a trade.

Underlying Assets & Securities

assets logo

TATA STEEL LIMITED

140.68

-2.58 (-1.80%)

TATA STEEL LIMITED Options

TATASTEEL 145 CE 26 DEC 24

₹0.45

-0.85 (-65.38%)

TATASTEEL 150 CE 26 DEC 24

₹0.15

-0.25 (-62.50%)

TATASTEEL 140 PE 26 DEC 24

₹1.35

+0.60 (80.00%)

TATASTEEL 147.5 CE 26 DEC 24

₹0.25

-0.45 (-64.29%)

TATA STEEL LIMITED Futures

TATASTEEL FUT 27 FEB 25

₹142.66

-2.77 (-1.90%)

TATASTEEL FUT 30 JAN 25

₹141.59

-3.01 (-2.08%)

TATASTEEL FUT 26 DEC 24

₹140.65

-2.83 (-1.97%)

Frequently Asked Questions

What is the current spot price for TATA STEEL LIMITED?chevron-up

The current spot price for TATA STEEL LIMITED is ₹140.68.

What is the minimum option lot size for TATA STEEL LIMITED?chevron-up

The minimum lot size for TATA STEEL LIMITED is 5,500.

Which TATA STEEL LIMITED call and put option contract has the highest open interest?chevron-up

The 150.00 strike for TATA STEEL LIMITED call options have an OI of 372.02 Lakhs. The 140.00 strike for TATA STEEL LIMITED put options has an OI of 134.97 Lakhs

What is the current at-the-money (ATM) strike for TATA STEEL LIMITED and what is its price?chevron-up

The current ATM strike for TATA STEEL LIMITED is 140.00. The call price is ₹2.00 and the put price is ₹1.35.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for TATA STEEL LIMITED?chevron-up

The PCR for the 140.00 strike is 1.83.

What is the implied volatility of TATA STEEL LIMITED?chevron-up

The implied volatility (IV) of at-the-money TATA STEEL LIMITED call is 22.46% and 23.44% for puts.

How much will the price change of the at-the-money (ATM) strike for TATA STEEL LIMITED call options if TATA STEEL LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 140.00 and the call option is priced at ₹2.00. If TATA STEEL LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.5821. The value of 0.5821 is the option's 'Delta'.